NYMEX Natural Gas Future February 2016

Trading Metrics calculated at close of trading on 18-Sep-2015

Day Change Summary
	Previous	Current
	17-Sep-2015	18-Sep-2015	Change	Change %	Previous Week
Open	3.004	2.995	-0.009	-0.3%	3.046
High	3.013	3.004	-0.009	-0.3%	3.097
Low	2.950	2.942	-0.008	-0.3%	2.942
Close	2.993	2.942	-0.051	-1.7%	2.942
Range	0.063	0.062	-0.001	-1.6%	0.155
ATR	0.057	0.057	0.000	0.7%	0.000
Volume	5,342	6,855	1,513	28.3%	37,834

Daily Pivots for day following 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.149	3.107	2.976
R3	3.087	3.045	2.959
R2	3.025	3.025	2.953
R1	2.983	2.983	2.948	2.973
PP	2.963	2.963	2.963	2.958
S1	2.921	2.921	2.936	2.911
S2	2.901	2.901	2.931
S3	2.839	2.859	2.925
S4	2.777	2.797	2.908

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.459	3.355	3.027
R3	3.304	3.200	2.985
R2	3.149	3.149	2.970
R1	3.045	3.045	2.956	3.020
PP	2.994	2.994	2.994	2.981
S1	2.890	2.890	2.928	2.865
S2	2.839	2.839	2.914
S3	2.684	2.735	2.899
S4	2.529	2.580	2.857

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.097	2.942	0.155	5.3%	0.058	2.0%	0%	False	True	7,566
10	3.097	2.942	0.155	5.3%	0.052	1.8%	0%	False	True	7,594
20	3.123	2.942	0.181	6.2%	0.052	1.8%	0%	False	True	6,686
40	3.282	2.942	0.340	11.6%	0.054	1.8%	0%	False	True	5,503
60	3.333	2.942	0.391	13.3%	0.056	1.9%	0%	False	True	4,752

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	0.010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.268
2.618	3.166
1.618	3.104
1.000	3.066
0.618	3.042
HIGH	3.004
0.618	2.980
0.500	2.973
0.382	2.966
LOW	2.942
0.618	2.904
1.000	2.880
1.618	2.842
2.618	2.780
4.250	2.679

Fisher Pivots for day following 18-Sep-2015
Pivot	1 day	3 day
R1	2.973	3.003
PP	2.963	2.982
S1	2.952	2.962

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

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