NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 02-Sep-2015

Day Change Summary
	Previous	Current
	01-Sep-2015	02-Sep-2015	Change	Change %	Previous Week
Open	2.758	2.762	0.004	0.1%	2.767
High	2.789	2.762	-0.027	-1.0%	2.803
Low	2.743	2.705	-0.038	-1.4%	2.726
Close	2.771	2.720	-0.051	-1.8%	2.792
Range	0.046	0.057	0.011	23.9%	0.077
ATR	0.067	0.067	0.000	-0.1%	0.000
Volume	35,999	25,981	-10,018	-27.8%	163,164

Daily Pivots for day following 02-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.900	2.867	2.751
R3	2.843	2.810	2.736
R2	2.786	2.786	2.730
R1	2.753	2.753	2.725	2.741
PP	2.729	2.729	2.729	2.723
S1	2.696	2.696	2.715	2.684
S2	2.672	2.672	2.710
S3	2.615	2.639	2.704
S4	2.558	2.582	2.689

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.005	2.975	2.834
R3	2.928	2.898	2.813
R2	2.851	2.851	2.806
R1	2.821	2.821	2.799	2.836
PP	2.774	2.774	2.774	2.781
S1	2.744	2.744	2.785	2.759
S2	2.697	2.697	2.778
S3	2.620	2.667	2.771
S4	2.543	2.590	2.750

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.801	2.705	0.096	3.5%	0.054	2.0%	16%	False	True	29,046
10	2.900	2.705	0.195	7.2%	0.061	2.2%	8%	False	True	32,577
20	3.052	2.705	0.347	12.8%	0.063	2.3%	4%	False	True	41,247
40	3.079	2.705	0.374	13.8%	0.068	2.5%	4%	False	True	32,834
60	3.118	2.705	0.413	15.2%	0.071	2.6%	4%	False	True	28,276
80	3.254	2.705	0.549	20.2%	0.075	2.8%	3%	False	True	24,691
100	3.254	2.705	0.549	20.2%	0.074	2.7%	3%	False	True	21,324
120	3.254	2.705	0.549	20.2%	0.073	2.7%	3%	False	True	18,725

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.004
2.618	2.911
1.618	2.854
1.000	2.819
0.618	2.797
HIGH	2.762
0.618	2.740
0.500	2.734
0.382	2.727
LOW	2.705
0.618	2.670
1.000	2.648
1.618	2.613
2.618	2.556
4.250	2.463

Fisher Pivots for day following 02-Sep-2015
Pivot	1 day	3 day
R1	2.734	2.747
PP	2.729	2.738
S1	2.725	2.729

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

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