NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 27-Oct-2015

Day Change Summary
	Previous	Current
	26-Oct-2015	27-Oct-2015	Change	Change %	Previous Week
Open	2.606	2.520	-0.086	-3.3%	2.800
High	2.606	2.577	-0.029	-1.1%	2.820
Low	2.503	2.491	-0.012	-0.5%	2.617
Close	2.517	2.534	0.017	0.7%	2.626
Range	0.103	0.086	-0.017	-16.5%	0.203
ATR	0.062	0.063	0.002	2.8%	0.000
Volume	33,990	23,175	-10,815	-31.8%	114,636

Daily Pivots for day following 27-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.792	2.749	2.581
R3	2.706	2.663	2.558
R2	2.620	2.620	2.550
R1	2.577	2.577	2.542	2.599
PP	2.534	2.534	2.534	2.545
S1	2.491	2.491	2.526	2.513
S2	2.448	2.448	2.518
S3	2.362	2.405	2.510
S4	2.276	2.319	2.487

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	2.806	2.491	0.315	12.4%	0.082	3.2%	14%	False	True	27,038
10	2.887	2.491	0.396	15.6%	0.064	2.5%	11%	False	True	24,105
20	2.887	2.491	0.396	15.6%	0.059	2.3%	11%	False	True	22,481
40	3.062	2.491	0.571	22.5%	0.055	2.2%	8%	False	True	17,232
60	3.238	2.491	0.747	29.5%	0.054	2.1%	6%	False	True	14,078

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	2.943
2.618	2.802
1.618	2.716
1.000	2.663
0.618	2.630
HIGH	2.577
0.618	2.544
0.500	2.534
0.382	2.524
LOW	2.491
0.618	2.438
1.000	2.405
1.618	2.352
2.618	2.266
4.250	2.126

Fisher Pivots for day following 27-Oct-2015
Pivot	1 day	3 day
R1	2.534	2.593
PP	2.534	2.573
S1	2.534	2.554

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

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