NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 16-Sep-2015

Day Change Summary
	Previous	Current
	15-Sep-2015	16-Sep-2015	Change	Change %	Previous Week
Open	3.044	3.023	-0.021	-0.7%	2.972
High	3.062	3.026	-0.036	-1.2%	3.034
Low	3.017	2.961	-0.056	-1.9%	2.963
Close	3.024	2.966	-0.058	-1.9%	2.990
Range	0.045	0.065	0.020	44.4%	0.071
ATR	0.054	0.054	0.001	1.5%	0.000
Volume	10,698	9,740	-958	-9.0%	44,331

Daily Pivots for day following 16-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.179	3.138	3.002
R3	3.114	3.073	2.984
R2	3.049	3.049	2.978
R1	3.008	3.008	2.972	2.996
PP	2.984	2.984	2.984	2.979
S1	2.943	2.943	2.960	2.931
S2	2.919	2.919	2.954
S3	2.854	2.878	2.948
S4	2.789	2.813	2.930

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	2.961	0.101	3.4%	0.053	1.8%	5%	False	True	11,659
10	3.062	2.923	0.139	4.7%	0.049	1.6%	31%	False	False	11,612
20	3.099	2.923	0.176	5.9%	0.049	1.7%	24%	False	False	9,274
40	3.290	2.923	0.367	12.4%	0.054	1.8%	12%	False	False	8,432

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.007
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.302
2.618	3.196
1.618	3.131
1.000	3.091
0.618	3.066
HIGH	3.026
0.618	3.001
0.500	2.994
0.382	2.986
LOW	2.961
0.618	2.921
1.000	2.896
1.618	2.856
2.618	2.791
4.250	2.685

Fisher Pivots for day following 16-Sep-2015
Pivot	1 day	3 day
R1	2.994	3.012
PP	2.984	2.996
S1	2.975	2.981

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

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