NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 27-Jul-2015

Day Change Summary
	Previous	Current
	24-Jul-2015	27-Jul-2015	Change	Change %	Previous Week
Open	2.811	2.745	-0.066	-2.3%	2.849
High	2.818	2.817	-0.001	0.0%	2.957
Low	2.772	2.735	-0.037	-1.3%	2.772
Close	2.775	2.788	0.013	0.5%	2.775
Range	0.046	0.082	0.036	78.3%	0.185
ATR	0.090	0.089	-0.001	-0.6%	0.000
Volume	73,559	77,979	4,420	6.0%	418,788

Daily Pivots for day following 27-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.026	2.989	2.833
R3	2.944	2.907	2.811
R2	2.862	2.862	2.803
R1	2.825	2.825	2.796	2.844
PP	2.780	2.780	2.780	2.789
S1	2.743	2.743	2.780	2.762
S2	2.698	2.698	2.773
S3	2.616	2.661	2.765
S4	2.534	2.579	2.743

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	2.735	0.222	8.0%	0.083	3.0%	24%	False	True	84,283
10	2.957	2.735	0.222	8.0%	0.084	3.0%	24%	False	True	79,248
20	2.957	2.656	0.301	10.8%	0.085	3.0%	44%	False	False	65,173
40	2.988	2.600	0.388	13.9%	0.090	3.2%	48%	False	False	52,943
60	3.163	2.600	0.563	20.2%	0.093	3.3%	33%	False	False	44,098
80	3.163	2.589	0.574	20.6%	0.088	3.2%	35%	False	False	36,370
100	3.163	2.589	0.574	20.6%	0.087	3.1%	35%	False	False	31,083
120	3.163	2.589	0.574	20.6%	0.089	3.2%	35%	False	False	27,180

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.166
2.618	3.032
1.618	2.950
1.000	2.899
0.618	2.868
HIGH	2.817
0.618	2.786
0.500	2.776
0.382	2.766
LOW	2.735
0.618	2.684
1.000	2.653
1.618	2.602
2.618	2.520
4.250	2.387

Fisher Pivots for day following 27-Jul-2015
Pivot	1 day	3 day
R1	2.784	2.846
PP	2.780	2.827
S1	2.776	2.807

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

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