NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Sep-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Sep-2015 | 11-Sep-2015 | Change | Change % | Previous Week |  
                        | Open | 3.013 | 3.018 | 0.005 | 0.2% | 2.997 |  
                        | High | 3.069 | 3.049 | -0.020 | -0.7% | 3.069 |  
                        | Low | 3.012 | 2.993 | -0.019 | -0.6% | 2.993 |  
                        | Close | 3.024 | 3.022 | -0.002 | -0.1% | 3.022 |  
                        | Range | 0.057 | 0.056 | -0.001 | -1.8% | 0.076 |  
                        | ATR | 0.061 | 0.061 | 0.000 | -0.6% | 0.000 |  
                        | Volume | 31,211 | 17,547 | -13,664 | -43.8% | 97,697 |  | 
    
| 
        
            | Daily Pivots for day following 11-Sep-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.189 | 3.162 | 3.053 |  |  
                | R3 | 3.133 | 3.106 | 3.037 |  |  
                | R2 | 3.077 | 3.077 | 3.032 |  |  
                | R1 | 3.050 | 3.050 | 3.027 | 3.064 |  
                | PP | 3.021 | 3.021 | 3.021 | 3.028 |  
                | S1 | 2.994 | 2.994 | 3.017 | 3.008 |  
                | S2 | 2.965 | 2.965 | 3.012 |  |  
                | S3 | 2.909 | 2.938 | 3.007 |  |  
                | S4 | 2.853 | 2.882 | 2.991 |  |  | 
        
            | Weekly Pivots for week ending 11-Sep-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.256 | 3.215 | 3.064 |  |  
                | R3 | 3.180 | 3.139 | 3.043 |  |  
                | R2 | 3.104 | 3.104 | 3.036 |  |  
                | R1 | 3.063 | 3.063 | 3.029 | 3.084 |  
                | PP | 3.028 | 3.028 | 3.028 | 3.038 |  
                | S1 | 2.987 | 2.987 | 3.015 | 3.008 |  
                | S2 | 2.952 | 2.952 | 3.008 |  |  
                | S3 | 2.876 | 2.911 | 3.001 |  |  
                | S4 | 2.800 | 2.835 | 2.980 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3.069 | 2.993 | 0.076 | 2.5% | 0.050 | 1.7% | 38% | False | True | 24,134 |  
                | 10 | 3.069 | 2.953 | 0.116 | 3.8% | 0.053 | 1.8% | 59% | False | False | 22,104 |  
                | 20 | 3.222 | 2.953 | 0.269 | 8.9% | 0.054 | 1.8% | 26% | False | False | 21,252 |  
                | 40 | 3.343 | 2.953 | 0.390 | 12.9% | 0.060 | 2.0% | 18% | False | False | 20,567 |  
                | 60 | 3.343 | 2.953 | 0.390 | 12.9% | 0.062 | 2.1% | 18% | False | False | 18,969 |  
                | 80 | 3.430 | 2.953 | 0.477 | 15.8% | 0.065 | 2.2% | 14% | False | False | 17,975 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.287 |  
            | 2.618 | 3.196 |  
            | 1.618 | 3.140 |  
            | 1.000 | 3.105 |  
            | 0.618 | 3.084 |  
            | HIGH | 3.049 |  
            | 0.618 | 3.028 |  
            | 0.500 | 3.021 |  
            | 0.382 | 3.014 |  
            | LOW | 2.993 |  
            | 0.618 | 2.958 |  
            | 1.000 | 2.937 |  
            | 1.618 | 2.902 |  
            | 2.618 | 2.846 |  
            | 4.250 | 2.755 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Sep-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.022 | 3.031 |  
                                | PP | 3.021 | 3.028 |  
                                | S1 | 3.021 | 3.025 |  |