NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 29-Sep-2015

Day Change Summary
	Previous	Current
	28-Sep-2015	29-Sep-2015	Change	Change %	Previous Week
Open	2.674	2.669	-0.005	-0.2%	2.658
High	2.720	2.673	-0.047	-1.7%	2.687
Low	2.647	2.581	-0.066	-2.5%	2.592
Close	2.670	2.586	-0.084	-3.1%	2.631
Range	0.073	0.092	0.019	26.0%	0.095
ATR	0.068	0.070	0.002	2.5%	0.000
Volume	148,391	115,762	-32,629	-22.0%	497,674

Daily Pivots for day following 29-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.889	2.830	2.637
R3	2.797	2.738	2.611
R2	2.705	2.705	2.603
R1	2.646	2.646	2.594	2.630
PP	2.613	2.613	2.613	2.605
S1	2.554	2.554	2.578	2.538
S2	2.521	2.521	2.569
S3	2.429	2.462	2.561
S4	2.337	2.370	2.535

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.922	2.871	2.683
R3	2.827	2.776	2.657
R2	2.732	2.732	2.648
R1	2.681	2.681	2.640	2.659
PP	2.637	2.637	2.637	2.626
S1	2.586	2.586	2.622	2.564
S2	2.542	2.542	2.614
S3	2.447	2.491	2.605
S4	2.352	2.396	2.579

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.720	2.581	0.139	5.4%	0.075	2.9%	4%	False	True	120,210
10	2.809	2.581	0.228	8.8%	0.067	2.6%	2%	False	True	97,368
20	2.859	2.581	0.278	10.8%	0.066	2.6%	2%	False	True	77,014
40	3.052	2.581	0.471	18.2%	0.065	2.5%	1%	False	True	59,452
60	3.079	2.581	0.498	19.3%	0.068	2.6%	1%	False	True	47,093
80	3.118	2.581	0.537	20.8%	0.071	2.7%	1%	False	True	40,131
100	3.254	2.581	0.673	26.0%	0.074	2.9%	1%	False	True	34,887
120	3.254	2.581	0.673	26.0%	0.072	2.8%	1%	False	True	30,192

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	3.064
2.618	2.914
1.618	2.822
1.000	2.765
0.618	2.730
HIGH	2.673
0.618	2.638
0.500	2.627
0.382	2.616
LOW	2.581
0.618	2.524
1.000	2.489
1.618	2.432
2.618	2.340
4.250	2.190

Fisher Pivots for day following 29-Sep-2015
Pivot	1 day	3 day
R1	2.627	2.651
PP	2.613	2.629
S1	2.600	2.608

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

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