NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 01-Oct-2015

Day Change Summary
	Previous	Current
	30-Sep-2015	01-Oct-2015	Change	Change %	Previous Week
Open	2.870	2.811	-0.059	-2.1%	2.890
High	2.877	2.819	-0.058	-2.0%	2.936
Low	2.803	2.737	-0.066	-2.4%	2.853
Close	2.814	2.749	-0.065	-2.3%	2.895
Range	0.074	0.082	0.008	10.8%	0.083
ATR	0.056	0.058	0.002	3.3%	0.000
Volume	20,448	25,999	5,551	27.1%	56,911

Daily Pivots for day following 01-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.014	2.964	2.794
R3	2.932	2.882	2.772
R2	2.850	2.850	2.764
R1	2.800	2.800	2.757	2.784
PP	2.768	2.768	2.768	2.761
S1	2.718	2.718	2.741	2.702
S2	2.686	2.686	2.734
S3	2.604	2.636	2.726
S4	2.522	2.554	2.704

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	2.737	0.219	8.0%	0.071	2.6%	5%	False	True	20,226
10	2.967	2.737	0.230	8.4%	0.058	2.1%	5%	False	True	15,375
20	3.062	2.737	0.325	11.8%	0.054	2.0%	4%	False	True	13,468
40	3.238	2.737	0.501	18.2%	0.052	1.9%	2%	False	True	10,499
60	3.290	2.737	0.553	20.1%	0.055	2.0%	2%	False	True	9,490

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	3.168
2.618	3.034
1.618	2.952
1.000	2.901
0.618	2.870
HIGH	2.819
0.618	2.788
0.500	2.778
0.382	2.768
LOW	2.737
0.618	2.686
1.000	2.655
1.618	2.604
2.618	2.522
4.250	2.389

Fisher Pivots for day following 01-Oct-2015
Pivot	1 day	3 day
R1	2.778	2.832
PP	2.768	2.804
S1	2.759	2.777

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

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