NYMEX Natural Gas Future December 2015

Trading Metrics calculated at close of trading on 23-Sep-2015

Day Change Summary
	Previous	Current
	22-Sep-2015	23-Sep-2015	Change	Change %	Previous Week
Open	2.794	2.790	-0.004	-0.1%	2.915
High	2.824	2.814	-0.010	-0.4%	2.998
Low	2.790	2.782	-0.008	-0.3%	2.830
Close	2.795	2.793	-0.002	-0.1%	2.831
Range	0.034	0.032	-0.002	-5.9%	0.168
ATR	0.061	0.059	-0.002	-3.4%	0.000
Volume	24,970	20,837	-4,133	-16.6%	108,793

Daily Pivots for day following 23-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.892	2.875	2.811
R3	2.860	2.843	2.802
R2	2.828	2.828	2.799
R1	2.811	2.811	2.796	2.820
PP	2.796	2.796	2.796	2.801
S1	2.779	2.779	2.790	2.788
S2	2.764	2.764	2.787
S3	2.732	2.747	2.784
S4	2.700	2.715	2.775

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.390	3.279	2.923
R3	3.222	3.111	2.877
R2	3.054	3.054	2.862
R1	2.943	2.943	2.846	2.915
PP	2.886	2.886	2.886	2.872
S1	2.775	2.775	2.816	2.747
S2	2.718	2.718	2.800
S3	2.550	2.607	2.785
S4	2.382	2.439	2.739

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.908	2.782	0.126	4.5%	0.048	1.7%	9%	False	True	23,206
10	2.998	2.782	0.216	7.7%	0.055	2.0%	5%	False	True	23,003
20	2.998	2.782	0.216	7.7%	0.054	1.9%	5%	False	True	21,721
40	3.198	2.782	0.416	14.9%	0.060	2.1%	3%	False	True	20,371
60	3.237	2.782	0.455	16.3%	0.061	2.2%	2%	False	True	18,209
80	3.283	2.782	0.501	17.9%	0.065	2.3%	2%	False	True	16,437
100	3.391	2.782	0.609	21.8%	0.067	2.4%	2%	False	True	14,673
120	3.391	2.782	0.609	21.8%	0.066	2.4%	2%	False	True	13,078

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.009
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	2.950
2.618	2.898
1.618	2.866
1.000	2.846
0.618	2.834
HIGH	2.814
0.618	2.802
0.500	2.798
0.382	2.794
LOW	2.782
0.618	2.762
1.000	2.750
1.618	2.730
2.618	2.698
4.250	2.646

Fisher Pivots for day following 23-Sep-2015
Pivot	1 day	3 day
R1	2.798	2.803
PP	2.796	2.800
S1	2.795	2.796

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

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