NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 04-Nov-2015

Day Change Summary
	Previous	Current
	03-Nov-2015	04-Nov-2015	Change	Change %	Previous Week
Open	2.474	2.493	0.019	0.8%	2.606
High	2.509	2.519	0.010	0.4%	2.606
Low	2.459	2.455	-0.004	-0.2%	2.368
Close	2.477	2.460	-0.017	-0.7%	2.502
Range	0.050	0.064	0.014	28.0%	0.238
ATR	0.074	0.073	-0.001	-0.9%	0.000
Volume	22,264	25,895	3,631	16.3%	162,376

Daily Pivots for day following 04-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.670	2.629	2.495
R3	2.606	2.565	2.478
R2	2.542	2.542	2.472
R1	2.501	2.501	2.466	2.490
PP	2.478	2.478	2.478	2.472
S1	2.437	2.437	2.454	2.426
S2	2.414	2.414	2.448
S3	2.350	2.373	2.442
S4	2.286	2.309	2.425

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	2.532	2.368	0.164	6.7%	0.084	3.4%	56%	False	False	28,544
10	2.749	2.368	0.381	15.5%	0.086	3.5%	24%	False	False	28,929
20	2.887	2.368	0.519	21.1%	0.069	2.8%	18%	False	False	25,013
40	3.062	2.368	0.694	28.2%	0.061	2.5%	13%	False	False	20,082
60	3.238	2.368	0.870	35.4%	0.057	2.3%	11%	False	False	16,228
80	3.290	2.368	0.922	37.5%	0.057	2.3%	10%	False	False	13,917

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.791
2.618	2.687
1.618	2.623
1.000	2.583
0.618	2.559
HIGH	2.519
0.618	2.495
0.500	2.487
0.382	2.479
LOW	2.455
0.618	2.415
1.000	2.391
1.618	2.351
2.618	2.287
4.250	2.183

Fisher Pivots for day following 04-Nov-2015
Pivot	1 day	3 day
R1	2.487	2.477
PP	2.478	2.471
S1	2.469	2.466

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

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