NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 25-Sep-2015

Day Change Summary
	Previous	Current
	24-Sep-2015	25-Sep-2015	Change	Change %	Previous Week
Open	2.907	2.954	0.047	1.6%	2.922
High	2.961	2.967	0.006	0.2%	2.967
Low	2.870	2.890	0.020	0.7%	2.870
Close	2.958	2.918	-0.040	-1.4%	2.918
Range	0.091	0.077	-0.014	-15.4%	0.097
ATR	0.059	0.060	0.001	2.3%	0.000
Volume	41,579	27,323	-14,256	-34.3%	126,120

Daily Pivots for day following 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.156	3.114	2.960
R3	3.079	3.037	2.939
R2	3.002	3.002	2.932
R1	2.960	2.960	2.925	2.943
PP	2.925	2.925	2.925	2.916
S1	2.883	2.883	2.911	2.866
S2	2.848	2.848	2.904
S3	2.771	2.806	2.897
S4	2.694	2.729	2.876

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.209	3.161	2.971
R3	3.112	3.064	2.945
R2	3.015	3.015	2.936
R1	2.967	2.967	2.927	2.943
PP	2.918	2.918	2.918	2.906
S1	2.870	2.870	2.909	2.846
S2	2.821	2.821	2.900
S3	2.724	2.773	2.891
S4	2.627	2.676	2.865

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.967	2.870	0.097	3.3%	0.051	1.8%	49%	True	False	25,224
10	3.103	2.870	0.233	8.0%	0.057	2.0%	21%	False	False	22,832
20	3.103	2.870	0.233	8.0%	0.055	1.9%	21%	False	False	22,468
40	3.293	2.870	0.423	14.5%	0.058	2.0%	11%	False	False	22,879
60	3.343	2.870	0.473	16.2%	0.061	2.1%	10%	False	False	20,471
80	3.383	2.870	0.513	17.6%	0.063	2.2%	9%	False	False	19,275

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	0.011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.294
2.618	3.169
1.618	3.092
1.000	3.044
0.618	3.015
HIGH	2.967
0.618	2.938
0.500	2.929
0.382	2.919
LOW	2.890
0.618	2.842
1.000	2.813
1.618	2.765
2.618	2.688
4.250	2.563

Fisher Pivots for day following 25-Sep-2015
Pivot	1 day	3 day
R1	2.929	2.919
PP	2.925	2.918
S1	2.922	2.918

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

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