NYMEX Natural Gas Future February 2016

Trading Metrics calculated at close of trading on 27-Oct-2015

Day Change Summary
	Previous	Current
	26-Oct-2015	27-Oct-2015	Change	Change %	Previous Week
Open	2.606	2.536	-0.070	-2.7%	2.849
High	2.606	2.598	-0.008	-0.3%	2.851
Low	2.520	2.513	-0.007	-0.3%	2.638
Close	2.534	2.551	0.017	0.7%	2.646
Range	0.086	0.085	-0.001	-1.2%	0.213
ATR	0.065	0.066	0.001	2.2%	0.000
Volume	21,065	16,685	-4,380	-20.8%	72,448

Daily Pivots for day following 27-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.809	2.765	2.598
R3	2.724	2.680	2.574
R2	2.639	2.639	2.567
R1	2.595	2.595	2.559	2.617
PP	2.554	2.554	2.554	2.565
S1	2.510	2.510	2.543	2.532
S2	2.469	2.469	2.535
S3	2.384	2.425	2.528
S4	2.299	2.340	2.504

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	2.836	2.513	0.323	12.7%	0.080	3.1%	12%	False	True	17,620
10	2.920	2.513	0.407	16.0%	0.065	2.6%	9%	False	True	15,032
20	2.920	2.513	0.407	16.0%	0.062	2.4%	9%	False	True	13,914
40	3.097	2.513	0.584	22.9%	0.058	2.3%	7%	False	True	11,305
60	3.282	2.513	0.769	30.1%	0.056	2.2%	5%	False	True	9,155
80	3.333	2.513	0.820	32.1%	0.057	2.2%	5%	False	True	7,701

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	0.011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.959
2.618	2.821
1.618	2.736
1.000	2.683
0.618	2.651
HIGH	2.598
0.618	2.566
0.500	2.556
0.382	2.545
LOW	2.513
0.618	2.460
1.000	2.428
1.618	2.375
2.618	2.290
4.250	2.152

Fisher Pivots for day following 27-Oct-2015
Pivot	1 day	3 day
R1	2.556	2.616
PP	2.554	2.594
S1	2.553	2.573

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

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