NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Aug-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Aug-2015 | 17-Aug-2015 | Change | Change % | Previous Week |  
                        | Open | 3.195 | 3.180 | -0.015 | -0.5% | 3.213 |  
                        | High | 3.222 | 3.182 | -0.040 | -1.2% | 3.293 |  
                        | Low | 3.183 | 3.133 | -0.050 | -1.6% | 3.183 |  
                        | Close | 3.198 | 3.140 | -0.058 | -1.8% | 3.198 |  
                        | Range | 0.039 | 0.049 | 0.010 | 25.6% | 0.110 |  
                        | ATR | 0.067 | 0.067 | 0.000 | -0.2% | 0.000 |  
                        | Volume | 11,512 | 17,513 | 6,001 | 52.1% | 135,283 |  | 
    
| 
        
            | Daily Pivots for day following 17-Aug-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.299 | 3.268 | 3.167 |  |  
                | R3 | 3.250 | 3.219 | 3.153 |  |  
                | R2 | 3.201 | 3.201 | 3.149 |  |  
                | R1 | 3.170 | 3.170 | 3.144 | 3.161 |  
                | PP | 3.152 | 3.152 | 3.152 | 3.147 |  
                | S1 | 3.121 | 3.121 | 3.136 | 3.112 |  
                | S2 | 3.103 | 3.103 | 3.131 |  |  
                | S3 | 3.054 | 3.072 | 3.127 |  |  
                | S4 | 3.005 | 3.023 | 3.113 |  |  | 
        
            | 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 | 3.133 | 0.160 | 5.1% | 0.061 | 2.0% | 4% | False | True | 26,018 |  
                | 10 | 3.293 | 3.114 | 0.179 | 5.7% | 0.059 | 1.9% | 15% | False | False | 25,589 |  
                | 20 | 3.343 | 3.114 | 0.229 | 7.3% | 0.064 | 2.0% | 11% | False | False | 20,146 |  
                | 40 | 3.343 | 3.114 | 0.229 | 7.3% | 0.065 | 2.1% | 11% | False | False | 17,908 |  
                | 60 | 3.389 | 3.060 | 0.329 | 10.5% | 0.068 | 2.2% | 24% | False | False | 16,926 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.390 |  
            | 2.618 | 3.310 |  
            | 1.618 | 3.261 |  
            | 1.000 | 3.231 |  
            | 0.618 | 3.212 |  
            | HIGH | 3.182 |  
            | 0.618 | 3.163 |  
            | 0.500 | 3.158 |  
            | 0.382 | 3.152 |  
            | LOW | 3.133 |  
            | 0.618 | 3.103 |  
            | 1.000 | 3.084 |  
            | 1.618 | 3.054 |  
            | 2.618 | 3.005 |  
            | 4.250 | 2.925 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Aug-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.158 | 3.213 |  
                                | PP | 3.152 | 3.189 |  
                                | S1 | 3.146 | 3.164 |  |