NYMEX Natural Gas Future November 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	2.744	2.749	0.005	0.2%	2.734
High	2.806	2.788	-0.018	-0.6%	2.806
Low	2.738	2.733	-0.005	-0.2%	2.724
Close	2.759	2.767	0.008	0.3%	2.767
Range	0.068	0.055	-0.013	-19.1%	0.082
ATR	0.069	0.068	-0.001	-1.5%	0.000
Volume	85,832	60,103	-25,729	-30.0%	276,174

Daily Pivots for day following 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.928	2.902	2.797
R3	2.873	2.847	2.782
R2	2.818	2.818	2.777
R1	2.792	2.792	2.772	2.805
PP	2.763	2.763	2.763	2.769
S1	2.737	2.737	2.762	2.750
S2	2.708	2.708	2.757
S3	2.653	2.682	2.752
S4	2.598	2.627	2.737

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.012	2.971	2.812
R3	2.930	2.889	2.790
R2	2.848	2.848	2.782
R1	2.807	2.807	2.775	2.828
PP	2.766	2.766	2.766	2.776
S1	2.725	2.725	2.759	2.746
S2	2.684	2.684	2.752
S3	2.602	2.643	2.744
S4	2.520	2.561	2.722

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.806	2.724	0.082	3.0%	0.063	2.3%	52%	False	False	62,589
10	2.806	2.702	0.104	3.8%	0.062	2.2%	63%	False	False	47,339
20	2.969	2.702	0.267	9.6%	0.061	2.2%	24%	False	False	41,939
40	3.079	2.702	0.377	13.6%	0.067	2.4%	17%	False	False	38,034
60	3.079	2.702	0.377	13.6%	0.069	2.5%	17%	False	False	32,207
80	3.190	2.702	0.488	17.6%	0.073	2.7%	13%	False	False	28,153
100	3.254	2.702	0.552	19.9%	0.074	2.7%	12%	False	False	24,491
120	3.254	2.702	0.552	19.9%	0.072	2.6%	12%	False	False	21,362

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	0.008
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3.022
2.618	2.932
1.618	2.877
1.000	2.843
0.618	2.822
HIGH	2.788
0.618	2.767
0.500	2.761
0.382	2.754
LOW	2.733
0.618	2.699
1.000	2.678
1.618	2.644
2.618	2.589
4.250	2.499

Fisher Pivots for day following 11-Sep-2015
Pivot	1 day	3 day
R1	2.765	2.766
PP	2.763	2.766
S1	2.761	2.765

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

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