NYMEX Natural Gas Future August 2015

Trading Metrics calculated at close of trading on 15-Jul-2015

Day Change Summary
	Previous	Current
	14-Jul-2015	15-Jul-2015	Change	Change %	Previous Week
Open	2.868	2.845	-0.023	-0.8%	2.771
High	2.934	2.929	-0.005	-0.2%	2.857
Low	2.822	2.832	0.010	0.4%	2.644
Close	2.840	2.918	0.078	2.7%	2.770
Range	0.112	0.097	-0.015	-13.4%	0.213
ATR	0.102	0.101	0.000	-0.3%	0.000
Volume	151,862	147,619	-4,243	-2.8%	645,729

Daily Pivots for day following 15-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.184	3.148	2.971
R3	3.087	3.051	2.945
R2	2.990	2.990	2.936
R1	2.954	2.954	2.927	2.972
PP	2.893	2.893	2.893	2.902
S1	2.857	2.857	2.909	2.875
S2	2.796	2.796	2.900
S3	2.699	2.760	2.891
S4	2.602	2.663	2.865

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.396	3.296	2.887
R3	3.183	3.083	2.829
R2	2.970	2.970	2.809
R1	2.870	2.870	2.790	2.814
PP	2.757	2.757	2.757	2.729
S1	2.657	2.657	2.750	2.601
S2	2.544	2.544	2.731
S3	2.331	2.444	2.711
S4	2.118	2.231	2.653

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.934	2.644	0.290	9.9%	0.097	3.3%	94%	False	False	148,367
10	2.934	2.644	0.290	9.9%	0.099	3.4%	94%	False	False	140,999
20	2.977	2.644	0.333	11.4%	0.095	3.2%	82%	False	False	122,729
40	3.167	2.588	0.579	19.8%	0.101	3.5%	57%	False	False	85,362
60	3.167	2.569	0.598	20.5%	0.097	3.3%	58%	False	False	63,862
80	3.167	2.569	0.598	20.5%	0.091	3.1%	58%	False	False	51,267
100	3.167	2.569	0.598	20.5%	0.092	3.1%	58%	False	False	42,975
120	3.167	2.569	0.598	20.5%	0.092	3.2%	58%	False	False	36,834

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.341
2.618	3.183
1.618	3.086
1.000	3.026
0.618	2.989
HIGH	2.929
0.618	2.892
0.500	2.881
0.382	2.869
LOW	2.832
0.618	2.772
1.000	2.735
1.618	2.675
2.618	2.578
4.250	2.420

Fisher Pivots for day following 15-Jul-2015
Pivot	1 day	3 day
R1	2.906	2.899
PP	2.893	2.880
S1	2.881	2.861

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

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