NYMEX Natural Gas Future February 2016

Trading Metrics calculated at close of trading on 14-Sep-2015

Day Change Summary
	Previous	Current
	11-Sep-2015	14-Sep-2015	Change	Change %	Previous Week
Open	3.022	3.046	0.024	0.8%	3.001
High	3.049	3.085	0.036	1.2%	3.070
Low	2.996	3.028	0.032	1.1%	2.996
Close	3.025	3.076	0.051	1.7%	3.025
Range	0.053	0.057	0.004	7.5%	0.074
ATR	0.056	0.057	0.000	0.4%	0.000
Volume	7,770	9,281	1,511	19.4%	32,636

Daily Pivots for day following 14-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.234	3.212	3.107
R3	3.177	3.155	3.092
R2	3.120	3.120	3.086
R1	3.098	3.098	3.081	3.109
PP	3.063	3.063	3.063	3.069
S1	3.041	3.041	3.071	3.052
S2	3.006	3.006	3.066
S3	2.949	2.984	3.060
S4	2.892	2.927	3.045

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	3.085	2.996	0.089	2.9%	0.052	1.7%	90%	True	False	8,383
10	3.085	2.955	0.130	4.2%	0.050	1.6%	93%	True	False	7,680
20	3.178	2.955	0.223	7.2%	0.051	1.7%	54%	False	False	6,306
40	3.333	2.955	0.378	12.3%	0.055	1.8%	32%	False	False	5,120
60	3.333	2.955	0.378	12.3%	0.056	1.8%	32%	False	False	4,424

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.327
2.618	3.234
1.618	3.177
1.000	3.142
0.618	3.120
HIGH	3.085
0.618	3.063
0.500	3.057
0.382	3.050
LOW	3.028
0.618	2.993
1.000	2.971
1.618	2.936
2.618	2.879
4.250	2.786

Fisher Pivots for day following 14-Sep-2015
Pivot	1 day	3 day
R1	3.070	3.064
PP	3.063	3.052
S1	3.057	3.041

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

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