NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 08-Oct-2015

Day Change Summary
	Previous	Current
	07-Oct-2015	08-Oct-2015	Change	Change %	Previous Week
Open	2.780	2.792	0.012	0.4%	2.937
High	2.823	2.838	0.015	0.5%	2.956
Low	2.775	2.785	0.010	0.4%	2.733
Close	2.792	2.827	0.035	1.3%	2.778
Range	0.048	0.053	0.005	10.4%	0.223
ATR	0.055	0.055	0.000	-0.3%	0.000
Volume	26,849	19,498	-7,351	-27.4%	110,338

Daily Pivots for day following 08-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.976	2.954	2.856
R3	2.923	2.901	2.842
R2	2.870	2.870	2.837
R1	2.848	2.848	2.832	2.859
PP	2.817	2.817	2.817	2.822
S1	2.795	2.795	2.822	2.806
S2	2.764	2.764	2.817
S3	2.711	2.742	2.812
S4	2.658	2.689	2.798

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	2.838	2.733	0.105	3.7%	0.048	1.7%	90%	True	False	20,684
10	2.956	2.733	0.223	7.9%	0.059	2.1%	42%	False	False	20,455
20	3.062	2.733	0.329	11.6%	0.054	1.9%	29%	False	False	15,490
40	3.238	2.733	0.505	17.9%	0.052	1.8%	19%	False	False	12,021
60	3.290	2.733	0.557	19.7%	0.054	1.9%	17%	False	False	10,445

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	3.063
2.618	2.977
1.618	2.924
1.000	2.891
0.618	2.871
HIGH	2.838
0.618	2.818
0.500	2.812
0.382	2.805
LOW	2.785
0.618	2.752
1.000	2.732
1.618	2.699
2.618	2.646
4.250	2.560

Fisher Pivots for day following 08-Oct-2015
Pivot	1 day	3 day
R1	2.822	2.820
PP	2.817	2.813
S1	2.812	2.807

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

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