NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Aug-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Aug-2015 | 19-Aug-2015 | Change | Change % | Previous Week |  
                        | Open | 3.139 | 3.101 | -0.038 | -1.2% | 3.213 |  
                        | High | 3.145 | 3.115 | -0.030 | -1.0% | 3.293 |  
                        | Low | 3.095 | 3.078 | -0.017 | -0.5% | 3.183 |  
                        | Close | 3.102 | 3.088 | -0.014 | -0.5% | 3.198 |  
                        | Range | 0.050 | 0.037 | -0.013 | -26.0% | 0.110 |  
                        | ATR | 0.066 | 0.064 | -0.002 | -3.1% | 0.000 |  
                        | Volume | 19,256 | 30,712 | 11,456 | 59.5% | 135,283 |  | 
    
| 
        
            | Daily Pivots for day following 19-Aug-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.205 | 3.183 | 3.108 |  |  
                | R3 | 3.168 | 3.146 | 3.098 |  |  
                | R2 | 3.131 | 3.131 | 3.095 |  |  
                | R1 | 3.109 | 3.109 | 3.091 | 3.102 |  
                | PP | 3.094 | 3.094 | 3.094 | 3.090 |  
                | S1 | 3.072 | 3.072 | 3.085 | 3.065 |  
                | S2 | 3.057 | 3.057 | 3.081 |  |  
                | S3 | 3.020 | 3.035 | 3.078 |  |  
                | S4 | 2.983 | 2.998 | 3.068 |  |  | 
        
            | 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 | 3.078 | 0.215 | 7.0% | 0.057 | 1.8% | 5% | False | True | 22,986 |  
                | 10 | 3.293 | 3.078 | 0.215 | 7.0% | 0.056 | 1.8% | 5% | False | True | 25,013 |  
                | 20 | 3.343 | 3.078 | 0.265 | 8.6% | 0.063 | 2.0% | 4% | False | True | 21,132 |  
                | 40 | 3.343 | 3.078 | 0.265 | 8.6% | 0.065 | 2.1% | 4% | False | True | 18,550 |  
                | 60 | 3.383 | 3.060 | 0.323 | 10.5% | 0.067 | 2.2% | 9% | False | False | 17,427 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.272 |  
            | 2.618 | 3.212 |  
            | 1.618 | 3.175 |  
            | 1.000 | 3.152 |  
            | 0.618 | 3.138 |  
            | HIGH | 3.115 |  
            | 0.618 | 3.101 |  
            | 0.500 | 3.097 |  
            | 0.382 | 3.092 |  
            | LOW | 3.078 |  
            | 0.618 | 3.055 |  
            | 1.000 | 3.041 |  
            | 1.618 | 3.018 |  
            | 2.618 | 2.981 |  
            | 4.250 | 2.921 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 19-Aug-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.097 | 3.130 |  
                                | PP | 3.094 | 3.116 |  
                                | S1 | 3.091 | 3.102 |  |