NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Sep-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Sep-2015 | 10-Sep-2015 | Change | Change % | Previous Week |  
                        | Open | 3.032 | 3.013 | -0.019 | -0.6% | 3.013 |  
                        | High | 3.041 | 3.069 | 0.028 | 0.9% | 3.051 |  
                        | Low | 2.995 | 3.012 | 0.017 | 0.6% | 2.953 |  
                        | Close | 3.007 | 3.024 | 0.017 | 0.6% | 3.007 |  
                        | Range | 0.046 | 0.057 | 0.011 | 23.9% | 0.098 |  
                        | ATR | 0.061 | 0.061 | 0.000 | 0.1% | 0.000 |  
                        | Volume | 22,636 | 31,211 | 8,575 | 37.9% | 113,012 |  | 
    
| 
        
            | Daily Pivots for day following 10-Sep-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.206 | 3.172 | 3.055 |  |  
                | R3 | 3.149 | 3.115 | 3.040 |  |  
                | R2 | 3.092 | 3.092 | 3.034 |  |  
                | R1 | 3.058 | 3.058 | 3.029 | 3.075 |  
                | PP | 3.035 | 3.035 | 3.035 | 3.044 |  
                | S1 | 3.001 | 3.001 | 3.019 | 3.018 |  
                | S2 | 2.978 | 2.978 | 3.014 |  |  
                | S3 | 2.921 | 2.944 | 3.008 |  |  
                | S4 | 2.864 | 2.887 | 2.993 |  |  | 
        
            | 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 | 3.069 | 2.953 | 0.116 | 3.8% | 0.059 | 1.9% | 61% | True | False | 27,344 |  
                | 10 | 3.069 | 2.953 | 0.116 | 3.8% | 0.054 | 1.8% | 61% | True | False | 22,612 |  
                | 20 | 3.293 | 2.953 | 0.340 | 11.2% | 0.057 | 1.9% | 21% | False | False | 22,172 |  
                | 40 | 3.343 | 2.953 | 0.390 | 12.9% | 0.060 | 2.0% | 18% | False | False | 20,631 |  
                | 60 | 3.383 | 2.953 | 0.430 | 14.2% | 0.062 | 2.1% | 17% | False | False | 19,033 |  
                | 80 | 3.483 | 2.953 | 0.530 | 17.5% | 0.066 | 2.2% | 13% | False | False | 17,975 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.311 |  
            | 2.618 | 3.218 |  
            | 1.618 | 3.161 |  
            | 1.000 | 3.126 |  
            | 0.618 | 3.104 |  
            | HIGH | 3.069 |  
            | 0.618 | 3.047 |  
            | 0.500 | 3.041 |  
            | 0.382 | 3.034 |  
            | LOW | 3.012 |  
            | 0.618 | 2.977 |  
            | 1.000 | 2.955 |  
            | 1.618 | 2.920 |  
            | 2.618 | 2.863 |  
            | 4.250 | 2.770 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Sep-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.041 | 3.032 |  
                                | PP | 3.035 | 3.029 |  
                                | S1 | 3.030 | 3.027 |  |