NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Aug-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 05-Aug-2015 | 06-Aug-2015 | Change | Change % | Previous Week |  
                        | Open | 3.203 | 3.161 | -0.042 | -1.3% | 3.164 |  
                        | High | 3.232 | 3.204 | -0.028 | -0.9% | 3.290 |  
                        | Low | 3.159 | 3.114 | -0.045 | -1.4% | 3.141 |  
                        | Close | 3.175 | 3.184 | 0.009 | 0.3% | 3.152 |  
                        | Range | 0.073 | 0.090 | 0.017 | 23.3% | 0.149 |  
                        | ATR | 0.069 | 0.071 | 0.001 | 2.1% | 0.000 |  
                        | Volume | 29,536 | 25,141 | -4,395 | -14.9% | 70,215 |  | 
    
| 
        
            | Daily Pivots for day following 06-Aug-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.437 | 3.401 | 3.234 |  |  
                | R3 | 3.347 | 3.311 | 3.209 |  |  
                | R2 | 3.257 | 3.257 | 3.201 |  |  
                | R1 | 3.221 | 3.221 | 3.192 | 3.239 |  
                | PP | 3.167 | 3.167 | 3.167 | 3.177 |  
                | S1 | 3.131 | 3.131 | 3.176 | 3.149 |  
                | S2 | 3.077 | 3.077 | 3.168 |  |  
                | S3 | 2.987 | 3.041 | 3.159 |  |  
                | S4 | 2.897 | 2.951 | 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 | 3.232 | 3.114 | 0.118 | 3.7% | 0.070 | 2.2% | 59% | False | True | 23,158 |  
                | 10 | 3.290 | 3.114 | 0.176 | 5.5% | 0.067 | 2.1% | 40% | False | True | 18,091 |  
                | 20 | 3.343 | 3.114 | 0.229 | 7.2% | 0.068 | 2.1% | 31% | False | True | 17,563 |  
                | 40 | 3.383 | 3.114 | 0.269 | 8.4% | 0.068 | 2.1% | 26% | False | True | 16,157 |  
                | 60 | 3.483 | 3.060 | 0.423 | 13.3% | 0.070 | 2.2% | 29% | False | False | 15,549 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.587 |  
            | 2.618 | 3.440 |  
            | 1.618 | 3.350 |  
            | 1.000 | 3.294 |  
            | 0.618 | 3.260 |  
            | HIGH | 3.204 |  
            | 0.618 | 3.170 |  
            | 0.500 | 3.159 |  
            | 0.382 | 3.148 |  
            | LOW | 3.114 |  
            | 0.618 | 3.058 |  
            | 1.000 | 3.024 |  
            | 1.618 | 2.968 |  
            | 2.618 | 2.878 |  
            | 4.250 | 2.732 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 06-Aug-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.176 | 3.180 |  
                                | PP | 3.167 | 3.177 |  
                                | S1 | 3.159 | 3.173 |  |