NYMEX Natural Gas Future February 2016

Trading Metrics calculated at close of trading on 22-Sep-2015

Day Change Summary
	Previous	Current
	21-Sep-2015	22-Sep-2015	Change	Change %	Previous Week
Open	2.927	2.906	-0.021	-0.7%	3.046
High	2.927	2.931	0.004	0.1%	3.097
Low	2.899	2.905	0.006	0.2%	2.942
Close	2.909	2.909	0.000	0.0%	2.942
Range	0.028	0.026	-0.002	-7.1%	0.155
ATR	0.056	0.054	-0.002	-3.8%	0.000
Volume	7,650	5,813	-1,837	-24.0%	37,834

Daily Pivots for day following 22-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.993	2.977	2.923
R3	2.967	2.951	2.916
R2	2.941	2.941	2.914
R1	2.925	2.925	2.911	2.933
PP	2.915	2.915	2.915	2.919
S1	2.899	2.899	2.907	2.907
S2	2.889	2.889	2.904
S3	2.863	2.873	2.902
S4	2.837	2.847	2.895

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	3.063	2.899	0.164	5.6%	0.049	1.7%	6%	False	False	7,098
10	3.097	2.899	0.198	6.8%	0.049	1.7%	5%	False	False	7,556
20	3.097	2.899	0.198	6.8%	0.048	1.7%	5%	False	False	6,769
40	3.282	2.899	0.383	13.2%	0.053	1.8%	3%	False	False	5,727
60	3.333	2.899	0.434	14.9%	0.055	1.9%	2%	False	False	4,883

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.009
Narrowest range in 74 trading days

Fibonacci Retracements and Extensions
4.250	3.042
2.618	2.999
1.618	2.973
1.000	2.957
0.618	2.947
HIGH	2.931
0.618	2.921
0.500	2.918
0.382	2.915
LOW	2.905
0.618	2.889
1.000	2.879
1.618	2.863
2.618	2.837
4.250	2.795

Fisher Pivots for day following 22-Sep-2015
Pivot	1 day	3 day
R1	2.918	2.952
PP	2.915	2.937
S1	2.912	2.923

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

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