NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Aug-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 06-Aug-2015 | 07-Aug-2015 | Change | Change % | Previous Week |  
                        | Open | 3.161 | 3.185 | 0.024 | 0.8% | 3.160 |  
                        | High | 3.204 | 3.201 | -0.003 | -0.1% | 3.232 |  
                        | Low | 3.114 | 3.154 | 0.040 | 1.3% | 3.114 |  
                        | Close | 3.184 | 3.186 | 0.002 | 0.1% | 3.186 |  
                        | Range | 0.090 | 0.047 | -0.043 | -47.8% | 0.118 |  
                        | ATR | 0.071 | 0.069 | -0.002 | -2.4% | 0.000 |  
                        | Volume | 25,141 | 22,231 | -2,910 | -11.6% | 122,523 |  | 
    
| 
        
            | Daily Pivots for day following 07-Aug-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.321 | 3.301 | 3.212 |  |  
                | R3 | 3.274 | 3.254 | 3.199 |  |  
                | R2 | 3.227 | 3.227 | 3.195 |  |  
                | R1 | 3.207 | 3.207 | 3.190 | 3.217 |  
                | PP | 3.180 | 3.180 | 3.180 | 3.186 |  
                | S1 | 3.160 | 3.160 | 3.182 | 3.170 |  
                | S2 | 3.133 | 3.133 | 3.177 |  |  
                | S3 | 3.086 | 3.113 | 3.173 |  |  
                | S4 | 3.039 | 3.066 | 3.160 |  |  | 
        
            | Weekly Pivots for week ending 07-Aug-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.531 | 3.477 | 3.251 |  |  
                | R3 | 3.413 | 3.359 | 3.218 |  |  
                | R2 | 3.295 | 3.295 | 3.208 |  |  
                | R1 | 3.241 | 3.241 | 3.197 | 3.268 |  
                | PP | 3.177 | 3.177 | 3.177 | 3.191 |  
                | S1 | 3.123 | 3.123 | 3.175 | 3.150 |  
                | S2 | 3.059 | 3.059 | 3.164 |  |  
                | S3 | 2.941 | 3.005 | 3.154 |  |  
                | S4 | 2.823 | 2.887 | 3.121 |  |  | 
    
    | 
            
                | 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% | 0.065 | 2.0% | 61% | False | False | 24,504 |  
                | 10 | 3.290 | 3.114 | 0.176 | 5.5% | 0.068 | 2.1% | 41% | False | False | 19,273 |  
                | 20 | 3.343 | 3.114 | 0.229 | 7.2% | 0.067 | 2.1% | 31% | False | False | 17,913 |  
                | 40 | 3.383 | 3.114 | 0.269 | 8.4% | 0.067 | 2.1% | 27% | False | False | 16,206 |  
                | 60 | 3.483 | 3.060 | 0.423 | 13.3% | 0.070 | 2.2% | 30% | False | False | 15,648 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.401 |  
            | 2.618 | 3.324 |  
            | 1.618 | 3.277 |  
            | 1.000 | 3.248 |  
            | 0.618 | 3.230 |  
            | HIGH | 3.201 |  
            | 0.618 | 3.183 |  
            | 0.500 | 3.178 |  
            | 0.382 | 3.172 |  
            | LOW | 3.154 |  
            | 0.618 | 3.125 |  
            | 1.000 | 3.107 |  
            | 1.618 | 3.078 |  
            | 2.618 | 3.031 |  
            | 4.250 | 2.954 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-Aug-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.183 | 3.182 |  
                                | PP | 3.180 | 3.177 |  
                                | S1 | 3.178 | 3.173 |  |