NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Aug-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-Aug-2015 | 05-Aug-2015 | Change | Change % | Previous Week |  
                        | Open | 3.168 | 3.203 | 0.035 | 1.1% | 3.164 |  
                        | High | 3.214 | 3.232 | 0.018 | 0.6% | 3.290 |  
                        | Low | 3.168 | 3.159 | -0.009 | -0.3% | 3.141 |  
                        | Close | 3.204 | 3.175 | -0.029 | -0.9% | 3.152 |  
                        | Range | 0.046 | 0.073 | 0.027 | 58.7% | 0.149 |  
                        | ATR | 0.069 | 0.069 | 0.000 | 0.4% | 0.000 |  
                        | Volume | 26,186 | 29,536 | 3,350 | 12.8% | 70,215 |  | 
    
| 
        
            | Daily Pivots for day following 05-Aug-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.408 | 3.364 | 3.215 |  |  
                | R3 | 3.335 | 3.291 | 3.195 |  |  
                | R2 | 3.262 | 3.262 | 3.188 |  |  
                | R1 | 3.218 | 3.218 | 3.182 | 3.204 |  
                | PP | 3.189 | 3.189 | 3.189 | 3.181 |  
                | S1 | 3.145 | 3.145 | 3.168 | 3.131 |  
                | S2 | 3.116 | 3.116 | 3.162 |  |  
                | S3 | 3.043 | 3.072 | 3.155 |  |  
                | S4 | 2.970 | 2.999 | 3.135 |  |  | 
        
            | Weekly Pivots for week ending 31-Jul-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.641 | 3.546 | 3.234 |  |  
                | R3 | 3.492 | 3.397 | 3.193 |  |  
                | R2 | 3.343 | 3.343 | 3.179 |  |  
                | R1 | 3.248 | 3.248 | 3.166 | 3.221 |  
                | PP | 3.194 | 3.194 | 3.194 | 3.181 |  
                | S1 | 3.099 | 3.099 | 3.138 | 3.072 |  
                | S2 | 3.045 | 3.045 | 3.125 |  |  
                | S3 | 2.896 | 2.950 | 3.111 |  |  
                | S4 | 2.747 | 2.801 | 3.070 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3.287 | 3.137 | 0.150 | 4.7% | 0.072 | 2.3% | 25% | False | False | 21,635 |  
                | 10 | 3.343 | 3.137 | 0.206 | 6.5% | 0.070 | 2.2% | 18% | False | False | 17,250 |  
                | 20 | 3.343 | 3.131 | 0.212 | 6.7% | 0.067 | 2.1% | 21% | False | False | 17,367 |  
                | 40 | 3.383 | 3.131 | 0.252 | 7.9% | 0.068 | 2.1% | 17% | False | False | 16,103 |  
                | 60 | 3.483 | 3.060 | 0.423 | 13.3% | 0.070 | 2.2% | 27% | False | False | 15,367 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.542 |  
            | 2.618 | 3.423 |  
            | 1.618 | 3.350 |  
            | 1.000 | 3.305 |  
            | 0.618 | 3.277 |  
            | HIGH | 3.232 |  
            | 0.618 | 3.204 |  
            | 0.500 | 3.196 |  
            | 0.382 | 3.187 |  
            | LOW | 3.159 |  
            | 0.618 | 3.114 |  
            | 1.000 | 3.086 |  
            | 1.618 | 3.041 |  
            | 2.618 | 2.968 |  
            | 4.250 | 2.849 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 05-Aug-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.196 | 3.185 |  
                                | PP | 3.189 | 3.181 |  
                                | S1 | 3.182 | 3.178 |  |