NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 17-Jul-2015

Day Change Summary
	Previous	Current
	16-Jul-2015	17-Jul-2015	Change	Change %	Previous Week
Open	2.905	2.861	-0.044	-1.5%	2.821
High	2.921	2.893	-0.028	-1.0%	2.931
Low	2.843	2.828	-0.015	-0.5%	2.794
Close	2.853	2.874	0.021	0.7%	2.874
Range	0.078	0.065	-0.013	-16.7%	0.137
ATR	0.094	0.092	-0.002	-2.2%	0.000
Volume	80,788	49,423	-31,365	-38.8%	393,194

Daily Pivots for day following 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.060	3.032	2.910
R3	2.995	2.967	2.892
R2	2.930	2.930	2.886
R1	2.902	2.902	2.880	2.916
PP	2.865	2.865	2.865	2.872
S1	2.837	2.837	2.868	2.851
S2	2.800	2.800	2.862
S3	2.735	2.772	2.856
S4	2.670	2.707	2.838

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.277	3.213	2.949
R3	3.140	3.076	2.912
R2	3.003	3.003	2.899
R1	2.939	2.939	2.887	2.971
PP	2.866	2.866	2.866	2.883
S1	2.802	2.802	2.861	2.834
S2	2.729	2.729	2.849
S3	2.592	2.665	2.836
S4	2.455	2.528	2.799

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.931	2.794	0.137	4.8%	0.085	3.0%	58%	False	False	78,638
10	2.931	2.656	0.275	9.6%	0.084	2.9%	79%	False	False	67,849
20	2.931	2.656	0.275	9.6%	0.084	2.9%	79%	False	False	50,226
40	3.086	2.600	0.486	16.9%	0.092	3.2%	56%	False	False	44,661
60	3.163	2.589	0.574	20.0%	0.093	3.2%	50%	False	False	37,114
80	3.163	2.589	0.574	20.0%	0.087	3.0%	50%	False	False	30,821
100	3.163	2.589	0.574	20.0%	0.087	3.0%	50%	False	False	26,515
120	3.163	2.589	0.574	20.0%	0.090	3.1%	50%	False	False	23,341

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.027
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.169
2.618	3.063
1.618	2.998
1.000	2.958
0.618	2.933
HIGH	2.893
0.618	2.868
0.500	2.861
0.382	2.853
LOW	2.828
0.618	2.788
1.000	2.763
1.618	2.723
2.618	2.658
4.250	2.552

Fisher Pivots for day following 17-Jul-2015
Pivot	1 day	3 day
R1	2.870	2.875
PP	2.865	2.874
S1	2.861	2.874

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

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