NYMEX Natural Gas Future February 2016

Trading Metrics calculated at close of trading on 26-Oct-2015

Day Change Summary
	Previous	Current
	23-Oct-2015	26-Oct-2015	Change	Change %	Previous Week
Open	2.716	2.606	-0.110	-4.1%	2.849
High	2.718	2.606	-0.112	-4.1%	2.851
Low	2.638	2.520	-0.118	-4.5%	2.638
Close	2.646	2.534	-0.112	-4.2%	2.646
Range	0.080	0.086	0.006	7.5%	0.213
ATR	0.060	0.065	0.005	7.8%	0.000
Volume	15,573	21,065	5,492	35.3%	72,448

Daily Pivots for day following 26-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.811	2.759	2.581
R3	2.725	2.673	2.558
R2	2.639	2.639	2.550
R1	2.587	2.587	2.542	2.570
PP	2.553	2.553	2.553	2.545
S1	2.501	2.501	2.526	2.484
S2	2.467	2.467	2.518
S3	2.381	2.415	2.510
S4	2.295	2.329	2.487

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	2.520	0.331	13.1%	0.071	2.8%	4%	False	True	17,025
10	2.920	2.520	0.400	15.8%	0.062	2.4%	4%	False	True	14,860
20	2.963	2.520	0.443	17.5%	0.061	2.4%	3%	False	True	13,586
40	3.097	2.520	0.577	22.8%	0.056	2.2%	2%	False	True	10,986
60	3.282	2.520	0.762	30.1%	0.055	2.2%	2%	False	True	8,943
80	3.333	2.520	0.813	32.1%	0.057	2.2%	2%	False	True	7,522

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	0.010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.972
2.618	2.831
1.618	2.745
1.000	2.692
0.618	2.659
HIGH	2.606
0.618	2.573
0.500	2.563
0.382	2.553
LOW	2.520
0.618	2.467
1.000	2.434
1.618	2.381
2.618	2.295
4.250	2.155

Fisher Pivots for day following 26-Oct-2015
Pivot	1 day	3 day
R1	2.563	2.648
PP	2.553	2.610
S1	2.544	2.572

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

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