NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Aug-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 24-Aug-2015 | 25-Aug-2015 | Change | Change % | Previous Week |  
                        | Open | 3.020 | 3.003 | -0.017 | -0.6% | 3.180 |  
                        | High | 3.048 | 3.031 | -0.017 | -0.6% | 3.182 |  
                        | Low | 2.993 | 2.981 | -0.012 | -0.4% | 3.040 |  
                        | Close | 2.996 | 3.017 | 0.021 | 0.7% | 3.043 |  
                        | Range | 0.055 | 0.050 | -0.005 | -9.1% | 0.142 |  
                        | ATR | 0.066 | 0.065 | -0.001 | -1.8% | 0.000 |  
                        | Volume | 20,104 | 22,983 | 2,879 | 14.3% | 108,749 |  | 
    
| 
        
            | Daily Pivots for day following 25-Aug-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.160 | 3.138 | 3.045 |  |  
                | R3 | 3.110 | 3.088 | 3.031 |  |  
                | R2 | 3.060 | 3.060 | 3.026 |  |  
                | R1 | 3.038 | 3.038 | 3.022 | 3.049 |  
                | PP | 3.010 | 3.010 | 3.010 | 3.015 |  
                | S1 | 2.988 | 2.988 | 3.012 | 2.999 |  
                | S2 | 2.960 | 2.960 | 3.008 |  |  
                | S3 | 2.910 | 2.938 | 3.003 |  |  
                | S4 | 2.860 | 2.888 | 2.990 |  |  | 
        
            | 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 | 2.981 | 0.165 | 5.5% | 0.063 | 2.1% | 22% | False | True | 23,013 |  
                | 10 | 3.293 | 2.981 | 0.312 | 10.3% | 0.062 | 2.1% | 12% | False | True | 24,421 |  
                | 20 | 3.293 | 2.981 | 0.312 | 10.3% | 0.063 | 2.1% | 12% | False | True | 22,884 |  
                | 40 | 3.343 | 2.981 | 0.362 | 12.0% | 0.065 | 2.2% | 10% | False | True | 19,242 |  
                | 60 | 3.383 | 2.981 | 0.402 | 13.3% | 0.067 | 2.2% | 9% | False | True | 18,011 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.244 |  
            | 2.618 | 3.162 |  
            | 1.618 | 3.112 |  
            | 1.000 | 3.081 |  
            | 0.618 | 3.062 |  
            | HIGH | 3.031 |  
            | 0.618 | 3.012 |  
            | 0.500 | 3.006 |  
            | 0.382 | 3.000 |  
            | LOW | 2.981 |  
            | 0.618 | 2.950 |  
            | 1.000 | 2.931 |  
            | 1.618 | 2.900 |  
            | 2.618 | 2.850 |  
            | 4.250 | 2.769 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 25-Aug-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.013 | 3.056 |  
                                | PP | 3.010 | 3.043 |  
                                | S1 | 3.006 | 3.030 |  |