NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 26-Oct-2015

Day Change Summary
	Previous	Current
	23-Oct-2015	26-Oct-2015	Change	Change %	Previous Week
Open	2.690	2.606	-0.084	-3.1%	2.800
High	2.695	2.606	-0.089	-3.3%	2.820
Low	2.617	2.503	-0.114	-4.4%	2.617
Close	2.626	2.517	-0.109	-4.2%	2.626
Range	0.078	0.103	0.025	32.1%	0.203
ATR	0.057	0.062	0.005	8.3%	0.000
Volume	23,189	33,990	10,801	46.6%	114,636

Daily Pivots for day following 26-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.851	2.787	2.574
R3	2.748	2.684	2.545
R2	2.645	2.645	2.536
R1	2.581	2.581	2.526	2.562
PP	2.542	2.542	2.542	2.532
S1	2.478	2.478	2.508	2.459
S2	2.439	2.439	2.498
S3	2.336	2.375	2.489
S4	2.233	2.272	2.460

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.297	3.164	2.738
R3	3.094	2.961	2.682
R2	2.891	2.891	2.663
R1	2.758	2.758	2.645	2.723
PP	2.688	2.688	2.688	2.670
S1	2.555	2.555	2.607	2.520
S2	2.485	2.485	2.589
S3	2.282	2.352	2.570
S4	2.079	2.149	2.514

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.820	2.503	0.317	12.6%	0.072	2.9%	4%	False	True	27,153
10	2.887	2.503	0.384	15.3%	0.060	2.4%	4%	False	True	23,956
20	2.927	2.503	0.424	16.8%	0.059	2.3%	3%	False	True	22,230
40	3.062	2.503	0.559	22.2%	0.053	2.1%	3%	False	True	16,853
60	3.238	2.503	0.735	29.2%	0.053	2.1%	2%	False	True	13,831

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	0.009
Widest range in 51 trading days

Fibonacci Retracements and Extensions
4.250	3.044
2.618	2.876
1.618	2.773
1.000	2.709
0.618	2.670
HIGH	2.606
0.618	2.567
0.500	2.555
0.382	2.542
LOW	2.503
0.618	2.439
1.000	2.400
1.618	2.336
2.618	2.233
4.250	2.065

Fisher Pivots for day following 26-Oct-2015
Pivot	1 day	3 day
R1	2.555	2.626
PP	2.542	2.590
S1	2.530	2.553

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

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