NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Sep-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Sep-2015 | 14-Sep-2015 | Change | Change % | Previous Week |  
                        | Open | 3.018 | 3.022 | 0.004 | 0.1% | 2.997 |  
                        | High | 3.049 | 3.087 | 0.038 | 1.2% | 3.069 |  
                        | Low | 2.993 | 3.022 | 0.029 | 1.0% | 2.993 |  
                        | Close | 3.022 | 3.077 | 0.055 | 1.8% | 3.022 |  
                        | Range | 0.056 | 0.065 | 0.009 | 16.1% | 0.076 |  
                        | ATR | 0.061 | 0.061 | 0.000 | 0.5% | 0.000 |  
                        | Volume | 17,547 | 27,290 | 9,743 | 55.5% | 97,697 |  | 
    
| 
        
            | Daily Pivots for day following 14-Sep-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.257 | 3.232 | 3.113 |  |  
                | R3 | 3.192 | 3.167 | 3.095 |  |  
                | R2 | 3.127 | 3.127 | 3.089 |  |  
                | R1 | 3.102 | 3.102 | 3.083 | 3.115 |  
                | PP | 3.062 | 3.062 | 3.062 | 3.068 |  
                | S1 | 3.037 | 3.037 | 3.071 | 3.050 |  
                | S2 | 2.997 | 2.997 | 3.065 |  |  
                | S3 | 2.932 | 2.972 | 3.059 |  |  
                | S4 | 2.867 | 2.907 | 3.041 |  |  | 
        
            | 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 | 3.087 | 2.993 | 0.094 | 3.1% | 0.056 | 1.8% | 89% | True | False | 24,997 |  
                | 10 | 3.087 | 2.953 | 0.134 | 4.4% | 0.055 | 1.8% | 93% | True | False | 23,799 |  
                | 20 | 3.182 | 2.953 | 0.229 | 7.4% | 0.056 | 1.8% | 54% | False | False | 22,041 |  
                | 40 | 3.343 | 2.953 | 0.390 | 12.7% | 0.060 | 2.0% | 32% | False | False | 20,984 |  
                | 60 | 3.343 | 2.953 | 0.390 | 12.7% | 0.062 | 2.0% | 32% | False | False | 19,184 |  
                | 80 | 3.430 | 2.953 | 0.477 | 15.5% | 0.065 | 2.1% | 26% | False | False | 18,150 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.363 |  
            | 2.618 | 3.257 |  
            | 1.618 | 3.192 |  
            | 1.000 | 3.152 |  
            | 0.618 | 3.127 |  
            | HIGH | 3.087 |  
            | 0.618 | 3.062 |  
            | 0.500 | 3.055 |  
            | 0.382 | 3.047 |  
            | LOW | 3.022 |  
            | 0.618 | 2.982 |  
            | 1.000 | 2.957 |  
            | 1.618 | 2.917 |  
            | 2.618 | 2.852 |  
            | 4.250 | 2.746 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Sep-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.070 | 3.065 |  
                                | PP | 3.062 | 3.052 |  
                                | S1 | 3.055 | 3.040 |  |