NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 23-Sep-2015

Day Change Summary
	Previous	Current
	22-Sep-2015	23-Sep-2015	Change	Change %	Previous Week
Open	2.760	2.754	-0.006	-0.2%	2.863
High	2.773	2.764	-0.009	-0.3%	2.907
Low	2.751	2.750	-0.001	0.0%	2.776
Close	2.756	2.761	0.005	0.2%	2.777
Range	0.022	0.014	-0.008	-36.4%	0.131
ATR	0.037	0.036	-0.002	-4.5%	0.000
Volume	1,143	1,744	601	52.6%	8,036

Daily Pivots for day following 23-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.800	2.795	2.769
R3	2.786	2.781	2.765
R2	2.772	2.772	2.764
R1	2.767	2.767	2.762	2.770
PP	2.758	2.758	2.758	2.760
S1	2.753	2.753	2.760	2.756
S2	2.744	2.744	2.758
S3	2.730	2.739	2.757
S4	2.716	2.725	2.753

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	2.838	2.744	0.094	3.4%	0.027	1.0%	18%	False	False	1,450
10	2.907	2.744	0.163	5.9%	0.033	1.2%	10%	False	False	1,660

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 17 trading days

Fibonacci Retracements and Extensions
4.250	2.824
2.618	2.801
1.618	2.787
1.000	2.778
0.618	2.773
HIGH	2.764
0.618	2.759
0.500	2.757
0.382	2.755
LOW	2.750
0.618	2.741
1.000	2.736
1.618	2.727
2.618	2.713
4.250	2.691

Fisher Pivots for day following 23-Sep-2015
Pivot	1 day	3 day
R1	2.760	2.760
PP	2.758	2.759
S1	2.757	2.759

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

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