NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Aug-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Aug-2015 | 12-Aug-2015 | Change | Change % | Previous Week |  
                        | Open | 3.214 | 3.237 | 0.023 | 0.7% | 3.160 |  
                        | High | 3.245 | 3.291 | 0.046 | 1.4% | 3.232 |  
                        | Low | 3.190 | 3.237 | 0.047 | 1.5% | 3.114 |  
                        | Close | 3.229 | 3.288 | 0.059 | 1.8% | 3.186 |  
                        | Range | 0.055 | 0.054 | -0.001 | -1.8% | 0.118 |  
                        | ATR | 0.067 | 0.066 | 0.000 | -0.5% | 0.000 |  
                        | Volume | 20,195 | 44,930 | 24,735 | 122.5% | 122,523 |  | 
    
| 
        
            | Daily Pivots for day following 12-Aug-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.434 | 3.415 | 3.318 |  |  
                | R3 | 3.380 | 3.361 | 3.303 |  |  
                | R2 | 3.326 | 3.326 | 3.298 |  |  
                | R1 | 3.307 | 3.307 | 3.293 | 3.317 |  
                | PP | 3.272 | 3.272 | 3.272 | 3.277 |  
                | S1 | 3.253 | 3.253 | 3.283 | 3.263 |  
                | S2 | 3.218 | 3.218 | 3.278 |  |  
                | S3 | 3.164 | 3.199 | 3.273 |  |  
                | S4 | 3.110 | 3.145 | 3.258 |  |  | 
        
            | 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 | 3.291 | 3.114 | 0.177 | 5.4% | 0.055 | 1.7% | 98% | True | False | 27,040 |  
                | 10 | 3.291 | 3.114 | 0.177 | 5.4% | 0.063 | 1.9% | 98% | True | False | 24,338 |  
                | 20 | 3.343 | 3.114 | 0.229 | 7.0% | 0.063 | 1.9% | 76% | False | False | 19,090 |  
                | 40 | 3.383 | 3.114 | 0.269 | 8.2% | 0.065 | 2.0% | 65% | False | False | 17,464 |  
                | 60 | 3.483 | 3.060 | 0.423 | 12.9% | 0.069 | 2.1% | 54% | False | False | 16,576 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.521 |  
            | 2.618 | 3.432 |  
            | 1.618 | 3.378 |  
            | 1.000 | 3.345 |  
            | 0.618 | 3.324 |  
            | HIGH | 3.291 |  
            | 0.618 | 3.270 |  
            | 0.500 | 3.264 |  
            | 0.382 | 3.258 |  
            | LOW | 3.237 |  
            | 0.618 | 3.204 |  
            | 1.000 | 3.183 |  
            | 1.618 | 3.150 |  
            | 2.618 | 3.096 |  
            | 4.250 | 3.008 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Aug-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.280 | 3.272 |  
                                | PP | 3.272 | 3.256 |  
                                | S1 | 3.264 | 3.241 |  |