NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Aug-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-Aug-2015 | 20-Aug-2015 | Change | Change % | Previous Week |  
                        | Open | 3.101 | 3.080 | -0.021 | -0.7% | 3.213 |  
                        | High | 3.115 | 3.146 | 0.031 | 1.0% | 3.293 |  
                        | Low | 3.078 | 3.062 | -0.016 | -0.5% | 3.183 |  
                        | Close | 3.088 | 3.126 | 0.038 | 1.2% | 3.198 |  
                        | Range | 0.037 | 0.084 | 0.047 | 127.0% | 0.110 |  
                        | ATR | 0.064 | 0.065 | 0.001 | 2.3% | 0.000 |  
                        | Volume | 30,712 | 25,428 | -5,284 | -17.2% | 135,283 |  | 
    
| 
        
            | Daily Pivots for day following 20-Aug-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.363 | 3.329 | 3.172 |  |  
                | R3 | 3.279 | 3.245 | 3.149 |  |  
                | R2 | 3.195 | 3.195 | 3.141 |  |  
                | R1 | 3.161 | 3.161 | 3.134 | 3.178 |  
                | PP | 3.111 | 3.111 | 3.111 | 3.120 |  
                | S1 | 3.077 | 3.077 | 3.118 | 3.094 |  
                | S2 | 3.027 | 3.027 | 3.111 |  |  
                | S3 | 2.943 | 2.993 | 3.103 |  |  
                | S4 | 2.859 | 2.909 | 3.080 |  |  | 
        
            | 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 | 3.222 | 3.062 | 0.160 | 5.1% | 0.052 | 1.7% | 40% | False | True | 20,884 |  
                | 10 | 3.293 | 3.062 | 0.231 | 7.4% | 0.055 | 1.8% | 28% | False | True | 25,042 |  
                | 20 | 3.293 | 3.062 | 0.231 | 7.4% | 0.061 | 2.0% | 28% | False | True | 21,566 |  
                | 40 | 3.343 | 3.062 | 0.281 | 9.0% | 0.065 | 2.1% | 23% | False | True | 18,981 |  
                | 60 | 3.383 | 3.060 | 0.323 | 10.3% | 0.068 | 2.2% | 20% | False | False | 17,682 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.503 |  
            | 2.618 | 3.366 |  
            | 1.618 | 3.282 |  
            | 1.000 | 3.230 |  
            | 0.618 | 3.198 |  
            | HIGH | 3.146 |  
            | 0.618 | 3.114 |  
            | 0.500 | 3.104 |  
            | 0.382 | 3.094 |  
            | LOW | 3.062 |  
            | 0.618 | 3.010 |  
            | 1.000 | 2.978 |  
            | 1.618 | 2.926 |  
            | 2.618 | 2.842 |  
            | 4.250 | 2.705 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Aug-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.119 | 3.119 |  
                                | PP | 3.111 | 3.111 |  
                                | S1 | 3.104 | 3.104 |  |