NYMEX Natural Gas Future February 2016

Trading Metrics calculated at close of trading on 23-Sep-2015

Day Change Summary
	Previous	Current
	22-Sep-2015	23-Sep-2015	Change	Change %	Previous Week
Open	2.906	2.903	-0.003	-0.1%	3.046
High	2.931	2.926	-0.005	-0.2%	3.097
Low	2.905	2.902	-0.003	-0.1%	2.942
Close	2.909	2.912	0.003	0.1%	2.942
Range	0.026	0.024	-0.002	-7.7%	0.155
ATR	0.054	0.052	-0.002	-4.0%	0.000
Volume	5,813	7,565	1,752	30.1%	37,834

Daily Pivots for day following 23-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.985	2.973	2.925
R3	2.961	2.949	2.919
R2	2.937	2.937	2.916
R1	2.925	2.925	2.914	2.931
PP	2.913	2.913	2.913	2.917
S1	2.901	2.901	2.910	2.907
S2	2.889	2.889	2.908
S3	2.865	2.877	2.905
S4	2.841	2.853	2.899

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	3.013	2.899	0.114	3.9%	0.041	1.4%	11%	False	False	6,645
10	3.097	2.899	0.198	6.8%	0.047	1.6%	7%	False	False	7,553
20	3.097	2.899	0.198	6.8%	0.047	1.6%	7%	False	False	6,900
40	3.282	2.899	0.383	13.2%	0.052	1.8%	3%	False	False	5,822
60	3.333	2.899	0.434	14.9%	0.055	1.9%	3%	False	False	4,973

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	True
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.009
Narrowest range in 75 trading days

Fibonacci Retracements and Extensions
4.250	3.028
2.618	2.989
1.618	2.965
1.000	2.950
0.618	2.941
HIGH	2.926
0.618	2.917
0.500	2.914
0.382	2.911
LOW	2.902
0.618	2.887
1.000	2.878
1.618	2.863
2.618	2.839
4.250	2.800

Fisher Pivots for day following 23-Sep-2015
Pivot	1 day	3 day
R1	2.914	2.915
PP	2.913	2.914
S1	2.913	2.913

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

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