NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 17-Sep-2015

Day Change Summary
	Previous	Current
	16-Sep-2015	17-Sep-2015	Change	Change %	Previous Week
Open	2.806	2.747	-0.059	-2.1%	2.734
High	2.809	2.754	-0.055	-2.0%	2.806
Low	2.737	2.683	-0.054	-2.0%	2.724
Close	2.739	2.728	-0.011	-0.4%	2.767
Range	0.072	0.071	-0.001	-1.4%	0.082
ATR	0.069	0.069	0.000	0.2%	0.000
Volume	75,092	65,114	-9,978	-13.3%	276,174

Daily Pivots for day following 17-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.935	2.902	2.767
R3	2.864	2.831	2.748
R2	2.793	2.793	2.741
R1	2.760	2.760	2.735	2.741
PP	2.722	2.722	2.722	2.712
S1	2.689	2.689	2.721	2.670
S2	2.651	2.651	2.715
S3	2.580	2.618	2.708
S4	2.509	2.547	2.689

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	2.683	0.176	6.5%	0.067	2.5%	26%	False	True	69,435
10	2.859	2.683	0.176	6.5%	0.070	2.5%	26%	False	True	64,483
20	2.900	2.683	0.217	8.0%	0.065	2.4%	21%	False	True	48,530
40	3.079	2.683	0.396	14.5%	0.068	2.5%	11%	False	True	43,067
60	3.079	2.683	0.396	14.5%	0.069	2.5%	11%	False	True	35,749
80	3.118	2.683	0.435	15.9%	0.073	2.7%	10%	False	True	31,121
100	3.254	2.683	0.571	20.9%	0.075	2.8%	8%	False	True	27,165
120	3.254	2.683	0.571	20.9%	0.072	2.6%	8%	False	True	23,601

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

Fibonacci Retracements and Extensions
4.250	3.056
2.618	2.940
1.618	2.869
1.000	2.825
0.618	2.798
HIGH	2.754
0.618	2.727
0.500	2.719
0.382	2.710
LOW	2.683
0.618	2.639
1.000	2.612
1.618	2.568
2.618	2.497
4.250	2.381

Fisher Pivots for day following 17-Sep-2015
Pivot	1 day	3 day
R1	2.725	2.771
PP	2.722	2.757
S1	2.719	2.742

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

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