NYMEX Natural Gas Future April 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	2.787	2.733	-0.054	-1.9%	2.757
High	2.790	2.749	-0.041	-1.5%	2.803
Low	2.727	2.680	-0.047	-1.7%	2.730
Close	2.731	2.688	-0.043	-1.6%	2.764
Range	0.063	0.069	0.006	9.5%	0.073
ATR	0.047	0.048	0.002	3.4%	0.000
Volume	18,687	18,253	-434	-2.3%	50,913

Daily Pivots for day following 30-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.913	2.869	2.726
R3	2.844	2.800	2.707
R2	2.775	2.775	2.701
R1	2.731	2.731	2.694	2.719
PP	2.706	2.706	2.706	2.699
S1	2.662	2.662	2.682	2.650
S2	2.637	2.637	2.675
S3	2.568	2.593	2.669
S4	2.499	2.524	2.650

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.985	2.947	2.804
R3	2.912	2.874	2.784
R2	2.839	2.839	2.777
R1	2.801	2.801	2.771	2.820
PP	2.766	2.766	2.766	2.775
S1	2.728	2.728	2.757	2.747
S2	2.693	2.693	2.751
S3	2.620	2.655	2.744
S4	2.547	2.582	2.724

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.811	2.680	0.131	4.9%	0.063	2.3%	6%	False	True	16,582
10	2.839	2.680	0.159	5.9%	0.048	1.8%	5%	False	True	12,402
20	2.912	2.680	0.232	8.6%	0.044	1.6%	3%	False	True	11,638
40	3.056	2.680	0.376	14.0%	0.044	1.6%	2%	False	True	9,895

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	3.042
2.618	2.930
1.618	2.861
1.000	2.818
0.618	2.792
HIGH	2.749
0.618	2.723
0.500	2.715
0.382	2.706
LOW	2.680
0.618	2.637
1.000	2.611
1.618	2.568
2.618	2.499
4.250	2.387

Fisher Pivots for day following 30-Sep-2015
Pivot	1 day	3 day
R1	2.715	2.746
PP	2.706	2.726
S1	2.697	2.707

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

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