NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 17-Sep-2015

Day Change Summary
	Previous	Current
	16-Sep-2015	17-Sep-2015	Change	Change %	Previous Week
Open	3.023	2.968	-0.055	-1.8%	2.972
High	3.026	2.976	-0.050	-1.7%	3.034
Low	2.961	2.925	-0.036	-1.2%	2.963
Close	2.966	2.957	-0.009	-0.3%	2.990
Range	0.065	0.051	-0.014	-21.5%	0.071
ATR	0.054	0.054	0.000	-0.5%	0.000
Volume	9,740	7,055	-2,685	-27.6%	44,331

Daily Pivots for day following 17-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.106	3.082	2.985
R3	3.055	3.031	2.971
R2	3.004	3.004	2.966
R1	2.980	2.980	2.962	2.967
PP	2.953	2.953	2.953	2.946
S1	2.929	2.929	2.952	2.916
S2	2.902	2.902	2.948
S3	2.851	2.878	2.943
S4	2.800	2.827	2.929

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.209	3.170	3.029
R3	3.138	3.099	3.010
R2	3.067	3.067	3.003
R1	3.028	3.028	2.997	3.048
PP	2.996	2.996	2.996	3.005
S1	2.957	2.957	2.983	2.977
S2	2.925	2.925	2.977
S3	2.854	2.886	2.970
S4	2.783	2.815	2.951

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.062	2.925	0.137	4.6%	0.053	1.8%	23%	False	True	10,527
10	3.062	2.923	0.139	4.7%	0.051	1.7%	24%	False	False	11,560
20	3.099	2.923	0.176	6.0%	0.050	1.7%	19%	False	False	9,278
40	3.290	2.923	0.367	12.4%	0.054	1.8%	9%	False	False	8,392

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.193
2.618	3.110
1.618	3.059
1.000	3.027
0.618	3.008
HIGH	2.976
0.618	2.957
0.500	2.951
0.382	2.944
LOW	2.925
0.618	2.893
1.000	2.874
1.618	2.842
2.618	2.791
4.250	2.708

Fisher Pivots for day following 17-Sep-2015
Pivot	1 day	3 day
R1	2.955	2.994
PP	2.953	2.981
S1	2.951	2.969

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

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