NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | 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 | 3.007 | 2.962 | -0.045 | -1.5% | 3.020 |  
                        | High | 3.007 | 3.051 | 0.044 | 1.5% | 3.054 |  
                        | Low | 2.957 | 2.953 | -0.004 | -0.1% | 2.981 |  
                        | Close | 2.969 | 3.042 | 0.073 | 2.5% | 3.048 |  
                        | Range | 0.050 | 0.098 | 0.048 | 96.0% | 0.073 |  
                        | ATR | 0.061 | 0.064 | 0.003 | 4.3% | 0.000 |  
                        | Volume | 18,488 | 33,595 | 15,107 | 81.7% | 94,087 |  | 
    
| 
        
            | Daily Pivots for day following 03-Sep-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.309 | 3.274 | 3.096 |  |  
                | R3 | 3.211 | 3.176 | 3.069 |  |  
                | R2 | 3.113 | 3.113 | 3.060 |  |  
                | R1 | 3.078 | 3.078 | 3.051 | 3.096 |  
                | PP | 3.015 | 3.015 | 3.015 | 3.024 |  
                | S1 | 2.980 | 2.980 | 3.033 | 2.998 |  
                | S2 | 2.917 | 2.917 | 3.024 |  |  
                | S3 | 2.819 | 2.882 | 3.015 |  |  
                | S4 | 2.721 | 2.784 | 2.988 |  |  | 
        
            | 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 | 2.953 | 0.101 | 3.3% | 0.057 | 1.9% | 88% | False | True | 20,073 |  
                | 10 | 3.131 | 2.953 | 0.178 | 5.9% | 0.058 | 1.9% | 50% | False | True | 19,996 |  
                | 20 | 3.293 | 2.953 | 0.340 | 11.2% | 0.056 | 1.9% | 26% | False | True | 22,519 |  
                | 40 | 3.343 | 2.953 | 0.390 | 12.8% | 0.062 | 2.0% | 23% | False | True | 20,041 |  
                | 60 | 3.383 | 2.953 | 0.430 | 14.1% | 0.064 | 2.1% | 21% | False | True | 18,278 |  
                | 80 | 3.483 | 2.953 | 0.530 | 17.4% | 0.067 | 2.2% | 17% | False | True | 17,291 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.468 |  
            | 2.618 | 3.308 |  
            | 1.618 | 3.210 |  
            | 1.000 | 3.149 |  
            | 0.618 | 3.112 |  
            | HIGH | 3.051 |  
            | 0.618 | 3.014 |  
            | 0.500 | 3.002 |  
            | 0.382 | 2.990 |  
            | LOW | 2.953 |  
            | 0.618 | 2.892 |  
            | 1.000 | 2.855 |  
            | 1.618 | 2.794 |  
            | 2.618 | 2.696 |  
            | 4.250 | 2.537 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Sep-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.029 | 3.029 |  
                                | PP | 3.015 | 3.015 |  
                                | S1 | 3.002 | 3.002 |  |