NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 15-Sep-2015

Day Change Summary
	Previous	Current
	14-Sep-2015	15-Sep-2015	Change	Change %	Previous Week
Open	3.009	3.044	0.035	1.2%	2.972
High	3.047	3.062	0.015	0.5%	3.034
Low	2.993	3.017	0.024	0.8%	2.963
Close	3.038	3.024	-0.014	-0.5%	2.990
Range	0.054	0.045	-0.009	-16.7%	0.071
ATR	0.054	0.054	-0.001	-1.2%	0.000
Volume	15,805	10,698	-5,107	-32.3%	44,331

Daily Pivots for day following 15-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.169	3.142	3.049
R3	3.124	3.097	3.036
R2	3.079	3.079	3.032
R1	3.052	3.052	3.028	3.043
PP	3.034	3.034	3.034	3.030
S1	3.007	3.007	3.020	2.998
S2	2.989	2.989	3.016
S3	2.944	2.962	3.012
S4	2.899	2.917	2.999

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.209	3.170	3.029
R3	3.138	3.099	3.010
R2	3.067	3.067	3.003
R1	3.028	3.028	2.997	3.048
PP	2.996	2.996	2.996	3.005
S1	2.957	2.957	2.983	2.977
S2	2.925	2.925	2.977
S3	2.854	2.886	2.970
S4	2.783	2.815	2.951

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.062	2.963	0.099	3.3%	0.047	1.6%	62%	True	False	11,830
10	3.062	2.923	0.139	4.6%	0.046	1.5%	73%	True	False	11,555
20	3.099	2.923	0.176	5.8%	0.048	1.6%	57%	False	False	9,201
40	3.290	2.923	0.367	12.1%	0.053	1.8%	28%	False	False	8,381

Crabel Price Patterns
NR	True
NR4	True
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	0.008
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.253
2.618	3.180
1.618	3.135
1.000	3.107
0.618	3.090
HIGH	3.062
0.618	3.045
0.500	3.040
0.382	3.034
LOW	3.017
0.618	2.989
1.000	2.972
1.618	2.944
2.618	2.899
4.250	2.826

Fisher Pivots for day following 15-Sep-2015
Pivot	1 day	3 day
R1	3.040	3.020
PP	3.034	3.016
S1	3.029	3.013

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

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