NYMEX Natural Gas Future February 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	2.995	2.927	-0.068	-2.3%	3.046
High	3.004	2.927	-0.077	-2.6%	3.097
Low	2.942	2.899	-0.043	-1.5%	2.942
Close	2.942	2.909	-0.033	-1.1%	2.942
Range	0.062	0.028	-0.034	-54.8%	0.155
ATR	0.057	0.056	-0.001	-1.8%	0.000
Volume	6,855	7,650	795	11.6%	37,834

Daily Pivots for day following 21-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.996	2.980	2.924
R3	2.968	2.952	2.917
R2	2.940	2.940	2.914
R1	2.924	2.924	2.912	2.918
PP	2.912	2.912	2.912	2.909
S1	2.896	2.896	2.906	2.890
S2	2.884	2.884	2.904
S3	2.856	2.868	2.901
S4	2.828	2.840	2.894

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	2.899	0.198	6.8%	0.052	1.8%	5%	False	True	7,240
10	3.097	2.899	0.198	6.8%	0.052	1.8%	5%	False	True	7,812
20	3.097	2.899	0.198	6.8%	0.050	1.7%	5%	False	True	6,811
40	3.282	2.899	0.383	13.2%	0.054	1.8%	3%	False	True	5,645
60	3.333	2.899	0.434	14.9%	0.056	1.9%	2%	False	True	4,833

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	0.009
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	3.046
2.618	3.000
1.618	2.972
1.000	2.955
0.618	2.944
HIGH	2.927
0.618	2.916
0.500	2.913
0.382	2.910
LOW	2.899
0.618	2.882
1.000	2.871
1.618	2.854
2.618	2.826
4.250	2.780

Fisher Pivots for day following 21-Sep-2015
Pivot	1 day	3 day
R1	2.913	2.956
PP	2.912	2.940
S1	2.910	2.925

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

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