NYMEX Natural Gas Future August 2015

Trading Metrics calculated at close of trading on 28-Jul-2015

Day Change Summary
	Previous	Current
	27-Jul-2015	28-Jul-2015	Change	Change %	Previous Week
Open	2.745	2.796	0.051	1.9%	2.843
High	2.820	2.852	0.032	1.1%	2.951
Low	2.735	2.777	0.042	1.5%	2.773
Close	2.789	2.821	0.032	1.1%	2.776
Range	0.085	0.075	-0.010	-11.8%	0.178
ATR	0.093	0.092	-0.001	-1.4%	0.000
Volume	44,020	52,150	8,130	18.5%	587,835

Daily Pivots for day following 28-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.042	3.006	2.862
R3	2.967	2.931	2.842
R2	2.892	2.892	2.835
R1	2.856	2.856	2.828	2.874
PP	2.817	2.817	2.817	2.826
S1	2.781	2.781	2.814	2.799
S2	2.742	2.742	2.807
S3	2.667	2.706	2.800
S4	2.592	2.631	2.780

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%	0.085	3.0%	40%	False	False	89,785
10	2.951	2.735	0.216	7.7%	0.084	3.0%	40%	False	False	106,897
20	2.951	2.644	0.307	10.9%	0.091	3.2%	58%	False	False	122,320
40	2.977	2.588	0.389	13.8%	0.095	3.4%	60%	False	False	102,704
60	3.167	2.588	0.579	20.5%	0.098	3.5%	40%	False	False	76,826
80	3.167	2.569	0.598	21.2%	0.092	3.3%	42%	False	False	61,417
100	3.167	2.569	0.598	21.2%	0.091	3.2%	42%	False	False	51,395
120	3.167	2.569	0.598	21.2%	0.092	3.3%	42%	False	False	44,142

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	0.023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.171
2.618	3.048
1.618	2.973
1.000	2.927
0.618	2.898
HIGH	2.852
0.618	2.823
0.500	2.815
0.382	2.806
LOW	2.777
0.618	2.731
1.000	2.702
1.618	2.656
2.618	2.581
4.250	2.458

Fisher Pivots for day following 28-Jul-2015
Pivot	1 day	3 day
R1	2.819	2.812
PP	2.817	2.803
S1	2.815	2.794

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

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