NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 08-Jul-2015

Day Change Summary
	Previous	Current
	07-Jul-2015	08-Jul-2015	Change	Change %	Previous Week
Open	2.767	2.733	-0.034	-1.2%	2.770
High	2.809	2.766	-0.043	-1.5%	2.896
Low	2.701	2.687	-0.014	-0.5%	2.750
Close	2.726	2.697	-0.029	-1.1%	2.837
Range	0.108	0.079	-0.029	-26.9%	0.146
ATR	0.098	0.096	-0.001	-1.4%	0.000
Volume	47,069	76,182	29,113	61.9%	128,211

Daily Pivots for day following 08-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.954	2.904	2.740
R3	2.875	2.825	2.719
R2	2.796	2.796	2.711
R1	2.746	2.746	2.704	2.732
PP	2.717	2.717	2.717	2.709
S1	2.667	2.667	2.690	2.653
S2	2.638	2.638	2.683
S3	2.559	2.588	2.675
S4	2.480	2.509	2.654

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.266	3.197	2.917
R3	3.120	3.051	2.877
R2	2.974	2.974	2.864
R1	2.905	2.905	2.850	2.940
PP	2.828	2.828	2.828	2.845
S1	2.759	2.759	2.824	2.794
S2	2.682	2.682	2.810
S3	2.536	2.613	2.797
S4	2.390	2.467	2.757

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.896	2.687	0.209	7.7%	0.082	3.0%	5%	False	True	44,509
10	2.896	2.687	0.209	7.7%	0.086	3.2%	5%	False	True	37,695
20	2.988	2.687	0.301	11.2%	0.090	3.3%	3%	False	True	42,416
40	3.163	2.600	0.563	20.9%	0.096	3.6%	17%	False	False	36,913
60	3.163	2.589	0.574	21.3%	0.091	3.4%	19%	False	False	30,159
80	3.163	2.589	0.574	21.3%	0.087	3.2%	19%	False	False	25,250
100	3.163	2.589	0.574	21.3%	0.089	3.3%	19%	False	False	21,934
120	3.257	2.589	0.668	24.8%	0.092	3.4%	16%	False	False	19,486

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	0.019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.102
2.618	2.973
1.618	2.894
1.000	2.845
0.618	2.815
HIGH	2.766
0.618	2.736
0.500	2.727
0.382	2.717
LOW	2.687
0.618	2.638
1.000	2.608
1.618	2.559
2.618	2.480
4.250	2.351

Fisher Pivots for day following 08-Jul-2015
Pivot	1 day	3 day
R1	2.727	2.748
PP	2.717	2.731
S1	2.707	2.714

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

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