NYMEX Natural Gas Future August 2015

Trading Metrics calculated at close of trading on 06-Jul-2015

Day Change Summary
	Previous	Current
	02-Jul-2015	06-Jul-2015	Change	Change %	Previous Week
Open	2.798	2.771	-0.027	-1.0%	2.755
High	2.885	2.857	-0.028	-1.0%	2.885
Low	2.795	2.731	-0.064	-2.3%	2.735
Close	2.822	2.756	-0.066	-2.3%	2.822
Range	0.090	0.126	0.036	40.0%	0.150
ATR	0.101	0.103	0.002	1.8%	0.000
Volume	156,307	134,798	-21,509	-13.8%	519,772

Daily Pivots for day following 06-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.159	3.084	2.825
R3	3.033	2.958	2.791
R2	2.907	2.907	2.779
R1	2.832	2.832	2.768	2.807
PP	2.781	2.781	2.781	2.769
S1	2.706	2.706	2.744	2.681
S2	2.655	2.655	2.733
S3	2.529	2.580	2.721
S4	2.403	2.454	2.687

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.264	3.193	2.905
R3	3.114	3.043	2.863
R2	2.964	2.964	2.850
R1	2.893	2.893	2.836	2.929
PP	2.814	2.814	2.814	2.832
S1	2.743	2.743	2.808	2.779
S2	2.664	2.664	2.795
S3	2.514	2.593	2.781
S4	2.364	2.443	2.740

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.885	2.731	0.154	5.6%	0.101	3.7%	16%	False	True	130,914
10	2.885	2.731	0.154	5.6%	0.090	3.3%	16%	False	True	121,702
20	2.977	2.651	0.326	11.8%	0.100	3.6%	32%	False	False	101,341
40	3.167	2.588	0.579	21.0%	0.103	3.8%	29%	False	False	65,559
60	3.167	2.569	0.598	21.7%	0.094	3.4%	31%	False	False	49,288
80	3.167	2.569	0.598	21.7%	0.091	3.3%	31%	False	False	39,871
100	3.167	2.569	0.598	21.7%	0.093	3.4%	31%	False	False	33,593
120	3.268	2.569	0.699	25.4%	0.095	3.5%	27%	False	False	29,031

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	3.393
2.618	3.187
1.618	3.061
1.000	2.983
0.618	2.935
HIGH	2.857
0.618	2.809
0.500	2.794
0.382	2.779
LOW	2.731
0.618	2.653
1.000	2.605
1.618	2.527
2.618	2.401
4.250	2.196

Fisher Pivots for day following 06-Jul-2015
Pivot	1 day	3 day
R1	2.794	2.808
PP	2.781	2.791
S1	2.769	2.773

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

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