NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Aug-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-Aug-2015 | 28-Aug-2015 | Change | Change % | Previous Week |  
                        | Open | 3.026 | 3.004 | -0.022 | -0.7% | 3.020 |  
                        | High | 3.044 | 3.054 | 0.010 | 0.3% | 3.054 |  
                        | Low | 2.984 | 3.000 | 0.016 | 0.5% | 2.981 |  
                        | Close | 3.006 | 3.048 | 0.042 | 1.4% | 3.048 |  
                        | Range | 0.060 | 0.054 | -0.006 | -10.0% | 0.073 |  
                        | ATR | 0.063 | 0.062 | -0.001 | -1.0% | 0.000 |  
                        | Volume | 22,633 | 10,331 | -12,302 | -54.4% | 94,087 |  | 
    
| 
        
            | Daily Pivots for day following 28-Aug-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.196 | 3.176 | 3.078 |  |  
                | R3 | 3.142 | 3.122 | 3.063 |  |  
                | R2 | 3.088 | 3.088 | 3.058 |  |  
                | R1 | 3.068 | 3.068 | 3.053 | 3.078 |  
                | PP | 3.034 | 3.034 | 3.034 | 3.039 |  
                | S1 | 3.014 | 3.014 | 3.043 | 3.024 |  
                | S2 | 2.980 | 2.980 | 3.038 |  |  
                | S3 | 2.926 | 2.960 | 3.033 |  |  
                | S4 | 2.872 | 2.906 | 3.018 |  |  | 
        
            | Weekly Pivots for week ending 28-Aug-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.247 | 3.220 | 3.088 |  |  
                | R3 | 3.174 | 3.147 | 3.068 |  |  
                | R2 | 3.101 | 3.101 | 3.061 |  |  
                | R1 | 3.074 | 3.074 | 3.055 | 3.088 |  
                | PP | 3.028 | 3.028 | 3.028 | 3.034 |  
                | S1 | 3.001 | 3.001 | 3.041 | 3.015 |  
                | S2 | 2.955 | 2.955 | 3.035 |  |  
                | S3 | 2.882 | 2.928 | 3.028 |  |  
                | S4 | 2.809 | 2.855 | 3.008 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3.054 | 2.981 | 0.073 | 2.4% | 0.051 | 1.7% | 92% | True | False | 18,817 |  
                | 10 | 3.182 | 2.981 | 0.201 | 6.6% | 0.057 | 1.9% | 33% | False | False | 20,283 |  
                | 20 | 3.293 | 2.981 | 0.312 | 10.2% | 0.059 | 1.9% | 21% | False | False | 23,032 |  
                | 40 | 3.343 | 2.981 | 0.362 | 11.9% | 0.064 | 2.1% | 19% | False | False | 19,322 |  
                | 60 | 3.383 | 2.981 | 0.402 | 13.2% | 0.066 | 2.2% | 17% | False | False | 18,094 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.284 |  
            | 2.618 | 3.195 |  
            | 1.618 | 3.141 |  
            | 1.000 | 3.108 |  
            | 0.618 | 3.087 |  
            | HIGH | 3.054 |  
            | 0.618 | 3.033 |  
            | 0.500 | 3.027 |  
            | 0.382 | 3.021 |  
            | LOW | 3.000 |  
            | 0.618 | 2.967 |  
            | 1.000 | 2.946 |  
            | 1.618 | 2.913 |  
            | 2.618 | 2.859 |  
            | 4.250 | 2.771 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Aug-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.041 | 3.038 |  
                                | PP | 3.034 | 3.029 |  
                                | S1 | 3.027 | 3.019 |  |