Version 15.01 does have the capability that you desire using ZTest. (I don't know if earlier versions have the same capability.)
data = {25.8647, 25.3113, 0.350142, 35.0944, 36.2414, 11.4123, 24.9098, 32.1332, 16.796, 24.8063,
26.8009, 14.7857, 13.0858, 8.94399,13.1206, 26.5832, 25.1422, 16.6402, 11.4184, 19.9889,
18.0541, 5.96155, 10.0364, 26.6577, 19.8609};
Mean[data]
(* 19.6 *)
ZTest[data, 9.6^2, 22, {"PValue", "TestStatistic"}, AlternativeHypothesis -> "Less"]
(* {0.10565, -1.25} *)