NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 30-Sep-2015

Day Change Summary
	Previous	Current
	29-Sep-2015	30-Sep-2015	Change	Change %	Previous Week
Open	2.924	2.870	-0.054	-1.8%	2.890
High	2.927	2.877	-0.050	-1.7%	2.936
Low	2.855	2.803	-0.052	-1.8%	2.853
Close	2.861	2.814	-0.047	-1.6%	2.895
Range	0.072	0.074	0.002	2.8%	0.083
ATR	0.055	0.056	0.001	2.5%	0.000
Volume	18,144	20,448	2,304	12.7%	56,911

Daily Pivots for day following 30-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.053	3.008	2.855
R3	2.979	2.934	2.834
R2	2.905	2.905	2.828
R1	2.860	2.860	2.821	2.846
PP	2.831	2.831	2.831	2.824
S1	2.786	2.786	2.807	2.772
S2	2.757	2.757	2.800
S3	2.683	2.712	2.794
S4	2.609	2.638	2.773

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	2.803	0.153	5.4%	0.071	2.5%	7%	False	True	18,023
10	2.976	2.803	0.173	6.1%	0.054	1.9%	6%	False	True	13,481
20	3.062	2.803	0.259	9.2%	0.051	1.8%	4%	False	True	12,547
40	3.238	2.803	0.435	15.5%	0.052	1.8%	3%	False	True	10,171
60	3.290	2.803	0.487	17.3%	0.054	1.9%	2%	False	True	9,168

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	3.192
2.618	3.071
1.618	2.997
1.000	2.951
0.618	2.923
HIGH	2.877
0.618	2.849
0.500	2.840
0.382	2.831
LOW	2.803
0.618	2.757
1.000	2.729
1.618	2.683
2.618	2.609
4.250	2.489

Fisher Pivots for day following 30-Sep-2015
Pivot	1 day	3 day
R1	2.840	2.880
PP	2.831	2.858
S1	2.823	2.836

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

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