NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 05-Aug-2015

Day Change Summary
	Previous	Current
	04-Aug-2015	05-Aug-2015	Change	Change %	Previous Week
Open	2.757	2.811	0.054	2.0%	2.745
High	2.821	2.863	0.042	1.5%	2.895
Low	2.752	2.780	0.028	1.0%	2.706
Close	2.812	2.798	-0.014	-0.5%	2.716
Range	0.069	0.083	0.014	20.3%	0.189
ATR	0.087	0.086	0.000	-0.3%	0.000
Volume	140,061	170,367	30,306	21.6%	586,895

Daily Pivots for day following 05-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.063	3.013	2.844
R3	2.980	2.930	2.821
R2	2.897	2.897	2.813
R1	2.847	2.847	2.806	2.831
PP	2.814	2.814	2.814	2.805
S1	2.764	2.764	2.790	2.748
S2	2.731	2.731	2.783
S3	2.648	2.681	2.775
S4	2.565	2.598	2.752

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	6.8%	0.089	3.2%	49%	False	False	140,911
10	2.957	2.706	0.251	9.0%	0.085	3.0%	37%	False	False	124,846
20	2.957	2.656	0.301	10.8%	0.083	3.0%	47%	False	False	98,422
40	2.988	2.656	0.332	11.9%	0.087	3.1%	43%	False	False	70,419
60	3.163	2.600	0.563	20.1%	0.092	3.3%	35%	False	False	57,416
80	3.163	2.589	0.574	20.5%	0.089	3.2%	36%	False	False	47,225
100	3.163	2.589	0.574	20.5%	0.086	3.1%	36%	False	False	39,885
120	3.163	2.589	0.574	20.5%	0.088	3.1%	36%	False	False	34,682

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.019
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.216
2.618	3.080
1.618	2.997
1.000	2.946
0.618	2.914
HIGH	2.863
0.618	2.831
0.500	2.822
0.382	2.812
LOW	2.780
0.618	2.729
1.000	2.697
1.618	2.646
2.618	2.563
4.250	2.427

Fisher Pivots for day following 05-Aug-2015
Pivot	1 day	3 day
R1	2.822	2.794
PP	2.814	2.789
S1	2.806	2.785

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

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