NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 22-Sep-2015

Day Change Summary
	Previous	Current
	21-Sep-2015	22-Sep-2015	Change	Change %	Previous Week
Open	2.658	2.640	-0.018	-0.7%	2.775
High	2.664	2.667	0.003	0.1%	2.859
Low	2.622	2.632	0.010	0.4%	2.674
Close	2.642	2.639	-0.003	-0.1%	2.676
Range	0.042	0.035	-0.007	-16.7%	0.185
ATR	0.068	0.065	-0.002	-3.5%	0.000
Volume	77,732	83,042	5,310	6.8%	358,729

Daily Pivots for day following 22-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.751	2.730	2.658
R3	2.716	2.695	2.649
R2	2.681	2.681	2.645
R1	2.660	2.660	2.642	2.653
PP	2.646	2.646	2.646	2.643
S1	2.625	2.625	2.636	2.618
S2	2.611	2.611	2.633
S3	2.576	2.590	2.629
S4	2.541	2.555	2.620

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	2.809	2.622	0.187	7.1%	0.058	2.2%	9%	False	False	74,526
10	2.859	2.622	0.237	9.0%	0.061	2.3%	7%	False	False	73,295
20	2.859	2.622	0.237	9.0%	0.060	2.3%	7%	False	False	54,914
40	3.052	2.622	0.430	16.3%	0.065	2.5%	4%	False	False	47,190
60	3.079	2.622	0.457	17.3%	0.068	2.6%	4%	False	False	38,680
80	3.118	2.622	0.496	18.8%	0.071	2.7%	3%	False	False	33,531
100	3.254	2.622	0.632	23.9%	0.074	2.8%	3%	False	False	29,293
120	3.254	2.622	0.632	23.9%	0.072	2.7%	3%	False	False	25,444

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.011
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	2.816
2.618	2.759
1.618	2.724
1.000	2.702
0.618	2.689
HIGH	2.667
0.618	2.654
0.500	2.650
0.382	2.645
LOW	2.632
0.618	2.610
1.000	2.597
1.618	2.575
2.618	2.540
4.250	2.483

Fisher Pivots for day following 22-Sep-2015
Pivot	1 day	3 day
R1	2.650	2.683
PP	2.646	2.668
S1	2.643	2.654

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

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