NYMEX Natural Gas Future February 2016

Trading Metrics calculated at close of trading on 11-Sep-2015

Day Change Summary
	Previous	Current
	10-Sep-2015	11-Sep-2015	Change	Change %	Previous Week
Open	3.015	3.022	0.007	0.2%	3.001
High	3.070	3.049	-0.021	-0.7%	3.070
Low	3.015	2.996	-0.019	-0.6%	2.996
Close	3.029	3.025	-0.004	-0.1%	3.025
Range	0.055	0.053	-0.002	-3.6%	0.074
ATR	0.057	0.056	0.000	-0.5%	0.000
Volume	8,899	7,770	-1,129	-12.7%	32,636

Daily Pivots for day following 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.182	3.157	3.054
R3	3.129	3.104	3.040
R2	3.076	3.076	3.035
R1	3.051	3.051	3.030	3.064
PP	3.023	3.023	3.023	3.030
S1	2.998	2.998	3.020	3.011
S2	2.970	2.970	3.015
S3	2.917	2.945	3.010
S4	2.864	2.892	2.996

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.252	3.213	3.066
R3	3.178	3.139	3.045
R2	3.104	3.104	3.039
R1	3.065	3.065	3.032	3.085
PP	3.030	3.030	3.030	3.040
S1	2.991	2.991	3.018	3.011
S2	2.956	2.956	3.011
S3	2.882	2.917	3.005
S4	2.808	2.843	2.984

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.070	2.996	0.074	2.4%	0.047	1.5%	39%	False	True	7,622
10	3.070	2.955	0.115	3.8%	0.049	1.6%	61%	False	False	7,039
20	3.212	2.955	0.257	8.5%	0.050	1.6%	27%	False	False	6,043
40	3.333	2.955	0.378	12.5%	0.054	1.8%	19%	False	False	4,944
60	3.333	2.955	0.378	12.5%	0.056	1.8%	19%	False	False	4,326

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	3.274
2.618	3.188
1.618	3.135
1.000	3.102
0.618	3.082
HIGH	3.049
0.618	3.029
0.500	3.023
0.382	3.016
LOW	2.996
0.618	2.963
1.000	2.943
1.618	2.910
2.618	2.857
4.250	2.771

Fisher Pivots for day following 11-Sep-2015
Pivot	1 day	3 day
R1	3.024	3.033
PP	3.023	3.030
S1	3.023	3.028

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

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