NYMEX Natural Gas Future December 2015

Trading Metrics calculated at close of trading on 08-Sep-2015

Day Change Summary
	Previous	Current
	04-Sep-2015	08-Sep-2015	Change	Change %	Previous Week
Open	2.923	2.897	-0.026	-0.9%	2.910
High	2.923	2.949	0.026	0.9%	2.943
Low	2.888	2.890	0.002	0.1%	2.840
Close	2.897	2.943	0.046	1.6%	2.897
Range	0.035	0.059	0.024	68.6%	0.103
ATR	0.064	0.064	0.000	-0.6%	0.000
Volume	26,385	24,725	-1,660	-6.3%	97,310

Daily Pivots for day following 08-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.104	3.083	2.975
R3	3.045	3.024	2.959
R2	2.986	2.986	2.954
R1	2.965	2.965	2.948	2.976
PP	2.927	2.927	2.927	2.933
S1	2.906	2.906	2.938	2.917
S2	2.868	2.868	2.932
S3	2.809	2.847	2.927
S4	2.750	2.788	2.911

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.202	3.153	2.954
R3	3.099	3.050	2.925
R2	2.996	2.996	2.916
R1	2.947	2.947	2.906	2.920
PP	2.893	2.893	2.893	2.880
S1	2.844	2.844	2.888	2.817
S2	2.790	2.790	2.878
S3	2.687	2.741	2.869
S4	2.584	2.638	2.840

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.949	2.840	0.109	3.7%	0.059	2.0%	94%	True	False	21,707
10	2.949	2.840	0.109	3.7%	0.054	1.8%	94%	True	False	20,231
20	3.197	2.840	0.357	12.1%	0.060	2.0%	29%	False	False	20,123
40	3.237	2.840	0.397	13.5%	0.063	2.1%	26%	False	False	17,596
60	3.283	2.840	0.443	15.1%	0.065	2.2%	23%	False	False	15,874
80	3.391	2.840	0.551	18.7%	0.068	2.3%	19%	False	False	14,292
100	3.391	2.840	0.551	18.7%	0.067	2.3%	19%	False	False	12,663
120	3.391	2.840	0.551	18.7%	0.067	2.3%	19%	False	False	11,321

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.200
2.618	3.103
1.618	3.044
1.000	3.008
0.618	2.985
HIGH	2.949
0.618	2.926
0.500	2.920
0.382	2.913
LOW	2.890
0.618	2.854
1.000	2.831
1.618	2.795
2.618	2.736
4.250	2.639

Fisher Pivots for day following 08-Sep-2015
Pivot	1 day	3 day
R1	2.935	2.927
PP	2.927	2.911
S1	2.920	2.895

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

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