NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Aug-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Aug-2015 | 18-Aug-2015 | Change | Change % | Previous Week |  
                        | Open | 3.180 | 3.139 | -0.041 | -1.3% | 3.213 |  
                        | High | 3.182 | 3.145 | -0.037 | -1.2% | 3.293 |  
                        | Low | 3.133 | 3.095 | -0.038 | -1.2% | 3.183 |  
                        | Close | 3.140 | 3.102 | -0.038 | -1.2% | 3.198 |  
                        | Range | 0.049 | 0.050 | 0.001 | 2.0% | 0.110 |  
                        | ATR | 0.067 | 0.066 | -0.001 | -1.8% | 0.000 |  
                        | Volume | 17,513 | 19,256 | 1,743 | 10.0% | 135,283 |  | 
    
| 
        
            | Daily Pivots for day following 18-Aug-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.264 | 3.233 | 3.130 |  |  
                | R3 | 3.214 | 3.183 | 3.116 |  |  
                | R2 | 3.164 | 3.164 | 3.111 |  |  
                | R1 | 3.133 | 3.133 | 3.107 | 3.124 |  
                | PP | 3.114 | 3.114 | 3.114 | 3.109 |  
                | S1 | 3.083 | 3.083 | 3.097 | 3.074 |  
                | S2 | 3.064 | 3.064 | 3.093 |  |  
                | S3 | 3.014 | 3.033 | 3.088 |  |  
                | S4 | 2.964 | 2.983 | 3.075 |  |  | 
        
            | 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 | 3.095 | 0.198 | 6.4% | 0.060 | 1.9% | 4% | False | True | 25,830 |  
                | 10 | 3.293 | 3.095 | 0.198 | 6.4% | 0.060 | 1.9% | 4% | False | True | 24,896 |  
                | 20 | 3.343 | 3.095 | 0.248 | 8.0% | 0.064 | 2.1% | 3% | False | True | 20,399 |  
                | 40 | 3.343 | 3.095 | 0.248 | 8.0% | 0.065 | 2.1% | 3% | False | True | 18,057 |  
                | 60 | 3.383 | 3.060 | 0.323 | 10.4% | 0.068 | 2.2% | 13% | False | False | 17,081 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.358 |  
            | 2.618 | 3.276 |  
            | 1.618 | 3.226 |  
            | 1.000 | 3.195 |  
            | 0.618 | 3.176 |  
            | HIGH | 3.145 |  
            | 0.618 | 3.126 |  
            | 0.500 | 3.120 |  
            | 0.382 | 3.114 |  
            | LOW | 3.095 |  
            | 0.618 | 3.064 |  
            | 1.000 | 3.045 |  
            | 1.618 | 3.014 |  
            | 2.618 | 2.964 |  
            | 4.250 | 2.883 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Aug-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.120 | 3.159 |  
                                | PP | 3.114 | 3.140 |  
                                | S1 | 3.108 | 3.121 |  |