NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Aug-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Aug-2015 | 24-Aug-2015 | Change | Change % | Previous Week |  
                        | Open | 3.130 | 3.020 | -0.110 | -3.5% | 3.180 |  
                        | High | 3.131 | 3.048 | -0.083 | -2.7% | 3.182 |  
                        | Low | 3.040 | 2.993 | -0.047 | -1.5% | 3.040 |  
                        | Close | 3.043 | 2.996 | -0.047 | -1.5% | 3.043 |  
                        | Range | 0.091 | 0.055 | -0.036 | -39.6% | 0.142 |  
                        | ATR | 0.067 | 0.066 | -0.001 | -1.3% | 0.000 |  
                        | Volume | 15,840 | 20,104 | 4,264 | 26.9% | 108,749 |  | 
    
| 
        
            | Daily Pivots for day following 24-Aug-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.177 | 3.142 | 3.026 |  |  
                | R3 | 3.122 | 3.087 | 3.011 |  |  
                | R2 | 3.067 | 3.067 | 3.006 |  |  
                | R1 | 3.032 | 3.032 | 3.001 | 3.022 |  
                | PP | 3.012 | 3.012 | 3.012 | 3.008 |  
                | S1 | 2.977 | 2.977 | 2.991 | 2.967 |  
                | S2 | 2.957 | 2.957 | 2.986 |  |  
                | S3 | 2.902 | 2.922 | 2.981 |  |  
                | S4 | 2.847 | 2.867 | 2.966 |  |  | 
        
            | 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 | 3.146 | 2.993 | 0.153 | 5.1% | 0.063 | 2.1% | 2% | False | True | 22,268 |  
                | 10 | 3.293 | 2.993 | 0.300 | 10.0% | 0.062 | 2.1% | 1% | False | True | 24,143 |  
                | 20 | 3.293 | 2.993 | 0.300 | 10.0% | 0.063 | 2.1% | 1% | False | True | 22,357 |  
                | 40 | 3.343 | 2.993 | 0.350 | 11.7% | 0.066 | 2.2% | 1% | False | True | 19,100 |  
                | 60 | 3.383 | 2.993 | 0.390 | 13.0% | 0.067 | 2.2% | 1% | False | True | 17,751 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.282 |  
            | 2.618 | 3.192 |  
            | 1.618 | 3.137 |  
            | 1.000 | 3.103 |  
            | 0.618 | 3.082 |  
            | HIGH | 3.048 |  
            | 0.618 | 3.027 |  
            | 0.500 | 3.021 |  
            | 0.382 | 3.014 |  
            | LOW | 2.993 |  
            | 0.618 | 2.959 |  
            | 1.000 | 2.938 |  
            | 1.618 | 2.904 |  
            | 2.618 | 2.849 |  
            | 4.250 | 2.759 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Aug-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.021 | 3.070 |  
                                | PP | 3.012 | 3.045 |  
                                | S1 | 3.004 | 3.021 |  |