NYMEX Natural Gas Future August 2015

Trading Metrics calculated at close of trading on 27-Jul-2015

Day Change Summary
	Previous	Current
	24-Jul-2015	27-Jul-2015	Change	Change %	Previous Week
Open	2.807	2.745	-0.062	-2.2%	2.843
High	2.815	2.820	0.005	0.2%	2.951
Low	2.773	2.735	-0.038	-1.4%	2.773
Close	2.776	2.789	0.013	0.5%	2.776
Range	0.042	0.085	0.043	102.4%	0.178
ATR	0.094	0.093	-0.001	-0.7%	0.000
Volume	62,907	44,020	-18,887	-30.0%	587,835

Daily Pivots for day following 27-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.036	2.998	2.836
R3	2.951	2.913	2.812
R2	2.866	2.866	2.805
R1	2.828	2.828	2.797	2.847
PP	2.781	2.781	2.781	2.791
S1	2.743	2.743	2.781	2.762
S2	2.696	2.696	2.773
S3	2.611	2.658	2.766
S4	2.526	2.573	2.742

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.367	3.250	2.874
R3	3.189	3.072	2.825
R2	3.011	3.011	2.809
R1	2.894	2.894	2.792	2.864
PP	2.833	2.833	2.833	2.818
S1	2.716	2.716	2.760	2.686
S2	2.655	2.655	2.743
S3	2.477	2.538	2.727
S4	2.299	2.360	2.678

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.951	2.735	0.216	7.7%	0.084	3.0%	25%	False	True	98,157
10	2.951	2.735	0.216	7.7%	0.088	3.1%	25%	False	True	116,869
20	2.951	2.644	0.307	11.0%	0.092	3.3%	47%	False	False	125,899
40	2.977	2.588	0.389	13.9%	0.095	3.4%	52%	False	False	102,017
60	3.167	2.588	0.579	20.8%	0.098	3.5%	35%	False	False	76,458
80	3.167	2.569	0.598	21.4%	0.092	3.3%	37%	False	False	60,906
100	3.167	2.569	0.598	21.4%	0.091	3.3%	37%	False	False	50,934
120	3.167	2.569	0.598	21.4%	0.092	3.3%	37%	False	False	43,747

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.181
2.618	3.043
1.618	2.958
1.000	2.905
0.618	2.873
HIGH	2.820
0.618	2.788
0.500	2.778
0.382	2.767
LOW	2.735
0.618	2.682
1.000	2.650
1.618	2.597
2.618	2.512
4.250	2.374

Fisher Pivots for day following 27-Jul-2015
Pivot	1 day	3 day
R1	2.785	2.843
PP	2.781	2.825
S1	2.778	2.807

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

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