NYMEX Natural Gas Future August 2015

Trading Metrics calculated at close of trading on 21-Jul-2015

Day Change Summary
	Previous	Current
	20-Jul-2015	21-Jul-2015	Change	Change %	Previous Week
Open	2.843	2.840	-0.003	-0.1%	2.816
High	2.874	2.894	0.020	0.7%	2.934
Low	2.785	2.822	0.037	1.3%	2.787
Close	2.823	2.882	0.059	2.1%	2.870
Range	0.089	0.072	-0.017	-19.1%	0.147
ATR	0.098	0.096	-0.002	-1.9%	0.000
Volume	141,069	94,008	-47,061	-33.4%	720,625

Daily Pivots for day following 21-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.082	3.054	2.922
R3	3.010	2.982	2.902
R2	2.938	2.938	2.895
R1	2.910	2.910	2.889	2.924
PP	2.866	2.866	2.866	2.873
S1	2.838	2.838	2.875	2.852
S2	2.794	2.794	2.869
S3	2.722	2.766	2.862
S4	2.650	2.694	2.842

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	2.930	2.785	0.145	5.0%	0.083	2.9%	67%	False	False	124,010
10	2.934	2.644	0.290	10.1%	0.088	3.1%	82%	False	False	133,782
20	2.934	2.644	0.290	10.1%	0.093	3.2%	82%	False	False	129,877
40	2.977	2.588	0.389	13.5%	0.097	3.4%	76%	False	False	94,833
60	3.167	2.569	0.598	20.7%	0.099	3.4%	52%	False	False	70,805
80	3.167	2.569	0.598	20.7%	0.091	3.2%	52%	False	False	56,470
100	3.167	2.569	0.598	20.7%	0.090	3.1%	52%	False	False	47,253
120	3.167	2.569	0.598	20.7%	0.093	3.2%	52%	False	False	40,603

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	0.027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.200
2.618	3.082
1.618	3.010
1.000	2.966
0.618	2.938
HIGH	2.894
0.618	2.866
0.500	2.858
0.382	2.850
LOW	2.822
0.618	2.778
1.000	2.750
1.618	2.706
2.618	2.634
4.250	2.516

Fisher Pivots for day following 21-Jul-2015
Pivot	1 day	3 day
R1	2.874	2.868
PP	2.866	2.855
S1	2.858	2.841

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

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