NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 21-Oct-2015

Day Change Summary
	Previous	Current
	20-Oct-2015	21-Oct-2015	Change	Change %	Previous Week
Open	2.790	2.806	0.016	0.6%	2.858
High	2.820	2.806	-0.014	-0.5%	2.887
Low	2.783	2.721	-0.062	-2.2%	2.776
Close	2.795	2.736	-0.059	-2.1%	2.782
Range	0.037	0.085	0.048	129.7%	0.111
ATR	0.051	0.054	0.002	4.7%	0.000
Volume	23,750	26,901	3,151	13.3%	109,423

Daily Pivots for day following 21-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.009	2.958	2.783
R3	2.924	2.873	2.759
R2	2.839	2.839	2.752
R1	2.788	2.788	2.744	2.771
PP	2.754	2.754	2.754	2.746
S1	2.703	2.703	2.728	2.686
S2	2.669	2.669	2.720
S3	2.584	2.618	2.713
S4	2.499	2.533	2.689

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	2.721	0.166	6.1%	0.055	2.0%	9%	False	True	23,004
10	2.887	2.721	0.166	6.1%	0.052	1.9%	9%	False	True	21,096
20	2.956	2.721	0.235	8.6%	0.057	2.1%	6%	False	True	20,550
40	3.062	2.721	0.341	12.5%	0.051	1.9%	4%	False	True	15,168
60	3.238	2.721	0.517	18.9%	0.053	1.9%	3%	False	True	12,693

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 33 trading days

Fibonacci Retracements and Extensions
4.250	3.167
2.618	3.029
1.618	2.944
1.000	2.891
0.618	2.859
HIGH	2.806
0.618	2.774
0.500	2.764
0.382	2.753
LOW	2.721
0.618	2.668
1.000	2.636
1.618	2.583
2.618	2.498
4.250	2.360

Fisher Pivots for day following 21-Oct-2015
Pivot	1 day	3 day
R1	2.764	2.771
PP	2.754	2.759
S1	2.745	2.748

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

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