NYMEX Natural Gas Future December 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Aug-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Aug-2015 | 
                    17-Aug-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.101 | 
                        3.074 | 
                        -0.027 | 
                        -0.9% | 
                        3.116 | 
                     
                    
                        | High | 
                        3.124 | 
                        3.084 | 
                        -0.040 | 
                        -1.3% | 
                        3.197 | 
                     
                    
                        | Low | 
                        3.081 | 
                        3.030 | 
                        -0.051 | 
                        -1.7% | 
                        3.081 | 
                     
                    
                        | Close | 
                        3.098 | 
                        3.038 | 
                        -0.060 | 
                        -1.9% | 
                        3.098 | 
                     
                    
                        | Range | 
                        0.043 | 
                        0.054 | 
                        0.011 | 
                        25.6% | 
                        0.116 | 
                     
                    
                        | ATR | 
                        0.069 | 
                        0.069 | 
                        0.000 | 
                        -0.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        30,412 | 
                        8,446 | 
                        -21,966 | 
                        -72.2% | 
                        126,748 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Aug-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.213 | 
                3.179 | 
                3.068 | 
                 | 
             
            
                | R3 | 
                3.159 | 
                3.125 | 
                3.053 | 
                 | 
             
            
                | R2 | 
                3.105 | 
                3.105 | 
                3.048 | 
                 | 
             
            
                | R1 | 
                3.071 | 
                3.071 | 
                3.043 | 
                3.061 | 
             
            
                | PP | 
                3.051 | 
                3.051 | 
                3.051 | 
                3.046 | 
             
            
                | S1 | 
                3.017 | 
                3.017 | 
                3.033 | 
                3.007 | 
             
            
                | S2 | 
                2.997 | 
                2.997 | 
                3.028 | 
                 | 
             
            
                | S3 | 
                2.943 | 
                2.963 | 
                3.023 | 
                 | 
             
            
                | S4 | 
                2.889 | 
                2.909 | 
                3.008 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-Aug-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.473 | 
                3.402 | 
                3.162 | 
                 | 
             
            
                | R3 | 
                3.357 | 
                3.286 | 
                3.130 | 
                 | 
             
            
                | R2 | 
                3.241 | 
                3.241 | 
                3.119 | 
                 | 
             
            
                | R1 | 
                3.170 | 
                3.170 | 
                3.109 | 
                3.148 | 
             
            
                | PP | 
                3.125 | 
                3.125 | 
                3.125 | 
                3.114 | 
             
            
                | S1 | 
                3.054 | 
                3.054 | 
                3.087 | 
                3.032 | 
             
            
                | S2 | 
                3.009 | 
                3.009 | 
                3.077 | 
                 | 
             
            
                | S3 | 
                2.893 | 
                2.938 | 
                3.066 | 
                 | 
             
            
                | S4 | 
                2.777 | 
                2.822 | 
                3.034 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3.197 | 
                3.030 | 
                0.167 | 
                5.5% | 
                0.065 | 
                2.2% | 
                5% | 
                False | 
                True | 
                23,176 | 
                 
                
                | 10 | 
                3.197 | 
                3.014 | 
                0.183 | 
                6.0% | 
                0.061 | 
                2.0% | 
                13% | 
                False | 
                False | 
                22,020 | 
                 
                
                | 20 | 
                3.237 | 
                3.014 | 
                0.223 | 
                7.3% | 
                0.066 | 
                2.2% | 
                11% | 
                False | 
                False | 
                17,380 | 
                 
                
                | 40 | 
                3.237 | 
                3.014 | 
                0.223 | 
                7.3% | 
                0.065 | 
                2.1% | 
                11% | 
                False | 
                False | 
                15,283 | 
                 
                
                | 60 | 
                3.292 | 
                2.969 | 
                0.323 | 
                10.6% | 
                0.070 | 
                2.3% | 
                21% | 
                False | 
                False | 
                13,544 | 
                 
                
                | 80 | 
                3.391 | 
                2.946 | 
                0.445 | 
                14.6% | 
                0.071 | 
                2.3% | 
                21% | 
                False | 
                False | 
                11,980 | 
                 
                
                | 100 | 
                3.391 | 
                2.927 | 
                0.464 | 
                15.3% | 
                0.068 | 
                2.2% | 
                24% | 
                False | 
                False | 
                10,516 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.314 | 
         
        
            | 
2.618             | 
            3.225 | 
         
        
            | 
1.618             | 
            3.171 | 
         
        
            | 
1.000             | 
            3.138 | 
         
        
            | 
0.618             | 
            3.117 | 
         
        
            | 
HIGH             | 
            3.084 | 
         
        
            | 
0.618             | 
            3.063 | 
         
        
            | 
0.500             | 
            3.057 | 
         
        
            | 
0.382             | 
            3.051 | 
         
        
            | 
LOW             | 
            3.030 | 
         
        
            | 
0.618             | 
            2.997 | 
         
        
            | 
1.000             | 
            2.976 | 
         
        
            | 
1.618             | 
            2.943 | 
         
        
            | 
2.618             | 
            2.889 | 
         
        
            | 
4.250             | 
            2.801 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Aug-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.057 | 
                                3.114 | 
                             
                            
                                | PP | 
                                3.051 | 
                                3.088 | 
                             
                            
                                | S1 | 
                                3.044 | 
                                3.063 | 
                             
             
         |