NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 20-Oct-2015

Day Change Summary
	Previous	Current
	19-Oct-2015	20-Oct-2015	Change	Change %	Previous Week
Open	2.800	2.790	-0.010	-0.4%	2.858
High	2.812	2.820	0.008	0.3%	2.887
Low	2.781	2.783	0.002	0.1%	2.776
Close	2.790	2.795	0.005	0.2%	2.782
Range	0.031	0.037	0.006	19.4%	0.111
ATR	0.052	0.051	-0.001	-2.1%	0.000
Volume	12,860	23,750	10,890	84.7%	109,423

Daily Pivots for day following 20-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.910	2.890	2.815
R3	2.873	2.853	2.805
R2	2.836	2.836	2.802
R1	2.816	2.816	2.798	2.826
PP	2.799	2.799	2.799	2.805
S1	2.779	2.779	2.792	2.789
S2	2.762	2.762	2.788
S3	2.725	2.742	2.785
S4	2.688	2.705	2.775

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.148	3.076	2.843
R3	3.037	2.965	2.813
R2	2.926	2.926	2.802
R1	2.854	2.854	2.792	2.835
PP	2.815	2.815	2.815	2.805
S1	2.743	2.743	2.772	2.724
S2	2.704	2.704	2.762
S3	2.593	2.632	2.751
S4	2.482	2.521	2.721

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.887	2.776	0.111	4.0%	0.046	1.7%	17%	False	False	21,173
10	2.887	2.775	0.112	4.0%	0.048	1.7%	18%	False	False	21,091
20	2.956	2.733	0.223	8.0%	0.054	1.9%	28%	False	False	19,598
40	3.062	2.733	0.329	11.8%	0.050	1.8%	19%	False	False	14,679
60	3.238	2.733	0.505	18.1%	0.052	1.9%	12%	False	False	12,360

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.977
2.618	2.917
1.618	2.880
1.000	2.857
0.618	2.843
HIGH	2.820
0.618	2.806
0.500	2.802
0.382	2.797
LOW	2.783
0.618	2.760
1.000	2.746
1.618	2.723
2.618	2.686
4.250	2.626

Fisher Pivots for day following 20-Oct-2015
Pivot	1 day	3 day
R1	2.802	2.798
PP	2.799	2.797
S1	2.797	2.796

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

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