NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 28-Aug-2015

Day Change Summary
	Previous	Current
	27-Aug-2015	28-Aug-2015	Change	Change %	Previous Week
Open	3.026	3.004	-0.022	-0.7%	3.020
High	3.044	3.054	0.010	0.3%	3.054
Low	2.984	3.000	0.016	0.5%	2.981
Close	3.006	3.048	0.042	1.4%	3.048
Range	0.060	0.054	-0.006	-10.0%	0.073
ATR	0.063	0.062	-0.001	-1.0%	0.000
Volume	22,633	10,331	-12,302	-54.4%	94,087

Daily Pivots for day following 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.196	3.176	3.078
R3	3.142	3.122	3.063
R2	3.088	3.088	3.058
R1	3.068	3.068	3.053	3.078
PP	3.034	3.034	3.034	3.039
S1	3.014	3.014	3.043	3.024
S2	2.980	2.980	3.038
S3	2.926	2.960	3.033
S4	2.872	2.906	3.018

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.247	3.220	3.088
R3	3.174	3.147	3.068
R2	3.101	3.101	3.061
R1	3.074	3.074	3.055	3.088
PP	3.028	3.028	3.028	3.034
S1	3.001	3.001	3.041	3.015
S2	2.955	2.955	3.035
S3	2.882	2.928	3.028
S4	2.809	2.855	3.008

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.054	2.981	0.073	2.4%	0.051	1.7%	92%	True	False	18,817
10	3.182	2.981	0.201	6.6%	0.057	1.9%	33%	False	False	20,283
20	3.293	2.981	0.312	10.2%	0.059	1.9%	21%	False	False	23,032
40	3.343	2.981	0.362	11.9%	0.064	2.1%	19%	False	False	19,322
60	3.383	2.981	0.402	13.2%	0.066	2.2%	17%	False	False	18,094

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.284
2.618	3.195
1.618	3.141
1.000	3.108
0.618	3.087
HIGH	3.054
0.618	3.033
0.500	3.027
0.382	3.021
LOW	3.000
0.618	2.967
1.000	2.946
1.618	2.913
2.618	2.859
4.250	2.771

Fisher Pivots for day following 28-Aug-2015
Pivot	1 day	3 day
R1	3.041	3.038
PP	3.034	3.029
S1	3.027	3.019

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

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