NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 11-Sep-2015

Day Change Summary
	Previous	Current
	10-Sep-2015	11-Sep-2015	Change	Change %	Previous Week
Open	2.661	2.677	0.016	0.6%	2.651
High	2.733	2.717	-0.016	-0.6%	2.733
Low	2.656	2.660	0.004	0.2%	2.641
Close	2.683	2.693	0.010	0.4%	2.693
Range	0.077	0.057	-0.020	-26.0%	0.092
ATR	0.075	0.073	-0.001	-1.7%	0.000
Volume	184,221	104,410	-79,811	-43.3%	560,755

Daily Pivots for day following 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.861	2.834	2.724
R3	2.804	2.777	2.709
R2	2.747	2.747	2.703
R1	2.720	2.720	2.698	2.734
PP	2.690	2.690	2.690	2.697
S1	2.663	2.663	2.688	2.677
S2	2.633	2.633	2.683
S3	2.576	2.606	2.677
S4	2.519	2.549	2.662

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.965	2.921	2.744
R3	2.873	2.829	2.718
R2	2.781	2.781	2.710
R1	2.737	2.737	2.701	2.759
PP	2.689	2.689	2.689	2.700
S1	2.645	2.645	2.685	2.667
S2	2.597	2.597	2.676
S3	2.505	2.553	2.668
S4	2.413	2.461	2.642

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.733	2.641	0.092	3.4%	0.070	2.6%	57%	False	False	133,166
10	2.735	2.632	0.103	3.8%	0.068	2.5%	59%	False	False	116,662
20	2.870	2.632	0.238	8.8%	0.066	2.5%	26%	False	False	101,284
40	2.983	2.632	0.351	13.0%	0.072	2.7%	17%	False	False	76,412
60	2.983	2.632	0.351	13.0%	0.076	2.8%	17%	False	False	61,074
80	3.121	2.632	0.489	18.2%	0.081	3.0%	12%	False	False	54,296
100	3.180	2.632	0.548	20.3%	0.083	3.1%	11%	False	False	48,688
120	3.180	2.632	0.548	20.3%	0.081	3.0%	11%	False	False	43,547

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.011
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	2.959
2.618	2.866
1.618	2.809
1.000	2.774
0.618	2.752
HIGH	2.717
0.618	2.695
0.500	2.689
0.382	2.682
LOW	2.660
0.618	2.625
1.000	2.603
1.618	2.568
2.618	2.511
4.250	2.418

Fisher Pivots for day following 11-Sep-2015
Pivot	1 day	3 day
R1	2.692	2.691
PP	2.690	2.689
S1	2.689	2.687

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

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