NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 16-Sep-2015

Day Change Summary
	Previous	Current
	15-Sep-2015	16-Sep-2015	Change	Change %	Previous Week
Open	3.086	3.066	-0.020	-0.6%	2.997
High	3.103	3.068	-0.035	-1.1%	3.069
Low	3.054	2.997	-0.057	-1.9%	2.993
Close	3.060	3.000	-0.060	-2.0%	3.022
Range	0.049	0.071	0.022	44.9%	0.076
ATR	0.060	0.061	0.001	1.2%	0.000
Volume	23,601	19,201	-4,400	-18.6%	97,697

Daily Pivots for day following 16-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.235	3.188	3.039
R3	3.164	3.117	3.020
R2	3.093	3.093	3.013
R1	3.046	3.046	3.007	3.034
PP	3.022	3.022	3.022	3.016
S1	2.975	2.975	2.993	2.963
S2	2.951	2.951	2.987
S3	2.880	2.904	2.980
S4	2.809	2.833	2.961

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.256	3.215	3.064
R3	3.180	3.139	3.043
R2	3.104	3.104	3.036
R1	3.063	3.063	3.029	3.084
PP	3.028	3.028	3.028	3.038
S1	2.987	2.987	3.015	3.008
S2	2.952	2.952	3.008
S3	2.876	2.911	3.001
S4	2.800	2.835	2.980

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.103	2.993	0.110	3.7%	0.060	2.0%	6%	False	False	23,770
10	3.103	2.953	0.150	5.0%	0.058	1.9%	31%	False	False	24,284
20	3.146	2.953	0.193	6.4%	0.057	1.9%	24%	False	False	22,343
40	3.343	2.953	0.390	13.0%	0.060	2.0%	12%	False	False	21,371
60	3.343	2.953	0.390	13.0%	0.062	2.1%	12%	False	False	19,486
80	3.383	2.953	0.430	14.3%	0.065	2.2%	11%	False	False	18,396

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	0.006
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.370
2.618	3.254
1.618	3.183
1.000	3.139
0.618	3.112
HIGH	3.068
0.618	3.041
0.500	3.033
0.382	3.024
LOW	2.997
0.618	2.953
1.000	2.926
1.618	2.882
2.618	2.811
4.250	2.695

Fisher Pivots for day following 16-Sep-2015
Pivot	1 day	3 day
R1	3.033	3.050
PP	3.022	3.033
S1	3.011	3.017

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

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