NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 05-Oct-2015

Day Change Summary
	Previous	Current
	02-Oct-2015	05-Oct-2015	Change	Change %	Previous Week
Open	2.749	2.787	0.038	1.4%	2.937
High	2.791	2.802	0.011	0.4%	2.956
Low	2.733	2.759	0.026	1.0%	2.733
Close	2.778	2.787	0.009	0.3%	2.778
Range	0.058	0.043	-0.015	-25.9%	0.223
ATR	0.058	0.057	-0.001	-1.9%	0.000
Volume	22,859	16,154	-6,705	-29.3%	110,338

Daily Pivots for day following 05-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.912	2.892	2.811
R3	2.869	2.849	2.799
R2	2.826	2.826	2.795
R1	2.806	2.806	2.791	2.809
PP	2.783	2.783	2.783	2.784
S1	2.763	2.763	2.783	2.766
S2	2.740	2.740	2.779
S3	2.697	2.720	2.775
S4	2.654	2.677	2.763

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.491	3.358	2.901
R3	3.268	3.135	2.839
R2	3.045	3.045	2.819
R1	2.912	2.912	2.798	2.867
PP	2.822	2.822	2.822	2.800
S1	2.689	2.689	2.758	2.644
S2	2.599	2.599	2.737
S3	2.376	2.466	2.717
S4	2.153	2.243	2.655

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.927	2.733	0.194	7.0%	0.066	2.4%	28%	False	False	20,720
10	2.956	2.733	0.223	8.0%	0.059	2.1%	24%	False	False	16,991
20	3.062	2.733	0.329	11.8%	0.054	1.9%	16%	False	False	14,020
40	3.238	2.733	0.505	18.1%	0.051	1.8%	11%	False	False	11,083
60	3.290	2.733	0.557	20.0%	0.055	2.0%	10%	False	False	9,877

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	2.985
2.618	2.915
1.618	2.872
1.000	2.845
0.618	2.829
HIGH	2.802
0.618	2.786
0.500	2.781
0.382	2.775
LOW	2.759
0.618	2.732
1.000	2.716
1.618	2.689
2.618	2.646
4.250	2.576

Fisher Pivots for day following 05-Oct-2015
Pivot	1 day	3 day
R1	2.785	2.783
PP	2.783	2.780
S1	2.781	2.776

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

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