NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 25-Sep-2015

Day Change Summary
	Previous	Current
	24-Sep-2015	25-Sep-2015	Change	Change %	Previous Week
Open	2.568	2.586	0.018	0.7%	2.585
High	2.594	2.607	0.013	0.5%	2.607
Low	2.521	2.529	0.008	0.3%	2.521
Close	2.591	2.564	-0.027	-1.0%	2.564
Range	0.073	0.078	0.005	6.8%	0.086
ATR	0.068	0.069	0.001	1.0%	0.000
Volume	73,238	63,285	-9,953	-13.6%	433,199

Daily Pivots for day following 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.801	2.760	2.607
R3	2.723	2.682	2.585
R2	2.645	2.645	2.578
R1	2.604	2.604	2.571	2.586
PP	2.567	2.567	2.567	2.557
S1	2.526	2.526	2.557	2.508
S2	2.489	2.489	2.550
S3	2.411	2.448	2.543
S4	2.333	2.370	2.521

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.822	2.779	2.611
R3	2.736	2.693	2.588
R2	2.650	2.650	2.580
R1	2.607	2.607	2.572	2.586
PP	2.564	2.564	2.564	2.553
S1	2.521	2.521	2.556	2.500
S2	2.478	2.478	2.548
S3	2.392	2.435	2.540
S4	2.306	2.349	2.517

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.607	2.521	0.086	3.4%	0.056	2.2%	50%	True	False	86,639
10	2.794	2.521	0.273	10.6%	0.065	2.5%	16%	False	False	100,194
20	2.794	2.521	0.273	10.6%	0.067	2.6%	16%	False	False	108,428
40	2.959	2.521	0.438	17.1%	0.069	2.7%	10%	False	False	93,834
60	2.983	2.521	0.462	18.0%	0.073	2.8%	9%	False	False	72,727
80	3.013	2.521	0.492	19.2%	0.077	3.0%	9%	False	False	62,730
100	3.180	2.521	0.659	25.7%	0.082	3.2%	7%	False	False	56,779
120	3.180	2.521	0.659	25.7%	0.080	3.1%	7%	False	False	50,548

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	2.939
2.618	2.811
1.618	2.733
1.000	2.685
0.618	2.655
HIGH	2.607
0.618	2.577
0.500	2.568
0.382	2.559
LOW	2.529
0.618	2.481
1.000	2.451
1.618	2.403
2.618	2.325
4.250	2.198

Fisher Pivots for day following 25-Sep-2015
Pivot	1 day	3 day
R1	2.568	2.564
PP	2.567	2.564
S1	2.565	2.564

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

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