NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 24-Sep-2015

Day Change Summary
	Previous	Current
	23-Sep-2015	24-Sep-2015	Change	Change %	Previous Week
Open	2.635	2.638	0.003	0.1%	2.775
High	2.664	2.678	0.014	0.5%	2.859
Low	2.627	2.592	-0.035	-1.3%	2.674
Close	2.638	2.674	0.036	1.4%	2.676
Range	0.037	0.086	0.049	132.4%	0.185
ATR	0.063	0.065	0.002	2.5%	0.000
Volume	81,719	124,139	42,420	51.9%	358,729

Daily Pivots for day following 24-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.906	2.876	2.721
R3	2.820	2.790	2.698
R2	2.734	2.734	2.690
R1	2.704	2.704	2.682	2.719
PP	2.648	2.648	2.648	2.656
S1	2.618	2.618	2.666	2.633
S2	2.562	2.562	2.658
S3	2.476	2.532	2.650
S4	2.390	2.446	2.627

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	2.744	2.592	0.152	5.7%	0.054	2.0%	54%	False	True	87,657
10	2.859	2.592	0.267	10.0%	0.061	2.3%	31%	False	True	78,546
20	2.859	2.592	0.267	10.0%	0.062	2.3%	31%	False	True	61,417
40	3.052	2.592	0.460	17.2%	0.065	2.4%	18%	False	True	51,434
60	3.079	2.592	0.487	18.2%	0.067	2.5%	17%	False	True	41,406
80	3.118	2.592	0.526	19.7%	0.071	2.6%	16%	False	True	35,795
100	3.254	2.592	0.662	24.8%	0.074	2.8%	12%	False	True	31,124
120	3.254	2.592	0.662	24.8%	0.072	2.7%	12%	False	True	27,039

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	3.044
2.618	2.903
1.618	2.817
1.000	2.764
0.618	2.731
HIGH	2.678
0.618	2.645
0.500	2.635
0.382	2.625
LOW	2.592
0.618	2.539
1.000	2.506
1.618	2.453
2.618	2.367
4.250	2.227

Fisher Pivots for day following 24-Sep-2015
Pivot	1 day	3 day
R1	2.661	2.661
PP	2.648	2.648
S1	2.635	2.635

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

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