NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 30-Sep-2015

Day Change Summary
	Previous	Current
	29-Sep-2015	30-Sep-2015	Change	Change %	Previous Week
Open	2.669	2.585	-0.084	-3.1%	2.658
High	2.673	2.611	-0.062	-2.3%	2.687
Low	2.581	2.511	-0.070	-2.7%	2.592
Close	2.586	2.524	-0.062	-2.4%	2.631
Range	0.092	0.100	0.008	8.7%	0.095
ATR	0.070	0.072	0.002	3.1%	0.000
Volume	115,762	131,356	15,594	13.5%	497,674

Daily Pivots for day following 30-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.849	2.786	2.579
R3	2.749	2.686	2.552
R2	2.649	2.649	2.542
R1	2.586	2.586	2.533	2.568
PP	2.549	2.549	2.549	2.539
S1	2.486	2.486	2.515	2.468
S2	2.449	2.449	2.506
S3	2.349	2.386	2.497
S4	2.249	2.286	2.469

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	2.511	0.209	8.3%	0.088	3.5%	6%	False	True	130,138
10	2.754	2.511	0.243	9.6%	0.069	2.7%	5%	False	True	102,995
20	2.859	2.511	0.348	13.8%	0.069	2.7%	4%	False	True	81,782
40	3.052	2.511	0.541	21.4%	0.066	2.6%	2%	False	True	61,884
60	3.079	2.511	0.568	22.5%	0.068	2.7%	2%	False	True	49,057
80	3.118	2.511	0.607	24.0%	0.071	2.8%	2%	False	True	41,554
100	3.254	2.511	0.743	29.4%	0.074	2.9%	2%	False	True	36,069
120	3.254	2.511	0.743	29.4%	0.073	2.9%	2%	False	True	31,219

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	0.017
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	3.036
2.618	2.873
1.618	2.773
1.000	2.711
0.618	2.673
HIGH	2.611
0.618	2.573
0.500	2.561
0.382	2.549
LOW	2.511
0.618	2.449
1.000	2.411
1.618	2.349
2.618	2.249
4.250	2.086

Fisher Pivots for day following 30-Sep-2015
Pivot	1 day	3 day
R1	2.561	2.616
PP	2.549	2.585
S1	2.536	2.555

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

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