NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 30-Jul-2015

Day Change Summary
	Previous	Current
	29-Jul-2015	30-Jul-2015	Change	Change %	Previous Week
Open	2.827	2.858	0.031	1.1%	2.849
High	2.870	2.895	0.025	0.9%	2.957
Low	2.821	2.762	-0.059	-2.1%	2.772
Close	2.864	2.768	-0.096	-3.4%	2.775
Range	0.049	0.133	0.084	171.4%	0.185
ATR	0.086	0.089	0.003	4.0%	0.000
Volume	119,130	146,547	27,417	23.0%	418,788

Daily Pivots for day following 30-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.207	3.121	2.841
R3	3.074	2.988	2.805
R2	2.941	2.941	2.792
R1	2.855	2.855	2.780	2.832
PP	2.808	2.808	2.808	2.797
S1	2.722	2.722	2.756	2.699
S2	2.675	2.675	2.744
S3	2.542	2.589	2.731
S4	2.409	2.456	2.695

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	2.895	2.735	0.160	5.8%	0.076	2.8%	21%	True	False	108,617
10	2.957	2.735	0.222	8.0%	0.083	3.0%	15%	False	False	93,773
20	2.957	2.656	0.301	10.9%	0.084	3.0%	37%	False	False	80,012
40	2.988	2.600	0.388	14.0%	0.089	3.2%	43%	False	False	60,650
60	3.163	2.600	0.563	20.3%	0.094	3.4%	30%	False	False	49,648
80	3.163	2.589	0.574	20.7%	0.089	3.2%	31%	False	False	40,876
100	3.163	2.589	0.574	20.7%	0.087	3.1%	31%	False	False	34,746
120	3.163	2.589	0.574	20.7%	0.089	3.2%	31%	False	False	30,317

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.460
2.618	3.243
1.618	3.110
1.000	3.028
0.618	2.977
HIGH	2.895
0.618	2.844
0.500	2.829
0.382	2.813
LOW	2.762
0.618	2.680
1.000	2.629
1.618	2.547
2.618	2.414
4.250	2.197

Fisher Pivots for day following 30-Jul-2015
Pivot	1 day	3 day
R1	2.829	2.829
PP	2.808	2.808
S1	2.788	2.788

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

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