NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 22-Sep-2015

Day Change Summary
	Previous	Current
	21-Sep-2015	22-Sep-2015	Change	Change %	Previous Week
Open	2.890	2.875	-0.015	-0.5%	3.009
High	2.896	2.901	0.005	0.2%	3.062
Low	2.867	2.874	0.007	0.2%	2.906
Close	2.877	2.877	0.000	0.0%	2.907
Range	0.029	0.027	-0.002	-6.9%	0.156
ATR	0.054	0.052	-0.002	-3.5%	0.000
Volume	13,487	6,934	-6,553	-48.6%	52,667

Daily Pivots for day following 22-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.965	2.948	2.892
R3	2.938	2.921	2.884
R2	2.911	2.911	2.882
R1	2.894	2.894	2.879	2.903
PP	2.884	2.884	2.884	2.888
S1	2.867	2.867	2.875	2.876
S2	2.857	2.857	2.872
S3	2.830	2.840	2.870
S4	2.803	2.813	2.862

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	3.026	2.867	0.159	5.5%	0.047	1.6%	6%	False	False	9,317
10	3.062	2.867	0.195	6.8%	0.047	1.6%	5%	False	False	10,573
20	3.062	2.867	0.195	6.8%	0.045	1.6%	5%	False	False	9,760
40	3.238	2.867	0.371	12.9%	0.051	1.8%	3%	False	False	8,742

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.008
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	3.016
2.618	2.972
1.618	2.945
1.000	2.928
0.618	2.918
HIGH	2.901
0.618	2.891
0.500	2.888
0.382	2.884
LOW	2.874
0.618	2.857
1.000	2.847
1.618	2.830
2.618	2.803
4.250	2.759

Fisher Pivots for day following 22-Sep-2015
Pivot	1 day	3 day
R1	2.888	2.917
PP	2.884	2.904
S1	2.881	2.890

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

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