NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 15-Jul-2015

Day Change Summary
	Previous	Current
	14-Jul-2015	15-Jul-2015	Change	Change %	Previous Week
Open	2.870	2.842	-0.028	-1.0%	2.789
High	2.931	2.914	-0.017	-0.6%	2.815
Low	2.823	2.831	0.008	0.3%	2.656
Close	2.839	2.909	0.070	2.5%	2.780
Range	0.108	0.083	-0.025	-23.1%	0.159
ATR	0.096	0.095	-0.001	-1.0%	0.000
Volume	73,870	91,635	17,765	24.0%	285,302

Daily Pivots for day following 15-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.134	3.104	2.955
R3	3.051	3.021	2.932
R2	2.968	2.968	2.924
R1	2.938	2.938	2.917	2.953
PP	2.885	2.885	2.885	2.892
S1	2.855	2.855	2.901	2.870
S2	2.802	2.802	2.894
S3	2.719	2.772	2.886
S4	2.636	2.689	2.863

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	9.5%	0.091	3.1%	92%	False	False	78,382
10	2.931	2.656	0.275	9.5%	0.086	3.0%	92%	False	False	61,446
20	2.988	2.656	0.332	11.4%	0.087	3.0%	76%	False	False	48,166
40	3.163	2.600	0.563	19.4%	0.095	3.3%	55%	False	False	42,586
60	3.163	2.589	0.574	19.7%	0.092	3.2%	56%	False	False	35,382
80	3.163	2.589	0.574	19.7%	0.087	3.0%	56%	False	False	29,439
100	3.163	2.589	0.574	19.7%	0.088	3.0%	56%	False	False	25,434
120	3.163	2.589	0.574	19.7%	0.090	3.1%	56%	False	False	22,380

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.267
2.618	3.131
1.618	3.048
1.000	2.997
0.618	2.965
HIGH	2.914
0.618	2.882
0.500	2.873
0.382	2.863
LOW	2.831
0.618	2.780
1.000	2.748
1.618	2.697
2.618	2.614
4.250	2.478

Fisher Pivots for day following 15-Jul-2015
Pivot	1 day	3 day
R1	2.897	2.894
PP	2.885	2.878
S1	2.873	2.863

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

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