NYMEX Natural Gas Future February 2016

Trading Metrics calculated at close of trading on 22-Oct-2015

Day Change Summary
	Previous	Current
	21-Oct-2015	22-Oct-2015	Change	Change %	Previous Week
Open	2.836	2.756	-0.080	-2.8%	2.870
High	2.836	2.776	-0.060	-2.1%	2.920
Low	2.747	2.715	-0.032	-1.2%	2.804
Close	2.762	2.733	-0.029	-1.0%	2.809
Range	0.089	0.061	-0.028	-31.5%	0.116
ATR	0.057	0.057	0.000	0.5%	0.000
Volume	14,870	19,908	5,038	33.9%	68,124

Daily Pivots for day following 22-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.924	2.890	2.767
R3	2.863	2.829	2.750
R2	2.802	2.802	2.744
R1	2.768	2.768	2.739	2.755
PP	2.741	2.741	2.741	2.735
S1	2.707	2.707	2.727	2.694
S2	2.680	2.680	2.722
S3	2.619	2.646	2.716
S4	2.558	2.585	2.699

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	2.851	2.715	0.136	5.0%	0.054	2.0%	13%	False	True	13,099
10	2.920	2.715	0.205	7.5%	0.056	2.0%	9%	False	True	13,531
20	2.989	2.715	0.274	10.0%	0.059	2.2%	7%	False	True	13,125
40	3.097	2.715	0.382	14.0%	0.055	2.0%	5%	False	True	10,268
60	3.282	2.715	0.567	20.7%	0.055	2.0%	3%	False	True	8,422
80	3.333	2.715	0.618	22.6%	0.056	2.1%	3%	False	True	7,148

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.035
2.618	2.936
1.618	2.875
1.000	2.837
0.618	2.814
HIGH	2.776
0.618	2.753
0.500	2.746
0.382	2.738
LOW	2.715
0.618	2.677
1.000	2.654
1.618	2.616
2.618	2.555
4.250	2.456

Fisher Pivots for day following 22-Oct-2015
Pivot	1 day	3 day
R1	2.746	2.783
PP	2.741	2.766
S1	2.737	2.750

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

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