NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 17-Sep-2015

Day Change Summary
	Previous	Current
	16-Sep-2015	17-Sep-2015	Change	Change %	Previous Week
Open	3.066	3.014	-0.052	-1.7%	2.997
High	3.068	3.015	-0.053	-1.7%	3.069
Low	2.997	2.950	-0.047	-1.6%	2.993
Close	3.000	2.992	-0.008	-0.3%	3.022
Range	0.071	0.065	-0.006	-8.5%	0.076
ATR	0.061	0.061	0.000	0.4%	0.000
Volume	19,201	14,307	-4,894	-25.5%	97,697

Daily Pivots for day following 17-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.181	3.151	3.028
R3	3.116	3.086	3.010
R2	3.051	3.051	3.004
R1	3.021	3.021	2.998	3.004
PP	2.986	2.986	2.986	2.977
S1	2.956	2.956	2.986	2.939
S2	2.921	2.921	2.980
S3	2.856	2.891	2.974
S4	2.791	2.826	2.956

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	2.950	0.153	5.1%	0.061	2.0%	27%	False	True	20,389
10	3.103	2.950	0.153	5.1%	0.060	2.0%	27%	False	True	23,866
20	3.146	2.950	0.196	6.6%	0.058	1.9%	21%	False	True	21,523
40	3.343	2.950	0.393	13.1%	0.060	2.0%	11%	False	True	21,327
60	3.343	2.950	0.393	13.1%	0.062	2.1%	11%	False	True	19,541
80	3.383	2.950	0.433	14.5%	0.065	2.2%	10%	False	True	18,451

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	0.006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.291
2.618	3.185
1.618	3.120
1.000	3.080
0.618	3.055
HIGH	3.015
0.618	2.990
0.500	2.983
0.382	2.975
LOW	2.950
0.618	2.910
1.000	2.885
1.618	2.845
2.618	2.780
4.250	2.674

Fisher Pivots for day following 17-Sep-2015
Pivot	1 day	3 day
R1	2.989	3.027
PP	2.986	3.015
S1	2.983	3.004

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

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