NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 28-Sep-2015

Day Change Summary
	Previous	Current
	25-Sep-2015	28-Sep-2015	Change	Change %	Previous Week
Open	2.933	2.937	0.004	0.1%	2.890
High	2.935	2.956	0.021	0.7%	2.936
Low	2.869	2.897	0.028	1.0%	2.853
Close	2.895	2.926	0.031	1.1%	2.895
Range	0.066	0.059	-0.007	-10.6%	0.083
ATR	0.053	0.054	0.001	1.1%	0.000
Volume	13,653	22,888	9,235	67.6%	56,911

Daily Pivots for day following 28-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.103	3.074	2.958
R3	3.044	3.015	2.942
R2	2.985	2.985	2.937
R1	2.956	2.956	2.931	2.941
PP	2.926	2.926	2.926	2.919
S1	2.897	2.897	2.921	2.882
S2	2.867	2.867	2.915
S3	2.808	2.838	2.910
S4	2.749	2.779	2.894

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.144	3.102	2.941
R3	3.061	3.019	2.918
R2	2.978	2.978	2.910
R1	2.936	2.936	2.903	2.957
PP	2.895	2.895	2.895	2.905
S1	2.853	2.853	2.887	2.874
S2	2.812	2.812	2.880
S3	2.729	2.770	2.872
S4	2.646	2.687	2.849

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.956	2.853	0.103	3.5%	0.051	1.8%	71%	True	False	13,262
10	3.062	2.853	0.209	7.1%	0.051	1.7%	35%	False	False	11,666
20	3.062	2.853	0.209	7.1%	0.048	1.6%	35%	False	False	11,476
40	3.238	2.853	0.385	13.2%	0.051	1.7%	19%	False	False	9,632

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.207
2.618	3.110
1.618	3.051
1.000	3.015
0.618	2.992
HIGH	2.956
0.618	2.933
0.500	2.927
0.382	2.920
LOW	2.897
0.618	2.861
1.000	2.838
1.618	2.802
2.618	2.743
4.250	2.646

Fisher Pivots for day following 28-Sep-2015
Pivot	1 day	3 day
R1	2.927	2.919
PP	2.926	2.912
S1	2.926	2.905

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

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