NYMEX Natural Gas Future August 2015

Trading Metrics calculated at close of trading on 20-Jul-2015

Day Change Summary
	Previous	Current
	17-Jul-2015	20-Jul-2015	Change	Change %	Previous Week
Open	2.863	2.843	-0.020	-0.7%	2.816
High	2.897	2.874	-0.023	-0.8%	2.934
Low	2.826	2.785	-0.041	-1.5%	2.787
Close	2.870	2.823	-0.047	-1.6%	2.870
Range	0.071	0.089	0.018	25.4%	0.147
ATR	0.098	0.098	-0.001	-0.7%	0.000
Volume	91,164	141,069	49,905	54.7%	720,625

Daily Pivots for day following 20-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.094	3.048	2.872
R3	3.005	2.959	2.847
R2	2.916	2.916	2.839
R1	2.870	2.870	2.831	2.849
PP	2.827	2.827	2.827	2.817
S1	2.781	2.781	2.815	2.760
S2	2.738	2.738	2.807
S3	2.649	2.692	2.799
S4	2.560	2.603	2.774

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.305	3.234	2.951
R3	3.158	3.087	2.910
R2	3.011	3.011	2.897
R1	2.940	2.940	2.883	2.976
PP	2.864	2.864	2.864	2.881
S1	2.793	2.793	2.857	2.829
S2	2.717	2.717	2.843
S3	2.570	2.646	2.830
S4	2.423	2.499	2.789

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.934	2.785	0.149	5.3%	0.091	3.2%	26%	False	True	135,580
10	2.934	2.644	0.290	10.3%	0.092	3.3%	62%	False	False	137,262
20	2.934	2.644	0.290	10.3%	0.091	3.2%	62%	False	False	129,482
40	3.033	2.588	0.445	15.8%	0.098	3.5%	53%	False	False	93,256
60	3.167	2.569	0.598	21.2%	0.098	3.5%	42%	False	False	69,562
80	3.167	2.569	0.598	21.2%	0.091	3.2%	42%	False	False	55,469
100	3.167	2.569	0.598	21.2%	0.091	3.2%	42%	False	False	46,436
120	3.167	2.569	0.598	21.2%	0.093	3.3%	42%	False	False	39,859

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.029
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.252
2.618	3.107
1.618	3.018
1.000	2.963
0.618	2.929
HIGH	2.874
0.618	2.840
0.500	2.830
0.382	2.819
LOW	2.785
0.618	2.730
1.000	2.696
1.618	2.641
2.618	2.552
4.250	2.407

Fisher Pivots for day following 20-Jul-2015
Pivot	1 day	3 day
R1	2.830	2.858
PP	2.827	2.846
S1	2.825	2.835

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

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