NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 28-Jul-2015

Day Change Summary
	Previous	Current
	27-Jul-2015	28-Jul-2015	Change	Change %	Previous Week
Open	2.745	2.794	0.049	1.8%	2.849
High	2.817	2.847	0.030	1.1%	2.957
Low	2.735	2.775	0.040	1.5%	2.772
Close	2.788	2.816	0.028	1.0%	2.775
Range	0.082	0.072	-0.010	-12.2%	0.185
ATR	0.089	0.088	-0.001	-1.4%	0.000
Volume	77,979	125,871	47,892	61.4%	418,788

Daily Pivots for day following 28-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.029	2.994	2.856
R3	2.957	2.922	2.836
R2	2.885	2.885	2.829
R1	2.850	2.850	2.823	2.868
PP	2.813	2.813	2.813	2.821
S1	2.778	2.778	2.809	2.796
S2	2.741	2.741	2.803
S3	2.669	2.706	2.796
S4	2.597	2.634	2.776

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	7.9%	0.084	3.0%	36%	False	False	97,548
10	2.957	2.735	0.222	7.9%	0.080	2.9%	36%	False	False	84,448
20	2.957	2.656	0.301	10.7%	0.083	3.0%	53%	False	False	69,679
40	2.988	2.600	0.388	13.8%	0.090	3.2%	56%	False	False	55,372
60	3.163	2.600	0.563	20.0%	0.093	3.3%	38%	False	False	45,691
80	3.163	2.589	0.574	20.4%	0.088	3.1%	40%	False	False	37,805
100	3.163	2.589	0.574	20.4%	0.087	3.1%	40%	False	False	32,279
120	3.163	2.589	0.574	20.4%	0.089	3.2%	40%	False	False	28,193

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	0.022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.153
2.618	3.035
1.618	2.963
1.000	2.919
0.618	2.891
HIGH	2.847
0.618	2.819
0.500	2.811
0.382	2.803
LOW	2.775
0.618	2.731
1.000	2.703
1.618	2.659
2.618	2.587
4.250	2.469

Fisher Pivots for day following 28-Jul-2015
Pivot	1 day	3 day
R1	2.814	2.808
PP	2.813	2.799
S1	2.811	2.791

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

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