NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 04-Sep-2015

Day Change Summary
	Previous	Current
	03-Sep-2015	04-Sep-2015	Change	Change %	Previous Week
Open	2.710	2.785	0.075	2.8%	2.764
High	2.804	2.789	-0.015	-0.5%	2.804
Low	2.702	2.733	0.031	1.1%	2.702
Close	2.796	2.741	-0.055	-2.0%	2.741
Range	0.102	0.056	-0.046	-45.1%	0.102
ATR	0.070	0.069	0.000	-0.7%	0.000
Volume	44,808	36,774	-8,034	-17.9%	169,384

Daily Pivots for day following 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.922	2.888	2.772
R3	2.866	2.832	2.756
R2	2.810	2.810	2.751
R1	2.776	2.776	2.746	2.765
PP	2.754	2.754	2.754	2.749
S1	2.720	2.720	2.736	2.709
S2	2.698	2.698	2.731
S3	2.642	2.664	2.726
S4	2.586	2.608	2.710

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.055	3.000	2.797
R3	2.953	2.898	2.769
R2	2.851	2.851	2.760
R1	2.796	2.796	2.750	2.773
PP	2.749	2.749	2.749	2.737
S1	2.694	2.694	2.732	2.671
S2	2.647	2.647	2.722
S3	2.545	2.592	2.713
S4	2.443	2.490	2.685

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.804	2.702	0.102	3.7%	0.061	2.2%	38%	False	False	33,876
10	2.804	2.702	0.102	3.7%	0.058	2.1%	38%	False	False	33,254
20	3.052	2.702	0.350	12.8%	0.063	2.3%	11%	False	False	40,727
40	3.079	2.702	0.377	13.8%	0.069	2.5%	10%	False	False	33,617
60	3.118	2.702	0.416	15.2%	0.070	2.6%	9%	False	False	28,654
80	3.254	2.702	0.552	20.1%	0.074	2.7%	7%	False	False	25,294
100	3.254	2.702	0.552	20.1%	0.074	2.7%	7%	False	False	22,038
120	3.254	2.702	0.552	20.1%	0.073	2.7%	7%	False	False	19,337

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

Fibonacci Retracements and Extensions
4.250	3.027
2.618	2.936
1.618	2.880
1.000	2.845
0.618	2.824
HIGH	2.789
0.618	2.768
0.500	2.761
0.382	2.754
LOW	2.733
0.618	2.698
1.000	2.677
1.618	2.642
2.618	2.586
4.250	2.495

Fisher Pivots for day following 04-Sep-2015
Pivot	1 day	3 day
R1	2.761	2.753
PP	2.754	2.749
S1	2.748	2.745

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

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