NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 08-Sep-2015

Day Change Summary
	Previous	Current
	04-Sep-2015	08-Sep-2015	Change	Change %	Previous Week
Open	2.990	2.972	-0.018	-0.6%	2.978
High	2.990	3.016	0.026	0.9%	3.013
Low	2.967	2.972	0.005	0.2%	2.923
Close	2.977	3.014	0.037	1.2%	2.977
Range	0.023	0.044	0.021	91.3%	0.090
ATR	0.056	0.055	-0.001	-1.5%	0.000
Volume	7,592	11,680	4,088	53.8%	52,738

Daily Pivots for day following 08-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.133	3.117	3.038
R3	3.089	3.073	3.026
R2	3.045	3.045	3.022
R1	3.029	3.029	3.018	3.037
PP	3.001	3.001	3.001	3.005
S1	2.985	2.985	3.010	2.993
S2	2.957	2.957	3.006
S3	2.913	2.941	3.002
S4	2.869	2.897	2.990

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.241	3.199	3.027
R3	3.151	3.109	3.002
R2	3.061	3.061	2.994
R1	3.019	3.019	2.985	2.995
PP	2.971	2.971	2.971	2.959
S1	2.929	2.929	2.969	2.905
S2	2.881	2.881	2.961
S3	2.791	2.839	2.952
S4	2.701	2.749	2.928

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.016	2.923	0.093	3.1%	0.045	1.5%	98%	True	False	11,280
10	3.016	2.923	0.093	3.1%	0.044	1.5%	98%	True	False	8,946
20	3.238	2.923	0.315	10.5%	0.050	1.7%	29%	False	False	8,324
40	3.290	2.923	0.367	12.2%	0.055	1.8%	25%	False	False	7,804

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

Fibonacci Retracements and Extensions
4.250	3.203
2.618	3.131
1.618	3.087
1.000	3.060
0.618	3.043
HIGH	3.016
0.618	2.999
0.500	2.994
0.382	2.989
LOW	2.972
0.618	2.945
1.000	2.928
1.618	2.901
2.618	2.857
4.250	2.785

Fisher Pivots for day following 08-Sep-2015
Pivot	1 day	3 day
R1	3.007	2.999
PP	3.001	2.984
S1	2.994	2.970

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

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