NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 23-Jul-2015

Day Change Summary
	Previous	Current
	22-Jul-2015	23-Jul-2015	Change	Change %	Previous Week
Open	2.897	2.905	0.008	0.3%	2.821
High	2.921	2.957	0.036	1.2%	2.931
Low	2.851	2.806	-0.045	-1.6%	2.794
Close	2.908	2.817	-0.091	-3.1%	2.874
Range	0.070	0.151	0.081	115.7%	0.137
ATR	0.089	0.093	0.004	5.0%	0.000
Volume	62,964	147,370	84,406	134.1%	393,194

Daily Pivots for day following 23-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.313	3.216	2.900
R3	3.162	3.065	2.859
R2	3.011	3.011	2.845
R1	2.914	2.914	2.831	2.887
PP	2.860	2.860	2.860	2.847
S1	2.763	2.763	2.803	2.736
S2	2.709	2.709	2.789
S3	2.558	2.612	2.775
S4	2.407	2.461	2.734

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	2.957	2.794	0.163	5.8%	0.089	3.1%	14%	True	False	78,930
10	2.957	2.735	0.222	7.9%	0.088	3.1%	37%	True	False	79,842
20	2.957	2.656	0.301	10.7%	0.088	3.1%	53%	True	False	60,739
40	2.988	2.600	0.388	13.8%	0.092	3.3%	56%	False	False	50,602
60	3.163	2.600	0.563	20.0%	0.096	3.4%	39%	False	False	41,956
80	3.163	2.589	0.574	20.4%	0.088	3.1%	40%	False	False	34,667
100	3.163	2.589	0.574	20.4%	0.087	3.1%	40%	False	False	29,704
120	3.163	2.589	0.574	20.4%	0.090	3.2%	40%	False	False	25,995

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.027
Widest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	3.599
2.618	3.352
1.618	3.201
1.000	3.108
0.618	3.050
HIGH	2.957
0.618	2.899
0.500	2.882
0.382	2.864
LOW	2.806
0.618	2.713
1.000	2.655
1.618	2.562
2.618	2.411
4.250	2.164

Fisher Pivots for day following 23-Jul-2015
Pivot	1 day	3 day
R1	2.882	2.882
PP	2.860	2.860
S1	2.839	2.839

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

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