NYMEX Natural Gas Future February 2016

Trading Metrics calculated at close of trading on 25-Sep-2015

Day Change Summary
	Previous	Current
	24-Sep-2015	25-Sep-2015	Change	Change %	Previous Week
Open	2.916	2.960	0.044	1.5%	2.927
High	2.967	2.967	0.000	0.0%	2.967
Low	2.879	2.897	0.018	0.6%	2.879
Close	2.965	2.925	-0.040	-1.3%	2.925
Range	0.088	0.070	-0.018	-20.5%	0.088
ATR	0.054	0.056	0.001	2.0%	0.000
Volume	13,922	12,917	-1,005	-7.2%	47,867

Daily Pivots for day following 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.140	3.102	2.964
R3	3.070	3.032	2.944
R2	3.000	3.000	2.938
R1	2.962	2.962	2.931	2.946
PP	2.930	2.930	2.930	2.922
S1	2.892	2.892	2.919	2.876
S2	2.860	2.860	2.912
S3	2.790	2.822	2.906
S4	2.720	2.752	2.887

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.188	3.144	2.973
R3	3.100	3.056	2.949
R2	3.012	3.012	2.941
R1	2.968	2.968	2.933	2.946
PP	2.924	2.924	2.924	2.913
S1	2.880	2.880	2.917	2.858
S2	2.836	2.836	2.909
S3	2.748	2.792	2.901
S4	2.660	2.704	2.877

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.967	2.879	0.088	3.0%	0.047	1.6%	52%	True	False	9,573
10	3.097	2.879	0.218	7.5%	0.052	1.8%	21%	False	False	8,570
20	3.097	2.879	0.218	7.5%	0.051	1.7%	21%	False	False	7,805
40	3.282	2.879	0.403	13.8%	0.053	1.8%	11%	False	False	6,317
60	3.333	2.879	0.454	15.5%	0.055	1.9%	10%	False	False	5,321

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	0.011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.265
2.618	3.150
1.618	3.080
1.000	3.037
0.618	3.010
HIGH	2.967
0.618	2.940
0.500	2.932
0.382	2.924
LOW	2.897
0.618	2.854
1.000	2.827
1.618	2.784
2.618	2.714
4.250	2.600

Fisher Pivots for day following 25-Sep-2015
Pivot	1 day	3 day
R1	2.932	2.924
PP	2.930	2.924
S1	2.927	2.923

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

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