NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Sep-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Sep-2015 | 04-Sep-2015 | Change | Change % | Previous Week |  
                        | Open | 2.962 | 3.032 | 0.070 | 2.4% | 3.013 |  
                        | High | 3.051 | 3.032 | -0.019 | -0.6% | 3.051 |  
                        | Low | 2.953 | 2.997 | 0.044 | 1.5% | 2.953 |  
                        | Close | 3.042 | 3.007 | -0.035 | -1.2% | 3.007 |  
                        | Range | 0.098 | 0.035 | -0.063 | -64.3% | 0.098 |  
                        | ATR | 0.064 | 0.062 | -0.001 | -2.1% | 0.000 |  
                        | Volume | 33,595 | 22,977 | -10,618 | -31.6% | 113,012 |  | 
    
| 
        
            | Daily Pivots for day following 04-Sep-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.117 | 3.097 | 3.026 |  |  
                | R3 | 3.082 | 3.062 | 3.017 |  |  
                | R2 | 3.047 | 3.047 | 3.013 |  |  
                | R1 | 3.027 | 3.027 | 3.010 | 3.020 |  
                | PP | 3.012 | 3.012 | 3.012 | 3.008 |  
                | S1 | 2.992 | 2.992 | 3.004 | 2.985 |  
                | S2 | 2.977 | 2.977 | 3.001 |  |  
                | S3 | 2.942 | 2.957 | 2.997 |  |  
                | S4 | 2.907 | 2.922 | 2.988 |  |  | 
        
            | Weekly Pivots for week ending 04-Sep-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.298 | 3.250 | 3.061 |  |  
                | R3 | 3.200 | 3.152 | 3.034 |  |  
                | R2 | 3.102 | 3.102 | 3.025 |  |  
                | R1 | 3.054 | 3.054 | 3.016 | 3.029 |  
                | PP | 3.004 | 3.004 | 3.004 | 2.991 |  
                | S1 | 2.956 | 2.956 | 2.998 | 2.931 |  
                | S2 | 2.906 | 2.906 | 2.989 |  |  
                | S3 | 2.808 | 2.858 | 2.980 |  |  
                | S4 | 2.710 | 2.760 | 2.953 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3.051 | 2.953 | 0.098 | 3.3% | 0.053 | 1.8% | 55% | False | False | 22,602 |  
                | 10 | 3.054 | 2.953 | 0.101 | 3.4% | 0.052 | 1.7% | 53% | False | False | 20,709 |  
                | 20 | 3.293 | 2.953 | 0.340 | 11.3% | 0.056 | 1.9% | 16% | False | False | 22,556 |  
                | 40 | 3.343 | 2.953 | 0.390 | 13.0% | 0.062 | 2.0% | 14% | False | False | 20,235 |  
                | 60 | 3.383 | 2.953 | 0.430 | 14.3% | 0.064 | 2.1% | 13% | False | False | 18,323 |  
                | 80 | 3.483 | 2.953 | 0.530 | 17.6% | 0.066 | 2.2% | 10% | False | False | 17,375 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.181 |  
            | 2.618 | 3.124 |  
            | 1.618 | 3.089 |  
            | 1.000 | 3.067 |  
            | 0.618 | 3.054 |  
            | HIGH | 3.032 |  
            | 0.618 | 3.019 |  
            | 0.500 | 3.015 |  
            | 0.382 | 3.010 |  
            | LOW | 2.997 |  
            | 0.618 | 2.975 |  
            | 1.000 | 2.962 |  
            | 1.618 | 2.940 |  
            | 2.618 | 2.905 |  
            | 4.250 | 2.848 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-Sep-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.015 | 3.005 |  
                                | PP | 3.012 | 3.004 |  
                                | S1 | 3.010 | 3.002 |  |