NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 09-Sep-2015

Day Change Summary
	Previous	Current
	08-Sep-2015	09-Sep-2015	Change	Change %	Previous Week
Open	2.972	2.999	0.027	0.9%	2.978
High	3.016	3.001	-0.015	-0.5%	3.013
Low	2.972	2.967	-0.005	-0.2%	2.923
Close	3.014	2.978	-0.036	-1.2%	2.977
Range	0.044	0.034	-0.010	-22.7%	0.090
ATR	0.055	0.054	-0.001	-1.0%	0.000
Volume	11,680	10,595	-1,085	-9.3%	52,738

Daily Pivots for day following 09-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.084	3.065	2.997
R3	3.050	3.031	2.987
R2	3.016	3.016	2.984
R1	2.997	2.997	2.981	2.990
PP	2.982	2.982	2.982	2.978
S1	2.963	2.963	2.975	2.956
S2	2.948	2.948	2.972
S3	2.914	2.929	2.969
S4	2.880	2.895	2.959

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.241	3.199	3.027
R3	3.151	3.109	3.002
R2	3.061	3.061	2.994
R1	3.019	3.019	2.985	2.995
PP	2.971	2.971	2.971	2.959
S1	2.929	2.929	2.969	2.905
S2	2.881	2.881	2.961
S3	2.791	2.839	2.952
S4	2.701	2.749	2.928

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.016	2.923	0.093	3.1%	0.044	1.5%	59%	False	False	11,566
10	3.016	2.923	0.093	3.1%	0.043	1.4%	59%	False	False	9,273
20	3.238	2.923	0.315	10.6%	0.049	1.7%	17%	False	False	8,519
40	3.290	2.923	0.367	12.3%	0.054	1.8%	15%	False	False	7,751

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.146
2.618	3.090
1.618	3.056
1.000	3.035
0.618	3.022
HIGH	3.001
0.618	2.988
0.500	2.984
0.382	2.980
LOW	2.967
0.618	2.946
1.000	2.933
1.618	2.912
2.618	2.878
4.250	2.823

Fisher Pivots for day following 09-Sep-2015
Pivot	1 day	3 day
R1	2.984	2.992
PP	2.982	2.987
S1	2.980	2.983

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

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