NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Jul-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 20-Jul-2015 | 21-Jul-2015 | Change | Change % | Previous Week |  
                        | Open | 3.253 | 3.248 | -0.005 | -0.2% | 3.254 |  
                        | High | 3.284 | 3.303 | 0.019 | 0.6% | 3.326 |  
                        | Low | 3.212 | 3.248 | 0.036 | 1.1% | 3.224 |  
                        | Close | 3.242 | 3.301 | 0.059 | 1.8% | 3.272 |  
                        | Range | 0.072 | 0.055 | -0.017 | -23.6% | 0.102 |  
                        | ATR | 0.071 | 0.070 | -0.001 | -1.0% | 0.000 |  
                        | Volume | 13,147 | 14,185 | 1,038 | 7.9% | 95,001 |  | 
    
| 
        
            | Daily Pivots for day following 21-Jul-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.449 | 3.430 | 3.331 |  |  
                | R3 | 3.394 | 3.375 | 3.316 |  |  
                | R2 | 3.339 | 3.339 | 3.311 |  |  
                | R1 | 3.320 | 3.320 | 3.306 | 3.330 |  
                | PP | 3.284 | 3.284 | 3.284 | 3.289 |  
                | S1 | 3.265 | 3.265 | 3.296 | 3.275 |  
                | S2 | 3.229 | 3.229 | 3.291 |  |  
                | S3 | 3.174 | 3.210 | 3.286 |  |  
                | S4 | 3.119 | 3.155 | 3.271 |  |  | 
        
            | Weekly Pivots for week ending 17-Jul-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.580 | 3.528 | 3.328 |  |  
                | R3 | 3.478 | 3.426 | 3.300 |  |  
                | R2 | 3.376 | 3.376 | 3.291 |  |  
                | R1 | 3.324 | 3.324 | 3.281 | 3.350 |  
                | PP | 3.274 | 3.274 | 3.274 | 3.287 |  
                | S1 | 3.222 | 3.222 | 3.263 | 3.248 |  
                | S2 | 3.172 | 3.172 | 3.253 |  |  
                | S3 | 3.070 | 3.120 | 3.244 |  |  
                | S4 | 2.968 | 3.018 | 3.216 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.537 |  
            | 2.618 | 3.447 |  
            | 1.618 | 3.392 |  
            | 1.000 | 3.358 |  
            | 0.618 | 3.337 |  
            | HIGH | 3.303 |  
            | 0.618 | 3.282 |  
            | 0.500 | 3.276 |  
            | 0.382 | 3.269 |  
            | LOW | 3.248 |  
            | 0.618 | 3.214 |  
            | 1.000 | 3.193 |  
            | 1.618 | 3.159 |  
            | 2.618 | 3.104 |  
            | 4.250 | 3.014 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 21-Jul-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.293 | 3.287 |  
                                | PP | 3.284 | 3.272 |  
                                | S1 | 3.276 | 3.258 |  |