NYMEX Natural Gas Future December 2015

Trading Metrics calculated at close of trading on 10-Sep-2015

Day Change Summary
	Previous	Current
	09-Sep-2015	10-Sep-2015	Change	Change %	Previous Week
Open	2.930	2.905	-0.025	-0.9%	2.910
High	2.934	2.959	0.025	0.9%	2.943
Low	2.884	2.899	0.015	0.5%	2.840
Close	2.896	2.914	0.018	0.6%	2.897
Range	0.050	0.060	0.010	20.0%	0.103
ATR	0.064	0.064	0.000	-0.1%	0.000
Volume	25,381	22,384	-2,997	-11.8%	97,310

Daily Pivots for day following 10-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.104	3.069	2.947
R3	3.044	3.009	2.931
R2	2.984	2.984	2.925
R1	2.949	2.949	2.920	2.967
PP	2.924	2.924	2.924	2.933
S1	2.889	2.889	2.909	2.907
S2	2.864	2.864	2.903
S3	2.804	2.829	2.898
S4	2.744	2.769	2.881

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.202	3.153	2.954
R3	3.099	3.050	2.925
R2	2.996	2.996	2.916
R1	2.947	2.947	2.906	2.920
PP	2.893	2.893	2.893	2.880
S1	2.844	2.844	2.888	2.817
S2	2.790	2.790	2.878
S3	2.687	2.741	2.869
S4	2.584	2.638	2.840

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.959	2.840	0.119	4.1%	0.061	2.1%	62%	True	False	23,181
10	2.959	2.840	0.119	4.1%	0.056	1.9%	62%	True	False	20,825
20	3.197	2.840	0.357	12.3%	0.059	2.0%	21%	False	False	20,219
40	3.237	2.840	0.397	13.6%	0.062	2.1%	19%	False	False	17,954
60	3.283	2.840	0.443	15.2%	0.063	2.2%	17%	False	False	16,406
80	3.391	2.840	0.551	18.9%	0.068	2.3%	13%	False	False	14,656
100	3.391	2.840	0.551	18.9%	0.068	2.3%	13%	False	False	13,029
120	3.391	2.840	0.551	18.9%	0.066	2.3%	13%	False	False	11,633

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.214
2.618	3.116
1.618	3.056
1.000	3.019
0.618	2.996
HIGH	2.959
0.618	2.936
0.500	2.929
0.382	2.922
LOW	2.899
0.618	2.862
1.000	2.839
1.618	2.802
2.618	2.742
4.250	2.644

Fisher Pivots for day following 10-Sep-2015
Pivot	1 day	3 day
R1	2.929	2.922
PP	2.924	2.919
S1	2.919	2.917

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

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