NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Aug-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 12-Aug-2015 | 13-Aug-2015 | Change | Change % | Previous Week |  
                        | Open | 3.237 | 3.285 | 0.048 | 1.5% | 3.160 |  
                        | High | 3.291 | 3.293 | 0.002 | 0.1% | 3.232 |  
                        | Low | 3.237 | 3.183 | -0.054 | -1.7% | 3.114 |  
                        | Close | 3.288 | 3.185 | -0.103 | -3.1% | 3.186 |  
                        | Range | 0.054 | 0.110 | 0.056 | 103.7% | 0.118 |  
                        | ATR | 0.066 | 0.070 | 0.003 | 4.7% | 0.000 |  
                        | Volume | 44,930 | 35,941 | -8,989 | -20.0% | 122,523 |  | 
    
| 
        
            | Daily Pivots for day following 13-Aug-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.550 | 3.478 | 3.246 |  |  
                | R3 | 3.440 | 3.368 | 3.215 |  |  
                | R2 | 3.330 | 3.330 | 3.205 |  |  
                | R1 | 3.258 | 3.258 | 3.195 | 3.239 |  
                | PP | 3.220 | 3.220 | 3.220 | 3.211 |  
                | S1 | 3.148 | 3.148 | 3.175 | 3.129 |  
                | S2 | 3.110 | 3.110 | 3.165 |  |  
                | S3 | 3.000 | 3.038 | 3.155 |  |  
                | S4 | 2.890 | 2.928 | 3.125 |  |  | 
        
            | 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 | 3.293 | 3.154 | 0.139 | 4.4% | 0.059 | 1.8% | 22% | True | False | 29,200 |  
                | 10 | 3.293 | 3.114 | 0.179 | 5.6% | 0.064 | 2.0% | 40% | True | False | 26,179 |  
                | 20 | 3.343 | 3.114 | 0.229 | 7.2% | 0.065 | 2.1% | 31% | False | False | 19,881 |  
                | 40 | 3.343 | 3.114 | 0.229 | 7.2% | 0.066 | 2.1% | 31% | False | False | 17,828 |  
                | 60 | 3.430 | 3.060 | 0.370 | 11.6% | 0.069 | 2.2% | 34% | False | False | 16,882 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.761 |  
            | 2.618 | 3.581 |  
            | 1.618 | 3.471 |  
            | 1.000 | 3.403 |  
            | 0.618 | 3.361 |  
            | HIGH | 3.293 |  
            | 0.618 | 3.251 |  
            | 0.500 | 3.238 |  
            | 0.382 | 3.225 |  
            | LOW | 3.183 |  
            | 0.618 | 3.115 |  
            | 1.000 | 3.073 |  
            | 1.618 | 3.005 |  
            | 2.618 | 2.895 |  
            | 4.250 | 2.716 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 13-Aug-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.238 | 3.238 |  
                                | PP | 3.220 | 3.220 |  
                                | S1 | 3.203 | 3.203 |  |