NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 22-Oct-2015

Day Change Summary
	Previous	Current
	21-Oct-2015	22-Oct-2015	Change	Change %	Previous Week
Open	2.806	2.729	-0.077	-2.7%	2.858
High	2.806	2.749	-0.057	-2.0%	2.887
Low	2.721	2.690	-0.031	-1.1%	2.776
Close	2.736	2.709	-0.027	-1.0%	2.782
Range	0.085	0.059	-0.026	-30.6%	0.111
ATR	0.054	0.054	0.000	0.7%	0.000
Volume	26,901	27,936	1,035	3.8%	109,423

Daily Pivots for day following 22-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.893	2.860	2.741
R3	2.834	2.801	2.725
R2	2.775	2.775	2.720
R1	2.742	2.742	2.714	2.729
PP	2.716	2.716	2.716	2.710
S1	2.683	2.683	2.704	2.670
S2	2.657	2.657	2.698
S3	2.598	2.624	2.693
S4	2.539	2.565	2.677

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	2.820	2.690	0.130	4.8%	0.050	1.8%	15%	False	True	21,515
10	2.887	2.690	0.197	7.3%	0.053	1.9%	10%	False	True	21,940
20	2.956	2.690	0.266	9.8%	0.056	2.1%	7%	False	True	21,198
40	3.062	2.690	0.372	13.7%	0.052	1.9%	5%	False	True	15,742
60	3.238	2.690	0.548	20.2%	0.053	2.0%	3%	False	True	13,071

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	3.000
2.618	2.903
1.618	2.844
1.000	2.808
0.618	2.785
HIGH	2.749
0.618	2.726
0.500	2.720
0.382	2.713
LOW	2.690
0.618	2.654
1.000	2.631
1.618	2.595
2.618	2.536
4.250	2.439

Fisher Pivots for day following 22-Oct-2015
Pivot	1 day	3 day
R1	2.720	2.755
PP	2.716	2.740
S1	2.713	2.724

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

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