NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 29-Jul-2015

Day Change Summary
	Previous	Current
	28-Jul-2015	29-Jul-2015	Change	Change %	Previous Week
Open	2.794	2.827	0.033	1.2%	2.849
High	2.847	2.870	0.023	0.8%	2.957
Low	2.775	2.821	0.046	1.7%	2.772
Close	2.816	2.864	0.048	1.7%	2.775
Range	0.072	0.049	-0.023	-31.9%	0.185
ATR	0.088	0.086	-0.002	-2.8%	0.000
Volume	125,871	119,130	-6,741	-5.4%	418,788

Daily Pivots for day following 29-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.999	2.980	2.891
R3	2.950	2.931	2.877
R2	2.901	2.901	2.873
R1	2.882	2.882	2.868	2.892
PP	2.852	2.852	2.852	2.856
S1	2.833	2.833	2.860	2.843
S2	2.803	2.803	2.855
S3	2.754	2.784	2.851
S4	2.705	2.735	2.837

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	7.8%	0.080	2.8%	58%	False	False	108,781
10	2.957	2.735	0.222	7.8%	0.077	2.7%	58%	False	False	87,197
20	2.957	2.656	0.301	10.5%	0.082	2.8%	69%	False	False	74,322
40	2.988	2.600	0.388	13.5%	0.089	3.1%	68%	False	False	57,614
60	3.163	2.600	0.563	19.7%	0.092	3.2%	47%	False	False	47,395
80	3.163	2.589	0.574	20.0%	0.088	3.1%	48%	False	False	39,125
100	3.163	2.589	0.574	20.0%	0.087	3.0%	48%	False	False	33,371
120	3.163	2.589	0.574	20.0%	0.089	3.1%	48%	False	False	29,137

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	0.021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.078
2.618	2.998
1.618	2.949
1.000	2.919
0.618	2.900
HIGH	2.870
0.618	2.851
0.500	2.846
0.382	2.840
LOW	2.821
0.618	2.791
1.000	2.772
1.618	2.742
2.618	2.693
4.250	2.613

Fisher Pivots for day following 29-Jul-2015
Pivot	1 day	3 day
R1	2.858	2.844
PP	2.852	2.823
S1	2.846	2.803

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

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