NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Sep-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Sep-2015 | 17-Sep-2015 | Change | Change % | Previous Week |  
                        | Open | 3.066 | 3.014 | -0.052 | -1.7% | 2.997 |  
                        | High | 3.068 | 3.015 | -0.053 | -1.7% | 3.069 |  
                        | Low | 2.997 | 2.950 | -0.047 | -1.6% | 2.993 |  
                        | Close | 3.000 | 2.992 | -0.008 | -0.3% | 3.022 |  
                        | Range | 0.071 | 0.065 | -0.006 | -8.5% | 0.076 |  
                        | ATR | 0.061 | 0.061 | 0.000 | 0.4% | 0.000 |  
                        | Volume | 19,201 | 14,307 | -4,894 | -25.5% | 97,697 |  | 
    
| 
        
            | Daily Pivots for day following 17-Sep-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.181 | 3.151 | 3.028 |  |  
                | R3 | 3.116 | 3.086 | 3.010 |  |  
                | R2 | 3.051 | 3.051 | 3.004 |  |  
                | R1 | 3.021 | 3.021 | 2.998 | 3.004 |  
                | PP | 2.986 | 2.986 | 2.986 | 2.977 |  
                | S1 | 2.956 | 2.956 | 2.986 | 2.939 |  
                | S2 | 2.921 | 2.921 | 2.980 |  |  
                | S3 | 2.856 | 2.891 | 2.974 |  |  
                | S4 | 2.791 | 2.826 | 2.956 |  |  | 
        
            | 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 | 2.950 | 0.153 | 5.1% | 0.061 | 2.0% | 27% | False | True | 20,389 |  
                | 10 | 3.103 | 2.950 | 0.153 | 5.1% | 0.060 | 2.0% | 27% | False | True | 23,866 |  
                | 20 | 3.146 | 2.950 | 0.196 | 6.6% | 0.058 | 1.9% | 21% | False | True | 21,523 |  
                | 40 | 3.343 | 2.950 | 0.393 | 13.1% | 0.060 | 2.0% | 11% | False | True | 21,327 |  
                | 60 | 3.343 | 2.950 | 0.393 | 13.1% | 0.062 | 2.1% | 11% | False | True | 19,541 |  
                | 80 | 3.383 | 2.950 | 0.433 | 14.5% | 0.065 | 2.2% | 10% | False | True | 18,451 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.291 |  
            | 2.618 | 3.185 |  
            | 1.618 | 3.120 |  
            | 1.000 | 3.080 |  
            | 0.618 | 3.055 |  
            | HIGH | 3.015 |  
            | 0.618 | 2.990 |  
            | 0.500 | 2.983 |  
            | 0.382 | 2.975 |  
            | LOW | 2.950 |  
            | 0.618 | 2.910 |  
            | 1.000 | 2.885 |  
            | 1.618 | 2.845 |  
            | 2.618 | 2.780 |  
            | 4.250 | 2.674 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Sep-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 2.989 | 3.027 |  
                                | PP | 2.986 | 3.015 |  
                                | S1 | 2.983 | 3.004 |  |