NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 21-Sep-2015

Day Change Summary
	Previous	Current
	18-Sep-2015	21-Sep-2015	Change	Change %	Previous Week
Open	2.721	2.658	-0.063	-2.3%	2.775
High	2.744	2.664	-0.080	-2.9%	2.859
Low	2.674	2.622	-0.052	-1.9%	2.674
Close	2.676	2.642	-0.034	-1.3%	2.676
Range	0.070	0.042	-0.028	-40.0%	0.185
ATR	0.069	0.068	-0.001	-1.5%	0.000
Volume	71,653	77,732	6,079	8.5%	358,729

Daily Pivots for day following 21-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.769	2.747	2.665
R3	2.727	2.705	2.654
R2	2.685	2.685	2.650
R1	2.663	2.663	2.646	2.653
PP	2.643	2.643	2.643	2.638
S1	2.621	2.621	2.638	2.611
S2	2.601	2.601	2.634
S3	2.559	2.579	2.630
S4	2.517	2.537	2.619

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.291	3.169	2.778
R3	3.106	2.984	2.727
R2	2.921	2.921	2.710
R1	2.799	2.799	2.693	2.768
PP	2.736	2.736	2.736	2.721
S1	2.614	2.614	2.659	2.583
S2	2.551	2.551	2.642
S3	2.366	2.429	2.625
S4	2.181	2.244	2.574

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.859	2.622	0.237	9.0%	0.064	2.4%	8%	False	True	69,549
10	2.859	2.622	0.237	9.0%	0.065	2.5%	8%	False	True	71,263
20	2.859	2.622	0.237	9.0%	0.062	2.3%	8%	False	True	52,259
40	3.052	2.622	0.430	16.3%	0.066	2.5%	5%	False	True	45,600
60	3.079	2.622	0.457	17.3%	0.069	2.6%	4%	False	True	37,770
80	3.118	2.622	0.496	18.8%	0.072	2.7%	4%	False	True	32,742
100	3.254	2.622	0.632	23.9%	0.075	2.8%	3%	False	True	28,518
120	3.254	2.622	0.632	23.9%	0.072	2.7%	3%	False	True	24,782

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	0.011
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	2.843
2.618	2.774
1.618	2.732
1.000	2.706
0.618	2.690
HIGH	2.664
0.618	2.648
0.500	2.643
0.382	2.638
LOW	2.622
0.618	2.596
1.000	2.580
1.618	2.554
2.618	2.512
4.250	2.444

Fisher Pivots for day following 21-Sep-2015
Pivot	1 day	3 day
R1	2.643	2.688
PP	2.643	2.673
S1	2.642	2.657

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

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