NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 22-Sep-2015

Day Change Summary
	Previous	Current
	21-Sep-2015	22-Sep-2015	Change	Change %	Previous Week
Open	2.922	2.905	-0.017	-0.6%	3.022
High	2.929	2.931	0.002	0.1%	3.103
Low	2.897	2.900	0.003	0.1%	2.940
Close	2.907	2.905	-0.002	-0.1%	2.941
Range	0.032	0.031	-0.001	-3.1%	0.163
ATR	0.060	0.058	-0.002	-3.5%	0.000
Volume	22,010	16,786	-5,224	-23.7%	102,206

Daily Pivots for day following 22-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.005	2.986	2.922
R3	2.974	2.955	2.914
R2	2.943	2.943	2.911
R1	2.924	2.924	2.908	2.921
PP	2.912	2.912	2.912	2.910
S1	2.893	2.893	2.902	2.890
S2	2.881	2.881	2.899
S3	2.850	2.862	2.896
S4	2.819	2.831	2.888

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.484	3.375	3.031
R3	3.321	3.212	2.986
R2	3.158	3.158	2.971
R1	3.049	3.049	2.956	3.022
PP	2.995	2.995	2.995	2.981
S1	2.886	2.886	2.926	2.859
S2	2.832	2.832	2.911
S3	2.669	2.723	2.896
S4	2.506	2.560	2.851

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.068	2.897	0.171	5.9%	0.053	1.8%	5%	False	False	18,022
10	3.103	2.897	0.206	7.1%	0.054	1.8%	4%	False	False	21,239
20	3.103	2.897	0.206	7.1%	0.053	1.8%	4%	False	False	21,284
40	3.293	2.897	0.396	13.6%	0.058	2.0%	2%	False	False	21,820
60	3.343	2.897	0.446	15.4%	0.061	2.1%	2%	False	False	19,828
80	3.383	2.897	0.486	16.7%	0.064	2.2%	2%	False	False	18,635

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.009
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	3.063
2.618	3.012
1.618	2.981
1.000	2.962
0.618	2.950
HIGH	2.931
0.618	2.919
0.500	2.916
0.382	2.912
LOW	2.900
0.618	2.881
1.000	2.869
1.618	2.850
2.618	2.819
4.250	2.768

Fisher Pivots for day following 22-Sep-2015
Pivot	1 day	3 day
R1	2.916	2.951
PP	2.912	2.936
S1	2.909	2.920

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

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