NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 31-Aug-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Aug-2015 | 31-Aug-2015 | Change | Change % | Previous Week |  
                        | Open | 3.004 | 3.013 | 0.009 | 0.3% | 3.020 |  
                        | High | 3.054 | 3.020 | -0.034 | -1.1% | 3.054 |  
                        | Low | 3.000 | 2.983 | -0.017 | -0.6% | 2.981 |  
                        | Close | 3.048 | 3.016 | -0.032 | -1.0% | 3.048 |  
                        | Range | 0.054 | 0.037 | -0.017 | -31.5% | 0.073 |  
                        | ATR | 0.062 | 0.062 | 0.000 | 0.3% | 0.000 |  
                        | Volume | 10,331 | 17,031 | 6,700 | 64.9% | 94,087 |  | 
    
| 
        
            | Daily Pivots for day following 31-Aug-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.117 | 3.104 | 3.036 |  |  
                | R3 | 3.080 | 3.067 | 3.026 |  |  
                | R2 | 3.043 | 3.043 | 3.023 |  |  
                | R1 | 3.030 | 3.030 | 3.019 | 3.037 |  
                | PP | 3.006 | 3.006 | 3.006 | 3.010 |  
                | S1 | 2.993 | 2.993 | 3.013 | 3.000 |  
                | S2 | 2.969 | 2.969 | 3.009 |  |  
                | S3 | 2.932 | 2.956 | 3.006 |  |  
                | S4 | 2.895 | 2.919 | 2.996 |  |  | 
        
            | 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% | 0.048 | 1.6% | 48% | False | False | 18,202 |  
                | 10 | 3.146 | 2.981 | 0.165 | 5.5% | 0.056 | 1.8% | 21% | False | False | 20,235 |  
                | 20 | 3.293 | 2.981 | 0.312 | 10.3% | 0.057 | 1.9% | 11% | False | False | 22,912 |  
                | 40 | 3.343 | 2.981 | 0.362 | 12.0% | 0.062 | 2.1% | 10% | False | False | 19,466 |  
                | 60 | 3.383 | 2.981 | 0.402 | 13.3% | 0.066 | 2.2% | 9% | False | False | 18,120 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.177 |  
            | 2.618 | 3.117 |  
            | 1.618 | 3.080 |  
            | 1.000 | 3.057 |  
            | 0.618 | 3.043 |  
            | HIGH | 3.020 |  
            | 0.618 | 3.006 |  
            | 0.500 | 3.002 |  
            | 0.382 | 2.997 |  
            | LOW | 2.983 |  
            | 0.618 | 2.960 |  
            | 1.000 | 2.946 |  
            | 1.618 | 2.923 |  
            | 2.618 | 2.886 |  
            | 4.250 | 2.826 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 31-Aug-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.011 | 3.019 |  
                                | PP | 3.006 | 3.018 |  
                                | S1 | 3.002 | 3.017 |  |