NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Sep-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Sep-2015 | 15-Sep-2015 | Change | Change % | Previous Week |  
                        | Open | 3.022 | 3.086 | 0.064 | 2.1% | 2.997 |  
                        | High | 3.087 | 3.103 | 0.016 | 0.5% | 3.069 |  
                        | Low | 3.022 | 3.054 | 0.032 | 1.1% | 2.993 |  
                        | Close | 3.077 | 3.060 | -0.017 | -0.6% | 3.022 |  
                        | Range | 0.065 | 0.049 | -0.016 | -24.6% | 0.076 |  
                        | ATR | 0.061 | 0.060 | -0.001 | -1.4% | 0.000 |  
                        | Volume | 27,290 | 23,601 | -3,689 | -13.5% | 97,697 |  | 
    
| 
        
            | Daily Pivots for day following 15-Sep-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.219 | 3.189 | 3.087 |  |  
                | R3 | 3.170 | 3.140 | 3.073 |  |  
                | R2 | 3.121 | 3.121 | 3.069 |  |  
                | R1 | 3.091 | 3.091 | 3.064 | 3.082 |  
                | PP | 3.072 | 3.072 | 3.072 | 3.068 |  
                | S1 | 3.042 | 3.042 | 3.056 | 3.033 |  
                | S2 | 3.023 | 3.023 | 3.051 |  |  
                | S3 | 2.974 | 2.993 | 3.047 |  |  
                | S4 | 2.925 | 2.944 | 3.033 |  |  | 
        
            | 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 | 3.103 | 2.993 | 0.110 | 3.6% | 0.055 | 1.8% | 61% | True | False | 24,457 |  
                | 10 | 3.103 | 2.953 | 0.150 | 4.9% | 0.056 | 1.8% | 71% | True | False | 24,456 |  
                | 20 | 3.146 | 2.953 | 0.193 | 6.3% | 0.056 | 1.8% | 55% | False | False | 22,346 |  
                | 40 | 3.343 | 2.953 | 0.390 | 12.7% | 0.060 | 2.0% | 27% | False | False | 21,246 |  
                | 60 | 3.343 | 2.953 | 0.390 | 12.7% | 0.062 | 2.0% | 27% | False | False | 19,387 |  
                | 80 | 3.389 | 2.953 | 0.436 | 14.2% | 0.065 | 2.1% | 25% | False | False | 18,281 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.311 |  
            | 2.618 | 3.231 |  
            | 1.618 | 3.182 |  
            | 1.000 | 3.152 |  
            | 0.618 | 3.133 |  
            | HIGH | 3.103 |  
            | 0.618 | 3.084 |  
            | 0.500 | 3.079 |  
            | 0.382 | 3.073 |  
            | LOW | 3.054 |  
            | 0.618 | 3.024 |  
            | 1.000 | 3.005 |  
            | 1.618 | 2.975 |  
            | 2.618 | 2.926 |  
            | 4.250 | 2.846 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Sep-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.079 | 3.056 |  
                                | PP | 3.072 | 3.052 |  
                                | S1 | 3.066 | 3.048 |  |