NYMEX Natural Gas Future December 2015

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

Day Change Summary
	Previous	Current
	29-Sep-2015	30-Sep-2015	Change	Change %	Previous Week
Open	2.835	2.761	-0.074	-2.6%	2.813
High	2.842	2.786	-0.056	-2.0%	2.852
Low	2.757	2.694	-0.063	-2.3%	2.751
Close	2.763	2.701	-0.062	-2.2%	2.802
Range	0.085	0.092	0.007	8.2%	0.101
ATR	0.065	0.067	0.002	3.0%	0.000
Volume	36,456	44,872	8,416	23.1%	129,996

Daily Pivots for day following 30-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.003	2.944	2.752
R3	2.911	2.852	2.726
R2	2.819	2.819	2.718
R1	2.760	2.760	2.709	2.744
PP	2.727	2.727	2.727	2.719
S1	2.668	2.668	2.693	2.652
S2	2.635	2.635	2.684
S3	2.543	2.576	2.676
S4	2.451	2.484	2.650

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.105	3.054	2.858
R3	3.004	2.953	2.830
R2	2.903	2.903	2.821
R1	2.852	2.852	2.811	2.827
PP	2.802	2.802	2.802	2.789
S1	2.751	2.751	2.793	2.726
S2	2.701	2.701	2.783
S3	2.600	2.650	2.774
S4	2.499	2.549	2.746

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.875	2.694	0.181	6.7%	0.082	3.0%	4%	False	True	35,923
10	2.908	2.694	0.214	7.9%	0.065	2.4%	3%	False	True	29,564
20	2.998	2.694	0.304	11.3%	0.063	2.3%	2%	False	True	26,305
40	3.197	2.694	0.503	18.6%	0.061	2.3%	1%	False	True	23,091
60	3.237	2.694	0.543	20.1%	0.063	2.3%	1%	False	True	19,952
80	3.283	2.694	0.589	21.8%	0.065	2.4%	1%	False	True	18,056
100	3.391	2.694	0.697	25.8%	0.068	2.5%	1%	False	True	16,192
120	3.391	2.694	0.697	25.8%	0.067	2.5%	1%	False	True	14,375

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.177
2.618	3.027
1.618	2.935
1.000	2.878
0.618	2.843
HIGH	2.786
0.618	2.751
0.500	2.740
0.382	2.729
LOW	2.694
0.618	2.637
1.000	2.602
1.618	2.545
2.618	2.453
4.250	2.303

Fisher Pivots for day following 30-Sep-2015
Pivot	1 day	3 day
R1	2.740	2.785
PP	2.727	2.757
S1	2.714	2.729

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

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