NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 14-Jul-2015

Day Change Summary
	Previous	Current
	13-Jul-2015	14-Jul-2015	Change	Change %	Previous Week
Open	2.821	2.870	0.049	1.7%	2.789
High	2.884	2.931	0.047	1.6%	2.815
Low	2.794	2.823	0.029	1.0%	2.656
Close	2.867	2.839	-0.028	-1.0%	2.780
Range	0.090	0.108	0.018	20.0%	0.159
ATR	0.096	0.096	0.001	0.9%	0.000
Volume	97,478	73,870	-23,608	-24.2%	285,302

Daily Pivots for day following 14-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.188	3.122	2.898
R3	3.080	3.014	2.869
R2	2.972	2.972	2.859
R1	2.906	2.906	2.849	2.885
PP	2.864	2.864	2.864	2.854
S1	2.798	2.798	2.829	2.777
S2	2.756	2.756	2.819
S3	2.648	2.690	2.809
S4	2.540	2.582	2.780

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.227	3.163	2.867
R3	3.068	3.004	2.824
R2	2.909	2.909	2.809
R1	2.845	2.845	2.795	2.798
PP	2.750	2.750	2.750	2.727
S1	2.686	2.686	2.765	2.639
S2	2.591	2.591	2.751
S3	2.432	2.527	2.736
S4	2.273	2.368	2.693

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.931	2.656	0.275	9.7%	0.090	3.2%	67%	True	False	75,291
10	2.931	2.656	0.275	9.7%	0.086	3.0%	67%	True	False	54,911
20	2.988	2.656	0.332	11.7%	0.088	3.1%	55%	False	False	45,581
40	3.163	2.600	0.563	19.8%	0.095	3.3%	42%	False	False	40,953
60	3.163	2.589	0.574	20.2%	0.092	3.2%	44%	False	False	33,991
80	3.163	2.589	0.574	20.2%	0.087	3.1%	44%	False	False	28,479
100	3.163	2.589	0.574	20.2%	0.088	3.1%	44%	False	False	24,603
120	3.163	2.589	0.574	20.2%	0.090	3.2%	44%	False	False	21,686

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.390
2.618	3.214
1.618	3.106
1.000	3.039
0.618	2.998
HIGH	2.931
0.618	2.890
0.500	2.877
0.382	2.864
LOW	2.823
0.618	2.756
1.000	2.715
1.618	2.648
2.618	2.540
4.250	2.364

Fisher Pivots for day following 14-Jul-2015
Pivot	1 day	3 day
R1	2.877	2.837
PP	2.864	2.835
S1	2.852	2.833

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

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