NYMEX Natural Gas Future April 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Sep-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Sep-2015 | 03-Sep-2015 | Change | Change % | Previous Week |  
                        | Open | 2.815 | 2.800 | -0.015 | -0.5% | 2.850 |  
                        | High | 2.819 | 2.870 | 0.051 | 1.8% | 2.866 |  
                        | Low | 2.796 | 2.793 | -0.003 | -0.1% | 2.801 |  
                        | Close | 2.810 | 2.861 | 0.051 | 1.8% | 2.861 |  
                        | Range | 0.023 | 0.077 | 0.054 | 234.8% | 0.065 |  
                        | ATR | 0.045 | 0.048 | 0.002 | 5.0% | 0.000 |  
                        | Volume | 8,065 | 16,678 | 8,613 | 106.8% | 30,672 |  | 
    
| 
        
            | Daily Pivots for day following 03-Sep-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.072 | 3.044 | 2.903 |  |  
                | R3 | 2.995 | 2.967 | 2.882 |  |  
                | R2 | 2.918 | 2.918 | 2.875 |  |  
                | R1 | 2.890 | 2.890 | 2.868 | 2.904 |  
                | PP | 2.841 | 2.841 | 2.841 | 2.849 |  
                | S1 | 2.813 | 2.813 | 2.854 | 2.827 |  
                | S2 | 2.764 | 2.764 | 2.847 |  |  
                | S3 | 2.687 | 2.736 | 2.840 |  |  
                | S4 | 2.610 | 2.659 | 2.819 |  |  | 
        
            | Weekly Pivots for week ending 28-Aug-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.038 | 3.014 | 2.897 |  |  
                | R3 | 2.973 | 2.949 | 2.879 |  |  
                | R2 | 2.908 | 2.908 | 2.873 |  |  
                | R1 | 2.884 | 2.884 | 2.867 | 2.896 |  
                | PP | 2.843 | 2.843 | 2.843 | 2.849 |  
                | S1 | 2.819 | 2.819 | 2.855 | 2.831 |  
                | S2 | 2.778 | 2.778 | 2.849 |  |  
                | S3 | 2.713 | 2.754 | 2.843 |  |  
                | S4 | 2.648 | 2.689 | 2.825 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.197 |  
            | 2.618 | 3.072 |  
            | 1.618 | 2.995 |  
            | 1.000 | 2.947 |  
            | 0.618 | 2.918 |  
            | HIGH | 2.870 |  
            | 0.618 | 2.841 |  
            | 0.500 | 2.832 |  
            | 0.382 | 2.822 |  
            | LOW | 2.793 |  
            | 0.618 | 2.745 |  
            | 1.000 | 2.716 |  
            | 1.618 | 2.668 |  
            | 2.618 | 2.591 |  
            | 4.250 | 2.466 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Sep-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 2.851 | 2.851 |  
                                | PP | 2.841 | 2.841 |  
                                | S1 | 2.832 | 2.832 |  |