NYMEX Natural Gas Future December 2015

Trading Metrics calculated at close of trading on 03-Sep-2015

Day Change Summary
	Previous	Current
	02-Sep-2015	03-Sep-2015	Change	Change %	Previous Week
Open	2.895	2.848	-0.047	-1.6%	2.916
High	2.895	2.943	0.048	1.7%	2.947
Low	2.845	2.840	-0.005	-0.2%	2.878
Close	2.857	2.934	0.077	2.7%	2.939
Range	0.050	0.103	0.053	106.0%	0.069
ATR	0.063	0.066	0.003	4.5%	0.000
Volume	22,936	17,034	-5,902	-25.7%	98,055

Daily Pivots for day following 03-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.215	3.177	2.991
R3	3.112	3.074	2.962
R2	3.009	3.009	2.953
R1	2.971	2.971	2.943	2.990
PP	2.906	2.906	2.906	2.915
S1	2.868	2.868	2.925	2.887
S2	2.803	2.803	2.915
S3	2.700	2.765	2.906
S4	2.597	2.662	2.877

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.128	3.103	2.977
R3	3.059	3.034	2.958
R2	2.990	2.990	2.952
R1	2.965	2.965	2.945	2.978
PP	2.921	2.921	2.921	2.928
S1	2.896	2.896	2.933	2.909
S2	2.852	2.852	2.926
S3	2.783	2.827	2.920
S4	2.714	2.758	2.901

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.946	2.840	0.106	3.6%	0.058	2.0%	89%	False	True	18,301
10	3.031	2.840	0.191	6.5%	0.059	2.0%	49%	False	True	18,867
20	3.197	2.840	0.357	12.2%	0.059	2.0%	26%	False	True	19,677
40	3.237	2.840	0.397	13.5%	0.064	2.2%	24%	False	True	17,066
60	3.283	2.840	0.443	15.1%	0.065	2.2%	21%	False	True	15,477
80	3.391	2.840	0.551	18.8%	0.069	2.3%	17%	False	True	13,878
100	3.391	2.840	0.551	18.8%	0.069	2.3%	17%	False	True	12,290
120	3.391	2.840	0.551	18.8%	0.068	2.3%	17%	False	True	10,973

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	3.381
2.618	3.213
1.618	3.110
1.000	3.046
0.618	3.007
HIGH	2.943
0.618	2.904
0.500	2.892
0.382	2.879
LOW	2.840
0.618	2.776
1.000	2.737
1.618	2.673
2.618	2.570
4.250	2.402

Fisher Pivots for day following 03-Sep-2015
Pivot	1 day	3 day
R1	2.920	2.920
PP	2.906	2.906
S1	2.892	2.892

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

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