NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Aug-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Aug-2015 | 27-Aug-2015 | Change | Change % | Previous Week |  
                        | Open | 3.016 | 3.026 | 0.010 | 0.3% | 3.180 |  
                        | High | 3.041 | 3.044 | 0.003 | 0.1% | 3.182 |  
                        | Low | 3.004 | 2.984 | -0.020 | -0.7% | 3.040 |  
                        | Close | 3.038 | 3.006 | -0.032 | -1.1% | 3.043 |  
                        | Range | 0.037 | 0.060 | 0.023 | 62.2% | 0.142 |  
                        | ATR | 0.063 | 0.063 | 0.000 | -0.4% | 0.000 |  
                        | Volume | 18,036 | 22,633 | 4,597 | 25.5% | 108,749 |  | 
    
| 
        
            | Daily Pivots for day following 27-Aug-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.191 | 3.159 | 3.039 |  |  
                | R3 | 3.131 | 3.099 | 3.023 |  |  
                | R2 | 3.071 | 3.071 | 3.017 |  |  
                | R1 | 3.039 | 3.039 | 3.012 | 3.025 |  
                | PP | 3.011 | 3.011 | 3.011 | 3.005 |  
                | S1 | 2.979 | 2.979 | 3.001 | 2.965 |  
                | S2 | 2.951 | 2.951 | 2.995 |  |  
                | S3 | 2.891 | 2.919 | 2.990 |  |  
                | S4 | 2.831 | 2.859 | 2.973 |  |  | 
        
            | 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 | 3.131 | 2.981 | 0.150 | 5.0% | 0.059 | 1.9% | 17% | False | False | 19,919 |  
                | 10 | 3.222 | 2.981 | 0.241 | 8.0% | 0.055 | 1.8% | 10% | False | False | 20,401 |  
                | 20 | 3.293 | 2.981 | 0.312 | 10.4% | 0.060 | 2.0% | 8% | False | False | 23,290 |  
                | 40 | 3.343 | 2.981 | 0.362 | 12.0% | 0.064 | 2.1% | 7% | False | False | 19,472 |  
                | 60 | 3.383 | 2.981 | 0.402 | 13.4% | 0.066 | 2.2% | 6% | False | False | 18,211 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.299 |  
            | 2.618 | 3.201 |  
            | 1.618 | 3.141 |  
            | 1.000 | 3.104 |  
            | 0.618 | 3.081 |  
            | HIGH | 3.044 |  
            | 0.618 | 3.021 |  
            | 0.500 | 3.014 |  
            | 0.382 | 3.007 |  
            | LOW | 2.984 |  
            | 0.618 | 2.947 |  
            | 1.000 | 2.924 |  
            | 1.618 | 2.887 |  
            | 2.618 | 2.827 |  
            | 4.250 | 2.729 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Aug-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.014 | 3.013 |  
                                | PP | 3.011 | 3.010 |  
                                | S1 | 3.009 | 3.008 |  |