NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 31-Aug-2015

Day Change Summary
	Previous	Current
	28-Aug-2015	31-Aug-2015	Change	Change %	Previous Week
Open	2.963	2.978	0.015	0.5%	2.997
High	3.012	2.982	-0.030	-1.0%	3.012
Low	2.962	2.947	-0.015	-0.5%	2.944
Close	3.008	2.978	-0.030	-1.0%	3.008
Range	0.050	0.035	-0.015	-30.0%	0.068
ATR	0.056	0.056	0.000	0.7%	0.000
Volume	4,865	8,016	3,151	64.8%	30,950

Daily Pivots for day following 31-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.074	3.061	2.997
R3	3.039	3.026	2.988
R2	3.004	3.004	2.984
R1	2.991	2.991	2.981	2.996
PP	2.969	2.969	2.969	2.971
S1	2.956	2.956	2.975	2.961
S2	2.934	2.934	2.972
S3	2.899	2.921	2.968
S4	2.864	2.886	2.959

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.192	3.168	3.045
R3	3.124	3.100	3.027
R2	3.056	3.056	3.020
R1	3.032	3.032	3.014	3.044
PP	2.988	2.988	2.988	2.994
S1	2.964	2.964	3.002	2.976
S2	2.920	2.920	2.996
S3	2.852	2.896	2.989
S4	2.784	2.828	2.971

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.012	2.944	0.068	2.3%	0.043	1.4%	50%	False	False	6,613
10	3.099	2.944	0.155	5.2%	0.050	1.7%	22%	False	False	6,846
20	3.238	2.944	0.294	9.9%	0.052	1.7%	12%	False	False	7,771

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.131
2.618	3.074
1.618	3.039
1.000	3.017
0.618	3.004
HIGH	2.982
0.618	2.969
0.500	2.965
0.382	2.960
LOW	2.947
0.618	2.925
1.000	2.912
1.618	2.890
2.618	2.855
4.250	2.798

Fisher Pivots for day following 31-Aug-2015
Pivot	1 day	3 day
R1	2.974	2.979
PP	2.969	2.979
S1	2.965	2.978

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These figures are updated between 7pm and 10pm EST after a trading day.

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