NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 30-Oct-2015

Day Change Summary
	Previous	Current
	29-Oct-2015	30-Oct-2015	Change	Change %	Previous Week
Open	2.475	2.420	-0.055	-2.2%	2.606
High	2.532	2.512	-0.020	-0.8%	2.606
Low	2.410	2.368	-0.042	-1.7%	2.368
Close	2.430	2.502	0.072	3.0%	2.502
Range	0.122	0.144	0.022	18.0%	0.238
ATR	0.071	0.076	0.005	7.4%	0.000
Volume	25,836	41,094	15,258	59.1%	162,376

Daily Pivots for day following 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.893	2.841	2.581
R3	2.749	2.697	2.542
R2	2.605	2.605	2.528
R1	2.553	2.553	2.515	2.579
PP	2.461	2.461	2.461	2.474
S1	2.409	2.409	2.489	2.435
S2	2.317	2.317	2.476
S3	2.173	2.265	2.462
S4	2.029	2.121	2.423

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.206	3.092	2.633
R3	2.968	2.854	2.567
R2	2.730	2.730	2.546
R1	2.616	2.616	2.524	2.554
PP	2.492	2.492	2.492	2.461
S1	2.378	2.378	2.480	2.316
S2	2.254	2.254	2.458
S3	2.016	2.140	2.437
S4	1.778	1.902	2.371

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.606	2.368	0.238	9.5%	0.114	4.5%	56%	False	True	32,475
10	2.820	2.368	0.452	18.1%	0.086	3.4%	30%	False	True	27,701
20	2.887	2.368	0.519	20.7%	0.068	2.7%	26%	False	True	24,276
40	3.062	2.368	0.694	27.7%	0.060	2.4%	19%	False	True	18,934
60	3.238	2.368	0.870	34.8%	0.057	2.3%	15%	False	True	15,306
80	3.290	2.368	0.922	36.9%	0.058	2.3%	15%	False	True	13,371

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	0.019
Widest range in 83 trading days

Fibonacci Retracements and Extensions
4.250	3.124
2.618	2.889
1.618	2.745
1.000	2.656
0.618	2.601
HIGH	2.512
0.618	2.457
0.500	2.440
0.382	2.423
LOW	2.368
0.618	2.279
1.000	2.224
1.618	2.135
2.618	1.991
4.250	1.756

Fisher Pivots for day following 30-Oct-2015
Pivot	1 day	3 day
R1	2.481	2.489
PP	2.461	2.475
S1	2.440	2.462

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

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