NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 24-Sep-2015

Day Change Summary
	Previous	Current
	23-Sep-2015	24-Sep-2015	Change	Change %	Previous Week
Open	2.576	2.568	-0.008	-0.3%	2.702
High	2.604	2.594	-0.010	-0.4%	2.794
Low	2.558	2.521	-0.037	-1.4%	2.602
Close	2.569	2.591	0.022	0.9%	2.605
Range	0.046	0.073	0.027	58.7%	0.192
ATR	0.068	0.068	0.000	0.5%	0.000
Volume	102,002	73,238	-28,764	-28.2%	568,742

Daily Pivots for day following 24-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.788	2.762	2.631
R3	2.715	2.689	2.611
R2	2.642	2.642	2.604
R1	2.616	2.616	2.598	2.629
PP	2.569	2.569	2.569	2.575
S1	2.543	2.543	2.584	2.556
S2	2.496	2.496	2.578
S3	2.423	2.470	2.571
S4	2.350	2.397	2.551

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	2.665	2.521	0.144	5.6%	0.053	2.0%	49%	False	True	90,787
10	2.794	2.521	0.273	10.5%	0.063	2.4%	26%	False	True	104,306
20	2.794	2.521	0.273	10.5%	0.066	2.6%	26%	False	True	111,610
40	2.959	2.521	0.438	16.9%	0.070	2.7%	16%	False	True	93,230
60	2.983	2.521	0.462	17.8%	0.073	2.8%	15%	False	True	72,085
80	3.013	2.521	0.492	19.0%	0.078	3.0%	14%	False	True	62,355
100	3.180	2.521	0.659	25.4%	0.081	3.1%	11%	False	True	56,286
120	3.180	2.521	0.659	25.4%	0.080	3.1%	11%	False	True	50,096

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2.904
2.618	2.785
1.618	2.712
1.000	2.667
0.618	2.639
HIGH	2.594
0.618	2.566
0.500	2.558
0.382	2.549
LOW	2.521
0.618	2.476
1.000	2.448
1.618	2.403
2.618	2.330
4.250	2.211

Fisher Pivots for day following 24-Sep-2015
Pivot	1 day	3 day
R1	2.580	2.582
PP	2.569	2.572
S1	2.558	2.563

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

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