NYMEX Natural Gas Future August 2015

Trading Metrics calculated at close of trading on 07-Jul-2015

Day Change Summary
	Previous	Current
	06-Jul-2015	07-Jul-2015	Change	Change %	Previous Week
Open	2.771	2.758	-0.013	-0.5%	2.755
High	2.857	2.800	-0.057	-2.0%	2.885
Low	2.731	2.688	-0.043	-1.6%	2.735
Close	2.756	2.716	-0.040	-1.5%	2.822
Range	0.126	0.112	-0.014	-11.1%	0.150
ATR	0.103	0.103	0.001	0.7%	0.000
Volume	134,798	128,811	-5,987	-4.4%	519,772

Daily Pivots for day following 07-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.071	3.005	2.778
R3	2.959	2.893	2.747
R2	2.847	2.847	2.737
R1	2.781	2.781	2.726	2.758
PP	2.735	2.735	2.735	2.723
S1	2.669	2.669	2.706	2.646
S2	2.623	2.623	2.695
S3	2.511	2.557	2.685
S4	2.399	2.445	2.654

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	2.688	0.197	7.3%	0.102	3.7%	14%	False	True	131,933
10	2.885	2.688	0.197	7.3%	0.098	3.6%	14%	False	True	125,972
20	2.977	2.688	0.289	10.6%	0.101	3.7%	10%	False	True	104,587
40	3.167	2.588	0.579	21.3%	0.103	3.8%	22%	False	False	68,195
60	3.167	2.569	0.598	22.0%	0.095	3.5%	25%	False	False	51,133
80	3.167	2.569	0.598	22.0%	0.091	3.4%	25%	False	False	41,328
100	3.167	2.569	0.598	22.0%	0.093	3.4%	25%	False	False	34,807
120	3.268	2.569	0.699	25.7%	0.095	3.5%	21%	False	False	30,029

Crabel Price Patterns
NR	True
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	0.025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.276
2.618	3.093
1.618	2.981
1.000	2.912
0.618	2.869
HIGH	2.800
0.618	2.757
0.500	2.744
0.382	2.731
LOW	2.688
0.618	2.619
1.000	2.576
1.618	2.507
2.618	2.395
4.250	2.212

Fisher Pivots for day following 07-Jul-2015
Pivot	1 day	3 day
R1	2.744	2.787
PP	2.735	2.763
S1	2.725	2.740

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

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