Parenthetic Expressions

A parenthetic expression is an expression that could be placed in parentheses. When using these expressions, a comma should be used.

It is great, when it's windy, to fly a kite up here. 

On a tuesday, when they cook fish, I love the smell.

A name or title when addressing someone directly is parenthetic.

Oh my, Jane, how did you get that?

If you go out looking like that, My Lady, I can't be held responsible.