NYMEX Natural Gas Future August 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Feb-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 05-Feb-2015 | 06-Feb-2015 | Change | Change % | Previous Week |  
                        | Open | 2.827 | 2.790 | -0.037 | -1.3% | 2.803 |  
                        | High | 2.827 | 2.792 | -0.035 | -1.2% | 2.903 |  
                        | Low | 2.746 | 2.756 | 0.010 | 0.4% | 2.746 |  
                        | Close | 2.766 | 2.772 | 0.006 | 0.2% | 2.772 |  
                        | Range | 0.081 | 0.036 | -0.045 | -55.6% | 0.157 |  
                        | ATR | 0.115 | 0.109 | -0.006 | -4.9% | 0.000 |  
                        | Volume | 6,411 | 4,807 | -1,604 | -25.0% | 24,129 |  | 
    
| 
        
            | Daily Pivots for day following 06-Feb-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 2.881 | 2.863 | 2.792 |  |  
                | R3 | 2.845 | 2.827 | 2.782 |  |  
                | R2 | 2.809 | 2.809 | 2.779 |  |  
                | R1 | 2.791 | 2.791 | 2.775 | 2.782 |  
                | PP | 2.773 | 2.773 | 2.773 | 2.769 |  
                | S1 | 2.755 | 2.755 | 2.769 | 2.746 |  
                | S2 | 2.737 | 2.737 | 2.765 |  |  
                | S3 | 2.701 | 2.719 | 2.762 |  |  
                | S4 | 2.665 | 2.683 | 2.752 |  |  | 
        
            | Weekly Pivots for week ending 06-Feb-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.278 | 3.182 | 2.858 |  |  
                | R3 | 3.121 | 3.025 | 2.815 |  |  
                | R2 | 2.964 | 2.964 | 2.801 |  |  
                | R1 | 2.868 | 2.868 | 2.786 | 2.838 |  
                | PP | 2.807 | 2.807 | 2.807 | 2.792 |  
                | S1 | 2.711 | 2.711 | 2.758 | 2.681 |  
                | S2 | 2.650 | 2.650 | 2.743 |  |  
                | S3 | 2.493 | 2.554 | 2.729 |  |  
                | S4 | 2.336 | 2.397 | 2.686 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 2.903 | 2.746 | 0.157 | 5.7% | 0.076 | 2.7% | 17% | False | False | 4,825 |  
                | 10 | 3.055 | 2.746 | 0.309 | 11.1% | 0.087 | 3.2% | 8% | False | False | 4,960 |  
                | 20 | 3.268 | 2.746 | 0.522 | 18.8% | 0.107 | 3.9% | 5% | False | False | 6,328 |  
                | 40 | 3.639 | 2.746 | 0.893 | 32.2% | 0.103 | 3.7% | 3% | False | False | 5,023 |  
                | 60 | 3.818 | 2.746 | 1.072 | 38.7% | 0.092 | 3.3% | 2% | False | False | 4,189 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 2.945 |  
            | 2.618 | 2.886 |  
            | 1.618 | 2.850 |  
            | 1.000 | 2.828 |  
            | 0.618 | 2.814 |  
            | HIGH | 2.792 |  
            | 0.618 | 2.778 |  
            | 0.500 | 2.774 |  
            | 0.382 | 2.770 |  
            | LOW | 2.756 |  
            | 0.618 | 2.734 |  
            | 1.000 | 2.720 |  
            | 1.618 | 2.698 |  
            | 2.618 | 2.662 |  
            | 4.250 | 2.603 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 06-Feb-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 2.774 | 2.819 |  
                                | PP | 2.773 | 2.803 |  
                                | S1 | 2.773 | 2.788 |  |