NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Aug-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Aug-2015 | 26-Aug-2015 | Change | Change % | Previous Week |  
                        | Open | 3.003 | 3.016 | 0.013 | 0.4% | 3.180 |  
                        | High | 3.031 | 3.041 | 0.010 | 0.3% | 3.182 |  
                        | Low | 2.981 | 3.004 | 0.023 | 0.8% | 3.040 |  
                        | Close | 3.017 | 3.038 | 0.021 | 0.7% | 3.043 |  
                        | Range | 0.050 | 0.037 | -0.013 | -26.0% | 0.142 |  
                        | ATR | 0.065 | 0.063 | -0.002 | -3.1% | 0.000 |  
                        | Volume | 22,983 | 18,036 | -4,947 | -21.5% | 108,749 |  | 
    
| 
        
            | Daily Pivots for day following 26-Aug-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.139 | 3.125 | 3.058 |  |  
                | R3 | 3.102 | 3.088 | 3.048 |  |  
                | R2 | 3.065 | 3.065 | 3.045 |  |  
                | R1 | 3.051 | 3.051 | 3.041 | 3.058 |  
                | PP | 3.028 | 3.028 | 3.028 | 3.031 |  
                | S1 | 3.014 | 3.014 | 3.035 | 3.021 |  
                | S2 | 2.991 | 2.991 | 3.031 |  |  
                | S3 | 2.954 | 2.977 | 3.028 |  |  
                | S4 | 2.917 | 2.940 | 3.018 |  |  | 
        
            | 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 | 5.4% | 0.063 | 2.1% | 35% | False | False | 20,478 |  
                | 10 | 3.293 | 2.981 | 0.312 | 10.3% | 0.060 | 2.0% | 18% | False | False | 21,732 |  
                | 20 | 3.293 | 2.981 | 0.312 | 10.3% | 0.062 | 2.0% | 18% | False | False | 23,035 |  
                | 40 | 3.343 | 2.981 | 0.362 | 11.9% | 0.065 | 2.1% | 16% | False | False | 19,323 |  
                | 60 | 3.383 | 2.981 | 0.402 | 13.2% | 0.066 | 2.2% | 14% | False | False | 18,042 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.198 |  
            | 2.618 | 3.138 |  
            | 1.618 | 3.101 |  
            | 1.000 | 3.078 |  
            | 0.618 | 3.064 |  
            | HIGH | 3.041 |  
            | 0.618 | 3.027 |  
            | 0.500 | 3.023 |  
            | 0.382 | 3.018 |  
            | LOW | 3.004 |  
            | 0.618 | 2.981 |  
            | 1.000 | 2.967 |  
            | 1.618 | 2.944 |  
            | 2.618 | 2.907 |  
            | 4.250 | 2.847 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Aug-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.033 | 3.030 |  
                                | PP | 3.028 | 3.022 |  
                                | S1 | 3.023 | 3.015 |  |