NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 24-Jul-2015

Day Change Summary
	Previous	Current
	23-Jul-2015	24-Jul-2015	Change	Change %	Previous Week
Open	2.905	2.811	-0.094	-3.2%	2.849
High	2.957	2.818	-0.139	-4.7%	2.957
Low	2.806	2.772	-0.034	-1.2%	2.772
Close	2.817	2.775	-0.042	-1.5%	2.775
Range	0.151	0.046	-0.105	-69.5%	0.185
ATR	0.093	0.090	-0.003	-3.6%	0.000
Volume	147,370	73,559	-73,811	-50.1%	418,788

Daily Pivots for day following 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.926	2.897	2.800
R3	2.880	2.851	2.788
R2	2.834	2.834	2.783
R1	2.805	2.805	2.779	2.797
PP	2.788	2.788	2.788	2.784
S1	2.759	2.759	2.771	2.751
S2	2.742	2.742	2.767
S3	2.696	2.713	2.762
S4	2.650	2.667	2.750

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.390	3.267	2.877
R3	3.205	3.082	2.826
R2	3.020	3.020	2.809
R1	2.897	2.897	2.792	2.866
PP	2.835	2.835	2.835	2.819
S1	2.712	2.712	2.758	2.681
S2	2.650	2.650	2.741
S3	2.465	2.527	2.724
S4	2.280	2.342	2.673

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.957	2.772	0.185	6.7%	0.085	3.1%	2%	False	True	83,757
10	2.957	2.772	0.185	6.7%	0.085	3.1%	2%	False	True	81,198
20	2.957	2.656	0.301	10.8%	0.086	3.1%	40%	False	False	63,681
40	2.988	2.600	0.388	14.0%	0.090	3.3%	45%	False	False	51,811
60	3.163	2.600	0.563	20.3%	0.095	3.4%	31%	False	False	42,978
80	3.163	2.589	0.574	20.7%	0.088	3.2%	32%	False	False	35,486
100	3.163	2.589	0.574	20.7%	0.087	3.1%	32%	False	False	30,362
120	3.163	2.589	0.574	20.7%	0.089	3.2%	32%	False	False	26,572

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	3.014
2.618	2.938
1.618	2.892
1.000	2.864
0.618	2.846
HIGH	2.818
0.618	2.800
0.500	2.795
0.382	2.790
LOW	2.772
0.618	2.744
1.000	2.726
1.618	2.698
2.618	2.652
4.250	2.577

Fisher Pivots for day following 24-Jul-2015
Pivot	1 day	3 day
R1	2.795	2.865
PP	2.788	2.835
S1	2.782	2.805

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

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