NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 29-Sep-2015

Day Change Summary
	Previous	Current
	28-Sep-2015	29-Sep-2015	Change	Change %	Previous Week
Open	2.937	2.924	-0.013	-0.4%	2.890
High	2.956	2.927	-0.029	-1.0%	2.936
Low	2.897	2.855	-0.042	-1.4%	2.853
Close	2.926	2.861	-0.065	-2.2%	2.895
Range	0.059	0.072	0.013	22.0%	0.083
ATR	0.054	0.055	0.001	2.5%	0.000
Volume	22,888	18,144	-4,744	-20.7%	56,911

Daily Pivots for day following 29-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.097	3.051	2.901
R3	3.025	2.979	2.881
R2	2.953	2.953	2.874
R1	2.907	2.907	2.868	2.894
PP	2.881	2.881	2.881	2.875
S1	2.835	2.835	2.854	2.822
S2	2.809	2.809	2.848
S3	2.737	2.763	2.841
S4	2.665	2.691	2.821

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	3.6%	0.060	2.1%	8%	False	False	15,504
10	3.026	2.853	0.173	6.0%	0.054	1.9%	5%	False	False	12,410
20	3.062	2.853	0.209	7.3%	0.050	1.7%	4%	False	False	11,983
40	3.238	2.853	0.385	13.5%	0.051	1.8%	2%	False	False	9,877

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.233
2.618	3.115
1.618	3.043
1.000	2.999
0.618	2.971
HIGH	2.927
0.618	2.899
0.500	2.891
0.382	2.883
LOW	2.855
0.618	2.811
1.000	2.783
1.618	2.739
2.618	2.667
4.250	2.549

Fisher Pivots for day following 29-Sep-2015
Pivot	1 day	3 day
R1	2.891	2.906
PP	2.881	2.891
S1	2.871	2.876

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

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