NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 29-Oct-2015

Day Change Summary
	Previous	Current
	28-Oct-2015	29-Oct-2015	Change	Change %	Previous Week
Open	2.549	2.475	-0.074	-2.9%	2.800
High	2.556	2.532	-0.024	-0.9%	2.820
Low	2.443	2.410	-0.033	-1.4%	2.617
Close	2.470	2.430	-0.040	-1.6%	2.626
Range	0.113	0.122	0.009	8.0%	0.203
ATR	0.067	0.071	0.004	5.9%	0.000
Volume	38,281	25,836	-12,445	-32.5%	114,636

Daily Pivots for day following 29-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.823	2.749	2.497
R3	2.701	2.627	2.464
R2	2.579	2.579	2.452
R1	2.505	2.505	2.441	2.481
PP	2.457	2.457	2.457	2.446
S1	2.383	2.383	2.419	2.359
S2	2.335	2.335	2.408
S3	2.213	2.261	2.396
S4	2.091	2.139	2.363

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	2.695	2.410	0.285	11.7%	0.100	4.1%	7%	False	True	28,894
10	2.820	2.410	0.410	16.9%	0.075	3.1%	5%	False	True	25,204
20	2.887	2.410	0.477	19.6%	0.063	2.6%	4%	False	True	23,365
40	3.062	2.410	0.652	26.8%	0.059	2.4%	3%	False	True	18,416
60	3.238	2.410	0.828	34.1%	0.056	2.3%	2%	False	True	14,788
80	3.290	2.410	0.880	36.2%	0.057	2.3%	2%	False	True	12,958

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	0.014
Widest range in 82 trading days

Fibonacci Retracements and Extensions
4.250	3.051
2.618	2.851
1.618	2.729
1.000	2.654
0.618	2.607
HIGH	2.532
0.618	2.485
0.500	2.471
0.382	2.457
LOW	2.410
0.618	2.335
1.000	2.288
1.618	2.213
2.618	2.091
4.250	1.892

Fisher Pivots for day following 29-Oct-2015
Pivot	1 day	3 day
R1	2.471	2.494
PP	2.457	2.472
S1	2.444	2.451

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

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