NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 21-Sep-2015

Day Change Summary
	Previous	Current
	18-Sep-2015	21-Sep-2015	Change	Change %	Previous Week
Open	2.985	2.922	-0.063	-2.1%	3.022
High	3.005	2.929	-0.076	-2.5%	3.103
Low	2.940	2.897	-0.043	-1.5%	2.940
Close	2.941	2.907	-0.034	-1.2%	2.941
Range	0.065	0.032	-0.033	-50.8%	0.163
ATR	0.062	0.060	-0.001	-2.1%	0.000
Volume	17,807	22,010	4,203	23.6%	102,206

Daily Pivots for day following 21-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.007	2.989	2.925
R3	2.975	2.957	2.916
R2	2.943	2.943	2.913
R1	2.925	2.925	2.910	2.918
PP	2.911	2.911	2.911	2.908
S1	2.893	2.893	2.904	2.886
S2	2.879	2.879	2.901
S3	2.847	2.861	2.898
S4	2.815	2.829	2.889

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.484	3.375	3.031
R3	3.321	3.212	2.986
R2	3.158	3.158	2.971
R1	3.049	3.049	2.956	3.022
PP	2.995	2.995	2.995	2.981
S1	2.886	2.886	2.926	2.859
S2	2.832	2.832	2.911
S3	2.669	2.723	2.896
S4	2.506	2.560	2.851

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.103	2.897	0.206	7.1%	0.056	1.9%	5%	False	True	19,385
10	3.103	2.897	0.206	7.1%	0.056	1.9%	5%	False	True	22,191
20	3.103	2.897	0.206	7.1%	0.054	1.9%	5%	False	True	21,450
40	3.293	2.897	0.396	13.6%	0.059	2.0%	3%	False	True	21,644
60	3.343	2.897	0.446	15.3%	0.062	2.1%	2%	False	True	19,793
80	3.383	2.897	0.486	16.7%	0.064	2.2%	2%	False	True	18,576

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.008
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	3.065
2.618	3.013
1.618	2.981
1.000	2.961
0.618	2.949
HIGH	2.929
0.618	2.917
0.500	2.913
0.382	2.909
LOW	2.897
0.618	2.877
1.000	2.865
1.618	2.845
2.618	2.813
4.250	2.761

Fisher Pivots for day following 21-Sep-2015
Pivot	1 day	3 day
R1	2.913	2.956
PP	2.911	2.940
S1	2.909	2.923

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

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