NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 09-Sep-2015

Day Change Summary
	Previous	Current
	08-Sep-2015	09-Sep-2015	Change	Change %	Previous Week
Open	2.651	2.693	0.042	1.6%	2.681
High	2.722	2.707	-0.015	-0.6%	2.735
Low	2.641	2.641	0.000	0.0%	2.632
Close	2.710	2.651	-0.059	-2.2%	2.655
Range	0.081	0.066	-0.015	-18.5%	0.103
ATR	0.075	0.074	0.000	-0.5%	0.000
Volume	142,154	129,970	-12,184	-8.6%	525,035

Daily Pivots for day following 09-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.864	2.824	2.687
R3	2.798	2.758	2.669
R2	2.732	2.732	2.663
R1	2.692	2.692	2.657	2.679
PP	2.666	2.666	2.666	2.660
S1	2.626	2.626	2.645	2.613
S2	2.600	2.600	2.639
S3	2.534	2.560	2.633
S4	2.468	2.494	2.615

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.983	2.922	2.712
R3	2.880	2.819	2.683
R2	2.777	2.777	2.674
R1	2.716	2.716	2.664	2.695
PP	2.674	2.674	2.674	2.664
S1	2.613	2.613	2.646	2.592
S2	2.571	2.571	2.636
S3	2.468	2.510	2.627
S4	2.365	2.407	2.598

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.735	2.632	0.103	3.9%	0.077	2.9%	18%	False	False	123,057
10	2.735	2.632	0.103	3.9%	0.066	2.5%	18%	False	False	109,158
20	2.959	2.632	0.327	12.3%	0.070	2.7%	6%	False	False	99,134
40	2.983	2.632	0.351	13.2%	0.073	2.7%	5%	False	False	70,946
60	3.013	2.632	0.381	14.4%	0.077	2.9%	5%	False	False	57,351
80	3.180	2.632	0.548	20.7%	0.082	3.1%	3%	False	False	51,377
100	3.180	2.632	0.548	20.7%	0.083	3.1%	3%	False	False	46,158
120	3.180	2.632	0.548	20.7%	0.081	3.1%	3%	False	False	41,602

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2.988
2.618	2.880
1.618	2.814
1.000	2.773
0.618	2.748
HIGH	2.707
0.618	2.682
0.500	2.674
0.382	2.666
LOW	2.641
0.618	2.600
1.000	2.575
1.618	2.534
2.618	2.468
4.250	2.361

Fisher Pivots for day following 09-Sep-2015
Pivot	1 day	3 day
R1	2.674	2.682
PP	2.666	2.671
S1	2.659	2.661

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

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