NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 21-Jul-2015

Day Change Summary
	Previous	Current
	20-Jul-2015	21-Jul-2015	Change	Change %	Previous Week
Open	2.849	2.842	-0.007	-0.2%	2.821
High	2.883	2.898	0.015	0.5%	2.931
Low	2.794	2.830	0.036	1.3%	2.794
Close	2.830	2.890	0.060	2.1%	2.874
Range	0.089	0.068	-0.021	-23.6%	0.137
ATR	0.092	0.090	-0.002	-1.9%	0.000
Volume	75,351	59,544	-15,807	-21.0%	393,194

Daily Pivots for day following 21-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.077	3.051	2.927
R3	3.009	2.983	2.909
R2	2.941	2.941	2.902
R1	2.915	2.915	2.896	2.928
PP	2.873	2.873	2.873	2.879
S1	2.847	2.847	2.884	2.860
S2	2.805	2.805	2.878
S3	2.737	2.779	2.871
S4	2.669	2.711	2.853

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	2.921	2.794	0.127	4.4%	0.077	2.7%	76%	False	False	71,348
10	2.931	2.656	0.275	9.5%	0.083	2.9%	85%	False	False	73,320
20	2.931	2.656	0.275	9.5%	0.085	2.9%	85%	False	False	53,292
40	2.988	2.600	0.388	13.4%	0.091	3.2%	75%	False	False	46,430
60	3.163	2.589	0.574	19.9%	0.094	3.2%	52%	False	False	38,878
80	3.163	2.589	0.574	19.9%	0.087	3.0%	52%	False	False	32,290
100	3.163	2.589	0.574	19.9%	0.086	3.0%	52%	False	False	27,726
120	3.163	2.589	0.574	19.9%	0.090	3.1%	52%	False	False	24,376

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	0.027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.187
2.618	3.076
1.618	3.008
1.000	2.966
0.618	2.940
HIGH	2.898
0.618	2.872
0.500	2.864
0.382	2.856
LOW	2.830
0.618	2.788
1.000	2.762
1.618	2.720
2.618	2.652
4.250	2.541

Fisher Pivots for day following 21-Jul-2015
Pivot	1 day	3 day
R1	2.881	2.875
PP	2.873	2.861
S1	2.864	2.846

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

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