NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 16-Jul-2015

Day Change Summary
	Previous	Current
	15-Jul-2015	16-Jul-2015	Change	Change %	Previous Week
Open	2.875	2.930	0.055	1.9%	2.829
High	2.935	2.944	0.009	0.3%	2.845
Low	2.859	2.868	0.009	0.3%	2.693
Close	2.931	2.880	-0.051	-1.7%	2.811
Range	0.076	0.076	0.000	0.0%	0.152
ATR	0.091	0.090	-0.001	-1.2%	0.000
Volume	38,073	31,912	-6,161	-16.2%	144,835

Daily Pivots for day following 16-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.125	3.079	2.922
R3	3.049	3.003	2.901
R2	2.973	2.973	2.894
R1	2.927	2.927	2.887	2.912
PP	2.897	2.897	2.897	2.890
S1	2.851	2.851	2.873	2.836
S2	2.821	2.821	2.866
S3	2.745	2.775	2.859
S4	2.669	2.699	2.838

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.239	3.177	2.895
R3	3.087	3.025	2.853
R2	2.935	2.935	2.839
R1	2.873	2.873	2.825	2.828
PP	2.783	2.783	2.783	2.761
S1	2.721	2.721	2.797	2.676
S2	2.631	2.631	2.783
S3	2.479	2.569	2.769
S4	2.327	2.417	2.727

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.956	2.769	0.187	6.5%	0.084	2.9%	59%	False	False	33,893
10	2.956	2.693	0.263	9.1%	0.082	2.8%	71%	False	False	30,517
20	2.956	2.693	0.263	9.1%	0.083	2.9%	71%	False	False	30,396
40	3.121	2.640	0.481	16.7%	0.090	3.1%	50%	False	False	32,181
60	3.180	2.638	0.542	18.8%	0.089	3.1%	45%	False	False	30,206
80	3.180	2.638	0.542	18.8%	0.085	2.9%	45%	False	False	27,114
100	3.180	2.638	0.542	18.8%	0.086	3.0%	45%	False	False	26,077
120	3.180	2.638	0.542	18.8%	0.089	3.1%	45%	False	False	25,374

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024

Fibonacci Retracements and Extensions
4.250	3.267
2.618	3.143
1.618	3.067
1.000	3.020
0.618	2.991
HIGH	2.944
0.618	2.915
0.500	2.906
0.382	2.897
LOW	2.868
0.618	2.821
1.000	2.792
1.618	2.745
2.618	2.669
4.250	2.545

Fisher Pivots for day following 16-Jul-2015
Pivot	1 day	3 day
R1	2.906	2.903
PP	2.897	2.895
S1	2.889	2.888

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These figures are updated between 7pm and 10pm EST after a trading day.

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