NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Aug-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 20-Aug-2015 | 21-Aug-2015 | Change | Change % | Previous Week |  
                        | Open | 3.080 | 3.130 | 0.050 | 1.6% | 3.180 |  
                        | High | 3.146 | 3.131 | -0.015 | -0.5% | 3.182 |  
                        | Low | 3.062 | 3.040 | -0.022 | -0.7% | 3.040 |  
                        | Close | 3.126 | 3.043 | -0.083 | -2.7% | 3.043 |  
                        | Range | 0.084 | 0.091 | 0.007 | 8.3% | 0.142 |  
                        | ATR | 0.065 | 0.067 | 0.002 | 2.8% | 0.000 |  
                        | Volume | 25,428 | 15,840 | -9,588 | -37.7% | 108,749 |  | 
    
| 
        
            | Daily Pivots for day following 21-Aug-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.344 | 3.285 | 3.093 |  |  
                | R3 | 3.253 | 3.194 | 3.068 |  |  
                | R2 | 3.162 | 3.162 | 3.060 |  |  
                | R1 | 3.103 | 3.103 | 3.051 | 3.087 |  
                | PP | 3.071 | 3.071 | 3.071 | 3.064 |  
                | S1 | 3.012 | 3.012 | 3.035 | 2.996 |  
                | S2 | 2.980 | 2.980 | 3.026 |  |  
                | S3 | 2.889 | 2.921 | 3.018 |  |  
                | S4 | 2.798 | 2.830 | 2.993 |  |  | 
        
            | Weekly Pivots for week ending 21-Aug-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.514 | 3.421 | 3.121 |  |  
                | R3 | 3.372 | 3.279 | 3.082 |  |  
                | R2 | 3.230 | 3.230 | 3.069 |  |  
                | R1 | 3.137 | 3.137 | 3.056 | 3.113 |  
                | PP | 3.088 | 3.088 | 3.088 | 3.076 |  
                | S1 | 2.995 | 2.995 | 3.030 | 2.971 |  
                | S2 | 2.946 | 2.946 | 3.017 |  |  
                | S3 | 2.804 | 2.853 | 3.004 |  |  
                | S4 | 2.662 | 2.711 | 2.965 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3.182 | 3.040 | 0.142 | 4.7% | 0.062 | 2.0% | 2% | False | True | 21,749 |  
                | 10 | 3.293 | 3.040 | 0.253 | 8.3% | 0.060 | 2.0% | 1% | False | True | 24,403 |  
                | 20 | 3.293 | 3.040 | 0.253 | 8.3% | 0.064 | 2.1% | 1% | False | True | 21,838 |  
                | 40 | 3.343 | 3.040 | 0.303 | 10.0% | 0.066 | 2.2% | 1% | False | True | 18,964 |  
                | 60 | 3.383 | 3.040 | 0.343 | 11.3% | 0.067 | 2.2% | 1% | False | True | 17,619 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.518 |  
            | 2.618 | 3.369 |  
            | 1.618 | 3.278 |  
            | 1.000 | 3.222 |  
            | 0.618 | 3.187 |  
            | HIGH | 3.131 |  
            | 0.618 | 3.096 |  
            | 0.500 | 3.086 |  
            | 0.382 | 3.075 |  
            | LOW | 3.040 |  
            | 0.618 | 2.984 |  
            | 1.000 | 2.949 |  
            | 1.618 | 2.893 |  
            | 2.618 | 2.802 |  
            | 4.250 | 2.653 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 21-Aug-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.086 | 3.093 |  
                                | PP | 3.071 | 3.076 |  
                                | S1 | 3.057 | 3.060 |  |