NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Aug-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Aug-2015 | 14-Aug-2015 | Change | Change % | Previous Week |  
                        | Open | 3.285 | 3.195 | -0.090 | -2.7% | 3.213 |  
                        | High | 3.293 | 3.222 | -0.071 | -2.2% | 3.293 |  
                        | Low | 3.183 | 3.183 | 0.000 | 0.0% | 3.183 |  
                        | Close | 3.185 | 3.198 | 0.013 | 0.4% | 3.198 |  
                        | Range | 0.110 | 0.039 | -0.071 | -64.5% | 0.110 |  
                        | ATR | 0.070 | 0.067 | -0.002 | -3.1% | 0.000 |  
                        | Volume | 35,941 | 11,512 | -24,429 | -68.0% | 135,283 |  | 
    
| 
        
            | Daily Pivots for day following 14-Aug-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.318 | 3.297 | 3.219 |  |  
                | R3 | 3.279 | 3.258 | 3.209 |  |  
                | R2 | 3.240 | 3.240 | 3.205 |  |  
                | R1 | 3.219 | 3.219 | 3.202 | 3.230 |  
                | PP | 3.201 | 3.201 | 3.201 | 3.206 |  
                | S1 | 3.180 | 3.180 | 3.194 | 3.191 |  
                | S2 | 3.162 | 3.162 | 3.191 |  |  
                | S3 | 3.123 | 3.141 | 3.187 |  |  
                | S4 | 3.084 | 3.102 | 3.177 |  |  | 
        
            | Weekly Pivots for week ending 14-Aug-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.555 | 3.486 | 3.259 |  |  
                | R3 | 3.445 | 3.376 | 3.228 |  |  
                | R2 | 3.335 | 3.335 | 3.218 |  |  
                | R1 | 3.266 | 3.266 | 3.208 | 3.246 |  
                | PP | 3.225 | 3.225 | 3.225 | 3.214 |  
                | S1 | 3.156 | 3.156 | 3.188 | 3.136 |  
                | S2 | 3.115 | 3.115 | 3.178 |  |  
                | S3 | 3.005 | 3.046 | 3.168 |  |  
                | S4 | 2.895 | 2.936 | 3.138 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3.293 | 3.183 | 0.110 | 3.4% | 0.057 | 1.8% | 14% | False | True | 27,056 |  
                | 10 | 3.293 | 3.114 | 0.179 | 5.6% | 0.061 | 1.9% | 47% | False | False | 25,780 |  
                | 20 | 3.343 | 3.114 | 0.229 | 7.2% | 0.065 | 2.0% | 37% | False | False | 19,927 |  
                | 40 | 3.343 | 3.114 | 0.229 | 7.2% | 0.065 | 2.0% | 37% | False | False | 17,755 |  
                | 60 | 3.430 | 3.060 | 0.370 | 11.6% | 0.068 | 2.1% | 37% | False | False | 16,853 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.388 |  
            | 2.618 | 3.324 |  
            | 1.618 | 3.285 |  
            | 1.000 | 3.261 |  
            | 0.618 | 3.246 |  
            | HIGH | 3.222 |  
            | 0.618 | 3.207 |  
            | 0.500 | 3.203 |  
            | 0.382 | 3.198 |  
            | LOW | 3.183 |  
            | 0.618 | 3.159 |  
            | 1.000 | 3.144 |  
            | 1.618 | 3.120 |  
            | 2.618 | 3.081 |  
            | 4.250 | 3.017 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Aug-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.203 | 3.238 |  
                                | PP | 3.201 | 3.225 |  
                                | S1 | 3.200 | 3.211 |  |