NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 21-Sep-2015

Day Change Summary
	Previous	Current
	18-Sep-2015	21-Sep-2015	Change	Change %	Previous Week
Open	2.957	2.890	-0.067	-2.3%	3.009
High	2.967	2.896	-0.071	-2.4%	3.062
Low	2.906	2.867	-0.039	-1.3%	2.906
Close	2.907	2.877	-0.030	-1.0%	2.907
Range	0.061	0.029	-0.032	-52.5%	0.156
ATR	0.055	0.054	-0.001	-1.9%	0.000
Volume	9,369	13,487	4,118	44.0%	52,667

Daily Pivots for day following 21-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.967	2.951	2.893
R3	2.938	2.922	2.885
R2	2.909	2.909	2.882
R1	2.893	2.893	2.880	2.887
PP	2.880	2.880	2.880	2.877
S1	2.864	2.864	2.874	2.858
S2	2.851	2.851	2.872
S3	2.822	2.835	2.869
S4	2.793	2.806	2.861

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.426	3.323	2.993
R3	3.270	3.167	2.950
R2	3.114	3.114	2.936
R1	3.011	3.011	2.921	2.985
PP	2.958	2.958	2.958	2.945
S1	2.855	2.855	2.893	2.829
S2	2.802	2.802	2.878
S3	2.646	2.699	2.864
S4	2.490	2.543	2.821

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.062	2.867	0.195	6.8%	0.050	1.7%	5%	False	True	10,069
10	3.062	2.867	0.195	6.8%	0.049	1.7%	5%	False	True	11,048
20	3.062	2.867	0.195	6.8%	0.047	1.6%	5%	False	True	9,708
40	3.238	2.867	0.371	12.9%	0.052	1.8%	3%	False	True	8,656

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	3.019
2.618	2.972
1.618	2.943
1.000	2.925
0.618	2.914
HIGH	2.896
0.618	2.885
0.500	2.882
0.382	2.878
LOW	2.867
0.618	2.849
1.000	2.838
1.618	2.820
2.618	2.791
4.250	2.744

Fisher Pivots for day following 21-Sep-2015
Pivot	1 day	3 day
R1	2.882	2.922
PP	2.880	2.907
S1	2.879	2.892

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

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