NYMEX Natural Gas Future December 2015

Trading Metrics calculated at close of trading on 11-Sep-2015

Day Change Summary
	Previous	Current
	10-Sep-2015	11-Sep-2015	Change	Change %	Previous Week
Open	2.905	2.905	0.000	0.0%	2.897
High	2.959	2.939	-0.020	-0.7%	2.959
Low	2.899	2.884	-0.015	-0.5%	2.884
Close	2.914	2.913	-0.001	0.0%	2.913
Range	0.060	0.055	-0.005	-8.3%	0.075
ATR	0.064	0.063	-0.001	-1.0%	0.000
Volume	22,384	30,481	8,097	36.2%	102,971

Daily Pivots for day following 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.077	3.050	2.943
R3	3.022	2.995	2.928
R2	2.967	2.967	2.923
R1	2.940	2.940	2.918	2.954
PP	2.912	2.912	2.912	2.919
S1	2.885	2.885	2.908	2.899
S2	2.857	2.857	2.903
S3	2.802	2.830	2.898
S4	2.747	2.775	2.883

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.144	3.103	2.954
R3	3.069	3.028	2.934
R2	2.994	2.994	2.927
R1	2.953	2.953	2.920	2.974
PP	2.919	2.919	2.919	2.929
S1	2.878	2.878	2.906	2.899
S2	2.844	2.844	2.899
S3	2.769	2.803	2.892
S4	2.694	2.728	2.872

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.959	2.884	0.075	2.6%	0.052	1.8%	39%	False	True	25,871
10	2.959	2.840	0.119	4.1%	0.055	1.9%	61%	False	False	22,086
20	3.124	2.840	0.284	9.7%	0.057	1.9%	26%	False	False	20,184
40	3.237	2.840	0.397	13.6%	0.062	2.1%	18%	False	False	18,393
60	3.237	2.840	0.397	13.6%	0.063	2.2%	18%	False	False	16,746
80	3.345	2.840	0.505	17.3%	0.067	2.3%	14%	False	False	14,959
100	3.391	2.840	0.551	18.9%	0.068	2.3%	13%	False	False	13,289
120	3.391	2.840	0.551	18.9%	0.066	2.3%	13%	False	False	11,856

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.173
2.618	3.083
1.618	3.028
1.000	2.994
0.618	2.973
HIGH	2.939
0.618	2.918
0.500	2.912
0.382	2.905
LOW	2.884
0.618	2.850
1.000	2.829
1.618	2.795
2.618	2.740
4.250	2.650

Fisher Pivots for day following 11-Sep-2015
Pivot	1 day	3 day
R1	2.913	2.922
PP	2.912	2.919
S1	2.912	2.916

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

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