NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 15-Oct-2015

Day Change Summary
	Previous	Current
	14-Oct-2015	15-Oct-2015	Change	Change %	Previous Week
Open	2.839	2.860	0.021	0.7%	2.787
High	2.868	2.887	0.019	0.7%	2.852
Low	2.825	2.803	-0.022	-0.8%	2.759
Close	2.852	2.808	-0.044	-1.5%	2.835
Range	0.043	0.084	0.041	95.3%	0.093
ATR	0.053	0.055	0.002	4.1%	0.000
Volume	17,746	35,379	17,633	99.4%	99,101

Daily Pivots for day following 15-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.085	3.030	2.854
R3	3.001	2.946	2.831
R2	2.917	2.917	2.823
R1	2.862	2.862	2.816	2.848
PP	2.833	2.833	2.833	2.825
S1	2.778	2.778	2.800	2.764
S2	2.749	2.749	2.793
S3	2.665	2.694	2.785
S4	2.581	2.610	2.762

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.094	3.058	2.886
R3	3.001	2.965	2.861
R2	2.908	2.908	2.852
R1	2.872	2.872	2.844	2.890
PP	2.815	2.815	2.815	2.825
S1	2.779	2.779	2.826	2.797
S2	2.722	2.722	2.818
S3	2.629	2.686	2.809
S4	2.536	2.593	2.784

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.887	2.793	0.094	3.3%	0.056	2.0%	16%	True	False	22,365
10	2.887	2.733	0.154	5.5%	0.052	1.8%	49%	True	False	21,525
20	2.967	2.733	0.234	8.3%	0.055	1.9%	32%	False	False	18,450
40	3.099	2.733	0.366	13.0%	0.052	1.9%	20%	False	False	13,864
60	3.290	2.733	0.557	19.8%	0.054	1.9%	13%	False	False	11,745

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	3.244
2.618	3.107
1.618	3.023
1.000	2.971
0.618	2.939
HIGH	2.887
0.618	2.855
0.500	2.845
0.382	2.835
LOW	2.803
0.618	2.751
1.000	2.719
1.618	2.667
2.618	2.583
4.250	2.446

Fisher Pivots for day following 15-Oct-2015
Pivot	1 day	3 day
R1	2.845	2.845
PP	2.833	2.833
S1	2.820	2.820

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

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