NYMEX Natural Gas Future February 2016

Trading Metrics calculated at close of trading on 24-Sep-2015

Day Change Summary
	Previous	Current
	23-Sep-2015	24-Sep-2015	Change	Change %	Previous Week
Open	2.903	2.916	0.013	0.4%	3.046
High	2.926	2.967	0.041	1.4%	3.097
Low	2.902	2.879	-0.023	-0.8%	2.942
Close	2.912	2.965	0.053	1.8%	2.942
Range	0.024	0.088	0.064	266.7%	0.155
ATR	0.052	0.054	0.003	5.0%	0.000
Volume	7,565	13,922	6,357	84.0%	37,834

Daily Pivots for day following 24-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.201	3.171	3.013
R3	3.113	3.083	2.989
R2	3.025	3.025	2.981
R1	2.995	2.995	2.973	3.010
PP	2.937	2.937	2.937	2.945
S1	2.907	2.907	2.957	2.922
S2	2.849	2.849	2.949
S3	2.761	2.819	2.941
S4	2.673	2.731	2.917

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	3.004	2.879	0.125	4.2%	0.046	1.5%	69%	False	True	8,361
10	3.097	2.879	0.218	7.4%	0.051	1.7%	39%	False	True	8,055
20	3.097	2.879	0.218	7.4%	0.050	1.7%	39%	False	True	7,411
40	3.282	2.879	0.403	13.6%	0.053	1.8%	21%	False	True	6,071
60	3.333	2.879	0.454	15.3%	0.055	1.9%	19%	False	True	5,155

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	3.341
2.618	3.197
1.618	3.109
1.000	3.055
0.618	3.021
HIGH	2.967
0.618	2.933
0.500	2.923
0.382	2.913
LOW	2.879
0.618	2.825
1.000	2.791
1.618	2.737
2.618	2.649
4.250	2.505

Fisher Pivots for day following 24-Sep-2015
Pivot	1 day	3 day
R1	2.951	2.951
PP	2.937	2.937
S1	2.923	2.923

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

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