NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 20-Jul-2015

Day Change Summary
	Previous	Current
	17-Jul-2015	20-Jul-2015	Change	Change %	Previous Week
Open	2.861	2.849	-0.012	-0.4%	2.821
High	2.893	2.883	-0.010	-0.3%	2.931
Low	2.828	2.794	-0.034	-1.2%	2.794
Close	2.874	2.830	-0.044	-1.5%	2.874
Range	0.065	0.089	0.024	36.9%	0.137
ATR	0.092	0.092	0.000	-0.2%	0.000
Volume	49,423	75,351	25,928	52.5%	393,194

Daily Pivots for day following 20-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.103	3.055	2.879
R3	3.014	2.966	2.854
R2	2.925	2.925	2.846
R1	2.877	2.877	2.838	2.857
PP	2.836	2.836	2.836	2.825
S1	2.788	2.788	2.822	2.768
S2	2.747	2.747	2.814
S3	2.658	2.699	2.806
S4	2.569	2.610	2.781

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%	26%	False	True	74,213
10	2.931	2.656	0.275	9.7%	0.087	3.1%	63%	False	False	72,072
20	2.931	2.656	0.275	9.7%	0.084	3.0%	63%	False	False	52,102
40	3.036	2.600	0.436	15.4%	0.092	3.3%	53%	False	False	45,843
60	3.163	2.589	0.574	20.3%	0.093	3.3%	42%	False	False	38,231
80	3.163	2.589	0.574	20.3%	0.087	3.1%	42%	False	False	31,681
100	3.163	2.589	0.574	20.3%	0.087	3.1%	42%	False	False	27,207
120	3.163	2.589	0.574	20.3%	0.090	3.2%	42%	False	False	23,923

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.030
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.261
2.618	3.116
1.618	3.027
1.000	2.972
0.618	2.938
HIGH	2.883
0.618	2.849
0.500	2.839
0.382	2.828
LOW	2.794
0.618	2.739
1.000	2.705
1.618	2.650
2.618	2.561
4.250	2.416

Fisher Pivots for day following 20-Jul-2015
Pivot	1 day	3 day
R1	2.839	2.858
PP	2.836	2.848
S1	2.833	2.839

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

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