NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 03-Aug-2015

Day Change Summary
	Previous	Current
	31-Jul-2015	03-Aug-2015	Change	Change %	Previous Week
Open	2.782	2.725	-0.057	-2.0%	2.745
High	2.788	2.785	-0.003	-0.1%	2.895
Low	2.706	2.707	0.001	0.0%	2.706
Close	2.716	2.748	0.032	1.2%	2.716
Range	0.082	0.078	-0.004	-4.9%	0.189
ATR	0.088	0.088	-0.001	-0.8%	0.000
Volume	117,368	130,214	12,846	10.9%	586,895

Daily Pivots for day following 03-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.981	2.942	2.791
R3	2.903	2.864	2.769
R2	2.825	2.825	2.762
R1	2.786	2.786	2.755	2.806
PP	2.747	2.747	2.747	2.756
S1	2.708	2.708	2.741	2.728
S2	2.669	2.669	2.734
S3	2.591	2.630	2.727
S4	2.513	2.552	2.705

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	6.9%	0.083	3.0%	22%	False	False	127,826
10	2.957	2.706	0.251	9.1%	0.083	3.0%	17%	False	False	106,054
20	2.957	2.656	0.301	11.0%	0.085	3.1%	31%	False	False	89,063
40	2.988	2.656	0.332	12.1%	0.089	3.2%	28%	False	False	65,165
60	3.163	2.600	0.563	20.5%	0.094	3.4%	26%	False	False	53,239
80	3.163	2.589	0.574	20.9%	0.089	3.2%	28%	False	False	43,676
100	3.163	2.589	0.574	20.9%	0.087	3.2%	28%	False	False	37,038
120	3.163	2.589	0.574	20.9%	0.089	3.2%	28%	False	False	32,253

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.117
2.618	2.989
1.618	2.911
1.000	2.863
0.618	2.833
HIGH	2.785
0.618	2.755
0.500	2.746
0.382	2.737
LOW	2.707
0.618	2.659
1.000	2.629
1.618	2.581
2.618	2.503
4.250	2.376

Fisher Pivots for day following 03-Aug-2015
Pivot	1 day	3 day
R1	2.747	2.801
PP	2.747	2.783
S1	2.746	2.766

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

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