NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 04-Aug-2015

Day Change Summary
	Previous	Current
	03-Aug-2015	04-Aug-2015	Change	Change %	Previous Week
Open	2.725	2.757	0.032	1.2%	2.745
High	2.785	2.821	0.036	1.3%	2.895
Low	2.707	2.752	0.045	1.7%	2.706
Close	2.748	2.812	0.064	2.3%	2.716
Range	0.078	0.069	-0.009	-11.5%	0.189
ATR	0.088	0.087	-0.001	-1.2%	0.000
Volume	130,214	140,061	9,847	7.6%	586,895

Daily Pivots for day following 04-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.002	2.976	2.850
R3	2.933	2.907	2.831
R2	2.864	2.864	2.825
R1	2.838	2.838	2.818	2.851
PP	2.795	2.795	2.795	2.802
S1	2.769	2.769	2.806	2.782
S2	2.726	2.726	2.799
S3	2.657	2.700	2.793
S4	2.588	2.631	2.774

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	6.7%	0.082	2.9%	56%	False	False	130,664
10	2.957	2.706	0.251	8.9%	0.083	3.0%	42%	False	False	114,106
20	2.957	2.656	0.301	10.7%	0.083	3.0%	52%	False	False	93,713
40	2.988	2.656	0.332	11.8%	0.088	3.1%	47%	False	False	67,508
60	3.163	2.600	0.563	20.0%	0.092	3.3%	38%	False	False	55,158
80	3.163	2.589	0.574	20.4%	0.089	3.2%	39%	False	False	45,239
100	3.163	2.589	0.574	20.4%	0.086	3.1%	39%	False	False	38,315
120	3.163	2.589	0.574	20.4%	0.089	3.2%	39%	False	False	33,337

Crabel Price Patterns
NR	True
NR4	True
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	0.018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.114
2.618	3.002
1.618	2.933
1.000	2.890
0.618	2.864
HIGH	2.821
0.618	2.795
0.500	2.787
0.382	2.778
LOW	2.752
0.618	2.709
1.000	2.683
1.618	2.640
2.618	2.571
4.250	2.459

Fisher Pivots for day following 04-Aug-2015
Pivot	1 day	3 day
R1	2.804	2.796
PP	2.795	2.780
S1	2.787	2.764

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

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