NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 18-Sep-2015

Day Change Summary
	Previous	Current
	17-Sep-2015	18-Sep-2015	Change	Change %	Previous Week
Open	2.668	2.644	-0.024	-0.9%	2.702
High	2.679	2.665	-0.014	-0.5%	2.794
Low	2.603	2.602	-0.001	0.0%	2.602
Close	2.652	2.605	-0.047	-1.8%	2.605
Range	0.076	0.063	-0.013	-17.1%	0.192
ATR	0.075	0.074	-0.001	-1.1%	0.000
Volume	103,117	84,023	-19,094	-18.5%	568,742

Daily Pivots for day following 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.813	2.772	2.640
R3	2.750	2.709	2.622
R2	2.687	2.687	2.617
R1	2.646	2.646	2.611	2.635
PP	2.624	2.624	2.624	2.619
S1	2.583	2.583	2.599	2.572
S2	2.561	2.561	2.593
S3	2.498	2.520	2.588
S4	2.435	2.457	2.570

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.243	3.116	2.711
R3	3.051	2.924	2.658
R2	2.859	2.859	2.640
R1	2.732	2.732	2.623	2.700
PP	2.667	2.667	2.667	2.651
S1	2.540	2.540	2.587	2.508
S2	2.475	2.475	2.570
S3	2.283	2.348	2.552
S4	2.091	2.156	2.499

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.794	2.602	0.192	7.4%	0.075	2.9%	2%	False	True	113,748
10	2.794	2.602	0.192	7.4%	0.072	2.8%	2%	False	True	123,457
20	2.794	2.602	0.192	7.4%	0.069	2.7%	2%	False	True	111,386
40	2.959	2.602	0.357	13.7%	0.071	2.7%	1%	False	True	86,962
60	2.983	2.602	0.381	14.6%	0.075	2.9%	1%	False	True	67,877
80	3.013	2.602	0.411	15.8%	0.080	3.1%	1%	False	True	59,327
100	3.180	2.602	0.578	22.2%	0.084	3.2%	1%	False	True	53,561
120	3.180	2.602	0.578	22.2%	0.081	3.1%	1%	False	True	47,509

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	False
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	2.933
2.618	2.830
1.618	2.767
1.000	2.728
0.618	2.704
HIGH	2.665
0.618	2.641
0.500	2.634
0.382	2.626
LOW	2.602
0.618	2.563
1.000	2.539
1.618	2.500
2.618	2.437
4.250	2.334

Fisher Pivots for day following 18-Sep-2015
Pivot	1 day	3 day
R1	2.634	2.669
PP	2.624	2.648
S1	2.615	2.626

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

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