NYMEX Natural Gas Future February 2016

Trading Metrics calculated at close of trading on 28-Oct-2015

Day Change Summary
	Previous	Current
	27-Oct-2015	28-Oct-2015	Change	Change %	Previous Week
Open	2.536	2.566	0.030	1.2%	2.849
High	2.598	2.573	-0.025	-1.0%	2.851
Low	2.513	2.457	-0.056	-2.2%	2.638
Close	2.551	2.485	-0.066	-2.6%	2.646
Range	0.085	0.116	0.031	36.5%	0.213
ATR	0.066	0.070	0.004	5.4%	0.000
Volume	16,685	22,608	5,923	35.5%	72,448

Daily Pivots for day following 28-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.853	2.785	2.549
R3	2.737	2.669	2.517
R2	2.621	2.621	2.506
R1	2.553	2.553	2.496	2.529
PP	2.505	2.505	2.505	2.493
S1	2.437	2.437	2.474	2.413
S2	2.389	2.389	2.464
S3	2.273	2.321	2.453
S4	2.157	2.205	2.421

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	2.776	2.457	0.319	12.8%	0.086	3.4%	9%	False	True	19,167
10	2.920	2.457	0.463	18.6%	0.072	2.9%	6%	False	True	15,979
20	2.920	2.457	0.463	18.6%	0.063	2.6%	6%	False	True	14,430
40	3.097	2.457	0.640	25.8%	0.059	2.4%	4%	False	True	11,762
60	3.282	2.457	0.825	33.2%	0.057	2.3%	3%	False	True	9,461
80	3.333	2.457	0.876	35.3%	0.057	2.3%	3%	False	True	7,951

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 100 trading days

Fibonacci Retracements and Extensions
4.250	3.066
2.618	2.877
1.618	2.761
1.000	2.689
0.618	2.645
HIGH	2.573
0.618	2.529
0.500	2.515
0.382	2.501
LOW	2.457
0.618	2.385
1.000	2.341
1.618	2.269
2.618	2.153
4.250	1.964

Fisher Pivots for day following 28-Oct-2015
Pivot	1 day	3 day
R1	2.515	2.532
PP	2.505	2.516
S1	2.495	2.501

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

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