NYMEX Natural Gas Future February 2016

Trading Metrics calculated at close of trading on 23-Oct-2015

Day Change Summary
	Previous	Current
	22-Oct-2015	23-Oct-2015	Change	Change %	Previous Week
Open	2.756	2.716	-0.040	-1.5%	2.849
High	2.776	2.718	-0.058	-2.1%	2.851
Low	2.715	2.638	-0.077	-2.8%	2.638
Close	2.733	2.646	-0.087	-3.2%	2.646
Range	0.061	0.080	0.019	31.1%	0.213
ATR	0.057	0.060	0.003	4.7%	0.000
Volume	19,908	15,573	-4,335	-21.8%	72,448

Daily Pivots for day following 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.907	2.857	2.690
R3	2.827	2.777	2.668
R2	2.747	2.747	2.661
R1	2.697	2.697	2.653	2.682
PP	2.667	2.667	2.667	2.660
S1	2.617	2.617	2.639	2.602
S2	2.587	2.587	2.631
S3	2.507	2.537	2.624
S4	2.427	2.457	2.602

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.351	3.211	2.763
R3	3.138	2.998	2.705
R2	2.925	2.925	2.685
R1	2.785	2.785	2.666	2.749
PP	2.712	2.712	2.712	2.693
S1	2.572	2.572	2.626	2.536
S2	2.499	2.499	2.607
S3	2.286	2.359	2.587
S4	2.073	2.146	2.529

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.851	2.638	0.213	8.0%	0.062	2.3%	4%	False	True	14,489
10	2.920	2.638	0.282	10.7%	0.058	2.2%	3%	False	True	14,057
20	2.989	2.638	0.351	13.3%	0.060	2.3%	2%	False	True	13,258
40	3.097	2.638	0.459	17.3%	0.055	2.1%	2%	False	True	10,531
60	3.282	2.638	0.644	24.3%	0.055	2.1%	1%	False	True	8,631
80	3.333	2.638	0.695	26.3%	0.057	2.1%	1%	False	True	7,306

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.058
2.618	2.927
1.618	2.847
1.000	2.798
0.618	2.767
HIGH	2.718
0.618	2.687
0.500	2.678
0.382	2.669
LOW	2.638
0.618	2.589
1.000	2.558
1.618	2.509
2.618	2.429
4.250	2.298

Fisher Pivots for day following 23-Oct-2015
Pivot	1 day	3 day
R1	2.678	2.737
PP	2.667	2.707
S1	2.657	2.676

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

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