NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 16-Sep-2015

Day Change Summary
	Previous	Current
	15-Sep-2015	16-Sep-2015	Change	Change %	Previous Week
Open	2.835	2.806	-0.029	-1.0%	2.734
High	2.859	2.809	-0.050	-1.7%	2.806
Low	2.794	2.737	-0.057	-2.0%	2.724
Close	2.800	2.739	-0.061	-2.2%	2.767
Range	0.065	0.072	0.007	10.8%	0.082
ATR	0.068	0.069	0.000	0.4%	0.000
Volume	58,154	75,092	16,938	29.1%	276,174

Daily Pivots for day following 16-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.978	2.930	2.779
R3	2.906	2.858	2.759
R2	2.834	2.834	2.752
R1	2.786	2.786	2.746	2.774
PP	2.762	2.762	2.762	2.756
S1	2.714	2.714	2.732	2.702
S2	2.690	2.690	2.726
S3	2.618	2.642	2.719
S4	2.546	2.570	2.699

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	2.859	2.733	0.126	4.6%	0.066	2.4%	5%	False	False	73,579
10	2.859	2.702	0.157	5.7%	0.068	2.5%	24%	False	False	60,569
20	2.900	2.702	0.198	7.2%	0.064	2.3%	19%	False	False	46,480
40	3.079	2.702	0.377	13.8%	0.067	2.5%	10%	False	False	41,934
60	3.079	2.702	0.377	13.8%	0.069	2.5%	10%	False	False	34,989
80	3.118	2.702	0.416	15.2%	0.073	2.6%	9%	False	False	30,398
100	3.254	2.702	0.552	20.2%	0.075	2.7%	7%	False	False	26,560
120	3.254	2.702	0.552	20.2%	0.072	2.6%	7%	False	False	23,099

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.115
2.618	2.997
1.618	2.925
1.000	2.881
0.618	2.853
HIGH	2.809
0.618	2.781
0.500	2.773
0.382	2.765
LOW	2.737
0.618	2.693
1.000	2.665
1.618	2.621
2.618	2.549
4.250	2.431

Fisher Pivots for day following 16-Sep-2015
Pivot	1 day	3 day
R1	2.773	2.798
PP	2.762	2.778
S1	2.750	2.759

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

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