NYMEX Natural Gas Future February 2016

Trading Metrics calculated at close of trading on 30-Sep-2015

Day Change Summary
	Previous	Current
	29-Sep-2015	30-Sep-2015	Change	Change %	Previous Week
Open	2.963	2.889	-0.074	-2.5%	2.927
High	2.963	2.910	-0.053	-1.8%	2.967
Low	2.887	2.832	-0.055	-1.9%	2.879
Close	2.891	2.842	-0.049	-1.7%	2.925
Range	0.076	0.078	0.002	2.6%	0.088
ATR	0.058	0.059	0.001	2.5%	0.000
Volume	10,118	12,290	2,172	21.5%	47,867

Daily Pivots for day following 30-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.095	3.047	2.885
R3	3.017	2.969	2.863
R2	2.939	2.939	2.856
R1	2.891	2.891	2.849	2.876
PP	2.861	2.861	2.861	2.854
S1	2.813	2.813	2.835	2.798
S2	2.783	2.783	2.828
S3	2.705	2.735	2.821
S4	2.627	2.657	2.799

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	2.989	2.832	0.157	5.5%	0.074	2.6%	6%	False	True	12,751
10	3.013	2.832	0.181	6.4%	0.057	2.0%	6%	False	True	9,698
20	3.097	2.832	0.265	9.3%	0.055	1.9%	4%	False	True	9,094
40	3.282	2.832	0.450	15.8%	0.054	1.9%	2%	False	True	6,976
60	3.333	2.832	0.501	17.6%	0.055	2.0%	2%	False	True	5,792

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.242
2.618	3.114
1.618	3.036
1.000	2.988
0.618	2.958
HIGH	2.910
0.618	2.880
0.500	2.871
0.382	2.862
LOW	2.832
0.618	2.784
1.000	2.754
1.618	2.706
2.618	2.628
4.250	2.501

Fisher Pivots for day following 30-Sep-2015
Pivot	1 day	3 day
R1	2.871	2.911
PP	2.861	2.888
S1	2.852	2.865

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

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