NYMEX Natural Gas Future August 2015

Trading Metrics calculated at close of trading on 23-Jul-2015

Day Change Summary
	Previous	Current
	22-Jul-2015	23-Jul-2015	Change	Change %	Previous Week
Open	2.890	2.894	0.004	0.1%	2.816
High	2.915	2.951	0.036	1.2%	2.934
Low	2.841	2.804	-0.037	-1.3%	2.787
Close	2.897	2.816	-0.081	-2.8%	2.870
Range	0.074	0.147	0.073	98.6%	0.147
ATR	0.094	0.098	0.004	4.0%	0.000
Volume	108,390	181,461	73,071	67.4%	720,625

Daily Pivots for day following 23-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.298	3.204	2.897
R3	3.151	3.057	2.856
R2	3.004	3.004	2.843
R1	2.910	2.910	2.829	2.884
PP	2.857	2.857	2.857	2.844
S1	2.763	2.763	2.803	2.737
S2	2.710	2.710	2.789
S3	2.563	2.616	2.776
S4	2.416	2.469	2.735

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	2.951	2.785	0.166	5.9%	0.091	3.2%	19%	True	False	123,218
10	2.951	2.723	0.228	8.1%	0.093	3.3%	41%	True	False	137,099
20	2.951	2.644	0.307	10.9%	0.096	3.4%	56%	True	False	135,795
40	2.977	2.588	0.389	13.8%	0.098	3.5%	59%	False	False	100,867
60	3.167	2.588	0.579	20.6%	0.101	3.6%	39%	False	False	75,203
80	3.167	2.569	0.598	21.2%	0.093	3.3%	41%	False	False	59,758
100	3.167	2.569	0.598	21.2%	0.091	3.2%	41%	False	False	49,995
120	3.167	2.569	0.598	21.2%	0.092	3.3%	41%	False	False	42,923

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	3.576
2.618	3.336
1.618	3.189
1.000	3.098
0.618	3.042
HIGH	2.951
0.618	2.895
0.500	2.878
0.382	2.860
LOW	2.804
0.618	2.713
1.000	2.657
1.618	2.566
2.618	2.419
4.250	2.179

Fisher Pivots for day following 23-Jul-2015
Pivot	1 day	3 day
R1	2.878	2.878
PP	2.857	2.857
S1	2.837	2.837

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

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