NYMEX Natural Gas Future February 2016

Trading Metrics calculated at close of trading on 16-Oct-2015

Day Change Summary
	Previous	Current
	15-Oct-2015	16-Oct-2015	Change	Change %	Previous Week
Open	2.890	2.841	-0.049	-1.7%	2.870
High	2.920	2.844	-0.076	-2.6%	2.920
Low	2.833	2.804	-0.029	-1.0%	2.804
Close	2.838	2.809	-0.029	-1.0%	2.809
Range	0.087	0.040	-0.047	-54.0%	0.116
ATR	0.058	0.057	-0.001	-2.3%	0.000
Volume	18,363	8,624	-9,739	-53.0%	68,124

Daily Pivots for day following 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.939	2.914	2.831
R3	2.899	2.874	2.820
R2	2.859	2.859	2.816
R1	2.834	2.834	2.813	2.827
PP	2.819	2.819	2.819	2.815
S1	2.794	2.794	2.805	2.787
S2	2.779	2.779	2.802
S3	2.739	2.754	2.798
S4	2.699	2.714	2.787

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.192	3.117	2.873
R3	3.076	3.001	2.841
R2	2.960	2.960	2.830
R1	2.885	2.885	2.820	2.865
PP	2.844	2.844	2.844	2.834
S1	2.769	2.769	2.798	2.749
S2	2.728	2.728	2.788
S3	2.612	2.653	2.777
S4	2.496	2.537	2.745

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.920	2.804	0.116	4.1%	0.055	2.0%	4%	False	True	13,624
10	2.920	2.788	0.132	4.7%	0.053	1.9%	16%	False	False	12,697
20	2.989	2.760	0.229	8.2%	0.056	2.0%	21%	False	False	12,029
40	3.123	2.760	0.363	12.9%	0.054	1.9%	13%	False	False	9,357
60	3.282	2.760	0.522	18.6%	0.055	1.9%	9%	False	False	7,678
80	3.333	2.760	0.573	20.4%	0.056	2.0%	9%	False	False	6,571

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.014
2.618	2.949
1.618	2.909
1.000	2.884
0.618	2.869
HIGH	2.844
0.618	2.829
0.500	2.824
0.382	2.819
LOW	2.804
0.618	2.779
1.000	2.764
1.618	2.739
2.618	2.699
4.250	2.634

Fisher Pivots for day following 16-Oct-2015
Pivot	1 day	3 day
R1	2.824	2.862
PP	2.819	2.844
S1	2.814	2.827

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These figures are updated between 7pm and 10pm EST after a trading day.

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