NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 31-Jul-2015

Day Change Summary
	Previous	Current
	30-Jul-2015	31-Jul-2015	Change	Change %	Previous Week
Open	2.858	2.782	-0.076	-2.7%	2.745
High	2.895	2.788	-0.107	-3.7%	2.895
Low	2.762	2.706	-0.056	-2.0%	2.706
Close	2.768	2.716	-0.052	-1.9%	2.716
Range	0.133	0.082	-0.051	-38.3%	0.189
ATR	0.089	0.088	0.000	-0.6%	0.000
Volume	146,547	117,368	-29,179	-19.9%	586,895

Daily Pivots for day following 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.983	2.931	2.761
R3	2.901	2.849	2.739
R2	2.819	2.819	2.731
R1	2.767	2.767	2.724	2.752
PP	2.737	2.737	2.737	2.729
S1	2.685	2.685	2.708	2.670
S2	2.655	2.655	2.701
S3	2.573	2.603	2.693
S4	2.491	2.521	2.671

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.339	3.217	2.820
R3	3.150	3.028	2.768
R2	2.961	2.961	2.751
R1	2.839	2.839	2.733	2.806
PP	2.772	2.772	2.772	2.756
S1	2.650	2.650	2.699	2.617
S2	2.583	2.583	2.681
S3	2.394	2.461	2.664
S4	2.205	2.272	2.612

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.895	2.706	0.189	7.0%	0.084	3.1%	5%	False	True	117,379
10	2.957	2.706	0.251	9.2%	0.084	3.1%	4%	False	True	100,568
20	2.957	2.656	0.301	11.1%	0.084	3.1%	20%	False	False	84,208
40	2.988	2.625	0.363	13.4%	0.089	3.3%	25%	False	False	62,878
60	3.163	2.600	0.563	20.7%	0.094	3.5%	21%	False	False	51,374
80	3.163	2.589	0.574	21.1%	0.089	3.3%	22%	False	False	42,210
100	3.163	2.589	0.574	21.1%	0.088	3.2%	22%	False	False	35,815
120	3.163	2.589	0.574	21.1%	0.089	3.3%	22%	False	False	31,234

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 2 trading days

Fibonacci Retracements and Extensions
4.250	3.137
2.618	3.003
1.618	2.921
1.000	2.870
0.618	2.839
HIGH	2.788
0.618	2.757
0.500	2.747
0.382	2.737
LOW	2.706
0.618	2.655
1.000	2.624
1.618	2.573
2.618	2.491
4.250	2.358

Fisher Pivots for day following 31-Jul-2015
Pivot	1 day	3 day
R1	2.747	2.801
PP	2.737	2.772
S1	2.726	2.744

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

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