NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 21-Sep-2015

Day Change Summary
	Previous	Current
	18-Sep-2015	21-Sep-2015	Change	Change %	Previous Week
Open	2.644	2.585	-0.059	-2.2%	2.702
High	2.665	2.596	-0.069	-2.6%	2.794
Low	2.602	2.550	-0.052	-2.0%	2.602
Close	2.605	2.573	-0.032	-1.2%	2.605
Range	0.063	0.046	-0.017	-27.0%	0.192
ATR	0.074	0.072	-0.001	-1.8%	0.000
Volume	84,023	95,586	11,563	13.8%	568,742

Daily Pivots for day following 21-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.711	2.688	2.598
R3	2.665	2.642	2.586
R2	2.619	2.619	2.581
R1	2.596	2.596	2.577	2.585
PP	2.573	2.573	2.573	2.567
S1	2.550	2.550	2.569	2.539
S2	2.527	2.527	2.565
S3	2.481	2.504	2.560
S4	2.435	2.458	2.548

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	2.550	0.244	9.5%	0.067	2.6%	9%	False	True	103,342
10	2.794	2.550	0.244	9.5%	0.070	2.7%	9%	False	True	122,508
20	2.794	2.550	0.244	9.5%	0.067	2.6%	9%	False	True	111,640
40	2.959	2.550	0.409	15.9%	0.071	2.8%	6%	False	True	88,403
60	2.983	2.550	0.433	16.8%	0.075	2.9%	5%	False	True	69,229
80	3.013	2.550	0.463	18.0%	0.079	3.1%	5%	False	True	60,222
100	3.180	2.550	0.630	24.5%	0.083	3.2%	4%	False	True	54,368
120	3.180	2.550	0.630	24.5%	0.081	3.1%	4%	False	True	48,224

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	2.792
2.618	2.716
1.618	2.670
1.000	2.642
0.618	2.624
HIGH	2.596
0.618	2.578
0.500	2.573
0.382	2.568
LOW	2.550
0.618	2.522
1.000	2.504
1.618	2.476
2.618	2.430
4.250	2.355

Fisher Pivots for day following 21-Sep-2015
Pivot	1 day	3 day
R1	2.573	2.615
PP	2.573	2.601
S1	2.573	2.587

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

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