NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Sep-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-Sep-2015 | 09-Sep-2015 | Change | Change % | Previous Week |  
                        | Open | 2.997 | 3.032 | 0.035 | 1.2% | 3.013 |  
                        | High | 3.054 | 3.041 | -0.013 | -0.4% | 3.051 |  
                        | Low | 2.997 | 2.995 | -0.002 | -0.1% | 2.953 |  
                        | Close | 3.049 | 3.007 | -0.042 | -1.4% | 3.007 |  
                        | Range | 0.057 | 0.046 | -0.011 | -19.3% | 0.098 |  
                        | ATR | 0.062 | 0.061 | -0.001 | -0.9% | 0.000 |  
                        | Volume | 26,303 | 22,636 | -3,667 | -13.9% | 113,012 |  | 
    
| 
        
            | Daily Pivots for day following 09-Sep-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.152 | 3.126 | 3.032 |  |  
                | R3 | 3.106 | 3.080 | 3.020 |  |  
                | R2 | 3.060 | 3.060 | 3.015 |  |  
                | R1 | 3.034 | 3.034 | 3.011 | 3.024 |  
                | PP | 3.014 | 3.014 | 3.014 | 3.010 |  
                | S1 | 2.988 | 2.988 | 3.003 | 2.978 |  
                | S2 | 2.968 | 2.968 | 2.999 |  |  
                | S3 | 2.922 | 2.942 | 2.994 |  |  
                | S4 | 2.876 | 2.896 | 2.982 |  |  | 
        
            | 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 | 3.054 | 2.953 | 0.101 | 3.4% | 0.057 | 1.9% | 53% | False | False | 24,799 |  
                | 10 | 3.054 | 2.953 | 0.101 | 3.4% | 0.052 | 1.7% | 53% | False | False | 21,295 |  
                | 20 | 3.293 | 2.953 | 0.340 | 11.3% | 0.057 | 1.9% | 16% | False | False | 22,858 |  
                | 40 | 3.343 | 2.953 | 0.390 | 13.0% | 0.060 | 2.0% | 14% | False | False | 20,296 |  
                | 60 | 3.383 | 2.953 | 0.430 | 14.3% | 0.063 | 2.1% | 13% | False | False | 18,708 |  
                | 80 | 3.483 | 2.953 | 0.530 | 17.6% | 0.066 | 2.2% | 10% | False | False | 17,667 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.237 |  
            | 2.618 | 3.161 |  
            | 1.618 | 3.115 |  
            | 1.000 | 3.087 |  
            | 0.618 | 3.069 |  
            | HIGH | 3.041 |  
            | 0.618 | 3.023 |  
            | 0.500 | 3.018 |  
            | 0.382 | 3.013 |  
            | LOW | 2.995 |  
            | 0.618 | 2.967 |  
            | 1.000 | 2.949 |  
            | 1.618 | 2.921 |  
            | 2.618 | 2.875 |  
            | 4.250 | 2.800 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 09-Sep-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.018 | 3.025 |  
                                | PP | 3.014 | 3.019 |  
                                | S1 | 3.011 | 3.013 |  |