NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 22-Sep-2015

Day Change Summary
	Previous	Current
	21-Sep-2015	22-Sep-2015	Change	Change %	Previous Week
Open	2.760	2.760	0.000	0.0%	2.863
High	2.768	2.773	0.005	0.2%	2.907
Low	2.744	2.751	0.007	0.3%	2.776
Close	2.755	2.756	0.001	0.0%	2.777
Range	0.024	0.022	-0.002	-8.3%	0.131
ATR	0.039	0.037	-0.001	-3.1%	0.000
Volume	1,949	1,143	-806	-41.4%	8,036

Daily Pivots for day following 22-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.826	2.813	2.768
R3	2.804	2.791	2.762
R2	2.782	2.782	2.760
R1	2.769	2.769	2.758	2.765
PP	2.760	2.760	2.760	2.758
S1	2.747	2.747	2.754	2.743
S2	2.738	2.738	2.752
S3	2.716	2.725	2.750
S4	2.694	2.703	2.744

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.213	3.126	2.849
R3	3.082	2.995	2.813
R2	2.951	2.951	2.801
R1	2.864	2.864	2.789	2.842
PP	2.820	2.820	2.820	2.809
S1	2.733	2.733	2.765	2.711
S2	2.689	2.689	2.753
S3	2.558	2.602	2.741
S4	2.427	2.471	2.705

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.871	2.744	0.127	4.6%	0.034	1.2%	9%	False	False	1,444
10	2.907	2.744	0.163	5.9%	0.035	1.3%	7%	False	False	1,693

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	0.007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.867
2.618	2.831
1.618	2.809
1.000	2.795
0.618	2.787
HIGH	2.773
0.618	2.765
0.500	2.762
0.382	2.759
LOW	2.751
0.618	2.737
1.000	2.729
1.618	2.715
2.618	2.693
4.250	2.658

Fisher Pivots for day following 22-Sep-2015
Pivot	1 day	3 day
R1	2.762	2.788
PP	2.760	2.777
S1	2.758	2.767

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

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