NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Sep-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 31-Aug-2015 | 01-Sep-2015 | Change | Change % | Previous Week |  
                        | Open | 3.013 | 3.013 | 0.000 | 0.0% | 3.020 |  
                        | High | 3.020 | 3.041 | 0.021 | 0.7% | 3.054 |  
                        | Low | 2.983 | 2.997 | 0.014 | 0.5% | 2.981 |  
                        | Close | 3.016 | 3.017 | 0.001 | 0.0% | 3.048 |  
                        | Range | 0.037 | 0.044 | 0.007 | 18.9% | 0.073 |  
                        | ATR | 0.062 | 0.061 | -0.001 | -2.1% | 0.000 |  
                        | Volume | 17,031 | 20,921 | 3,890 | 22.8% | 94,087 |  | 
    
| 
        
            | Daily Pivots for day following 01-Sep-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.150 | 3.128 | 3.041 |  |  
                | R3 | 3.106 | 3.084 | 3.029 |  |  
                | R2 | 3.062 | 3.062 | 3.025 |  |  
                | R1 | 3.040 | 3.040 | 3.021 | 3.051 |  
                | PP | 3.018 | 3.018 | 3.018 | 3.024 |  
                | S1 | 2.996 | 2.996 | 3.013 | 3.007 |  
                | S2 | 2.974 | 2.974 | 3.009 |  |  
                | S3 | 2.930 | 2.952 | 3.005 |  |  
                | S4 | 2.886 | 2.908 | 2.993 |  |  | 
        
            | 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 | 2.983 | 0.071 | 2.4% | 0.046 | 1.5% | 48% | False | False | 17,790 |  
                | 10 | 3.146 | 2.981 | 0.165 | 5.5% | 0.055 | 1.8% | 22% | False | False | 20,401 |  
                | 20 | 3.293 | 2.981 | 0.312 | 10.3% | 0.057 | 1.9% | 12% | False | False | 22,648 |  
                | 40 | 3.343 | 2.981 | 0.362 | 12.0% | 0.061 | 2.0% | 10% | False | False | 19,612 |  
                | 60 | 3.383 | 2.981 | 0.402 | 13.3% | 0.065 | 2.2% | 9% | False | False | 18,157 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.228 |  
            | 2.618 | 3.156 |  
            | 1.618 | 3.112 |  
            | 1.000 | 3.085 |  
            | 0.618 | 3.068 |  
            | HIGH | 3.041 |  
            | 0.618 | 3.024 |  
            | 0.500 | 3.019 |  
            | 0.382 | 3.014 |  
            | LOW | 2.997 |  
            | 0.618 | 2.970 |  
            | 1.000 | 2.953 |  
            | 1.618 | 2.926 |  
            | 2.618 | 2.882 |  
            | 4.250 | 2.810 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Sep-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.019 | 3.019 |  
                                | PP | 3.018 | 3.018 |  
                                | S1 | 3.018 | 3.018 |  |