NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Aug-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Aug-2015 | 10-Aug-2015 | Change | Change % | Previous Week |  
                        | Open | 3.185 | 3.213 | 0.028 | 0.9% | 3.160 |  
                        | High | 3.201 | 3.233 | 0.032 | 1.0% | 3.232 |  
                        | Low | 3.154 | 3.205 | 0.051 | 1.6% | 3.114 |  
                        | Close | 3.186 | 3.233 | 0.047 | 1.5% | 3.186 |  
                        | Range | 0.047 | 0.028 | -0.019 | -40.4% | 0.118 |  
                        | ATR | 0.069 | 0.068 | -0.002 | -2.3% | 0.000 |  
                        | Volume | 22,231 | 22,705 | 474 | 2.1% | 122,523 |  | 
    
| 
        
            | Daily Pivots for day following 10-Aug-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.308 | 3.298 | 3.248 |  |  
                | R3 | 3.280 | 3.270 | 3.241 |  |  
                | R2 | 3.252 | 3.252 | 3.238 |  |  
                | R1 | 3.242 | 3.242 | 3.236 | 3.247 |  
                | PP | 3.224 | 3.224 | 3.224 | 3.226 |  
                | S1 | 3.214 | 3.214 | 3.230 | 3.219 |  
                | S2 | 3.196 | 3.196 | 3.228 |  |  
                | S3 | 3.168 | 3.186 | 3.225 |  |  
                | S4 | 3.140 | 3.158 | 3.218 |  |  | 
        
            | 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 | 3.233 | 3.114 | 0.119 | 3.7% | 0.057 | 1.8% | 100% | True | False | 25,159 |  
                | 10 | 3.290 | 3.114 | 0.176 | 5.4% | 0.064 | 2.0% | 68% | False | False | 20,571 |  
                | 20 | 3.343 | 3.114 | 0.229 | 7.1% | 0.065 | 2.0% | 52% | False | False | 18,121 |  
                | 40 | 3.383 | 3.114 | 0.269 | 8.3% | 0.067 | 2.1% | 44% | False | False | 16,491 |  
                | 60 | 3.483 | 3.060 | 0.423 | 13.1% | 0.069 | 2.1% | 41% | False | False | 15,733 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.352 |  
            | 2.618 | 3.306 |  
            | 1.618 | 3.278 |  
            | 1.000 | 3.261 |  
            | 0.618 | 3.250 |  
            | HIGH | 3.233 |  
            | 0.618 | 3.222 |  
            | 0.500 | 3.219 |  
            | 0.382 | 3.216 |  
            | LOW | 3.205 |  
            | 0.618 | 3.188 |  
            | 1.000 | 3.177 |  
            | 1.618 | 3.160 |  
            | 2.618 | 3.132 |  
            | 4.250 | 3.086 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Aug-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.228 | 3.213 |  
                                | PP | 3.224 | 3.193 |  
                                | S1 | 3.219 | 3.174 |  |