NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 07-Aug-2015

Day Change Summary
	Previous	Current
	06-Aug-2015	07-Aug-2015	Change	Change %	Previous Week
Open	2.782	2.805	0.023	0.8%	2.725
High	2.838	2.824	-0.014	-0.5%	2.863
Low	2.726	2.761	0.035	1.3%	2.707
Close	2.813	2.798	-0.015	-0.5%	2.798
Range	0.112	0.063	-0.049	-43.8%	0.156
ATR	0.088	0.086	-0.002	-2.0%	0.000
Volume	190,872	155,079	-35,793	-18.8%	786,593

Daily Pivots for day following 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.983	2.954	2.833
R3	2.920	2.891	2.815
R2	2.857	2.857	2.810
R1	2.828	2.828	2.804	2.811
PP	2.794	2.794	2.794	2.786
S1	2.765	2.765	2.792	2.748
S2	2.731	2.731	2.786
S3	2.668	2.702	2.781
S4	2.605	2.639	2.763

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.257	3.184	2.884
R3	3.101	3.028	2.841
R2	2.945	2.945	2.827
R1	2.872	2.872	2.812	2.909
PP	2.789	2.789	2.789	2.808
S1	2.716	2.716	2.784	2.753
S2	2.633	2.633	2.769
S3	2.477	2.560	2.755
S4	2.321	2.404	2.712

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.863	2.707	0.156	5.6%	0.081	2.9%	58%	False	False	157,318
10	2.895	2.706	0.189	6.8%	0.082	2.9%	49%	False	False	137,348
20	2.957	2.706	0.251	9.0%	0.084	3.0%	37%	False	False	109,273
40	2.988	2.656	0.332	11.9%	0.086	3.1%	43%	False	False	75,821
60	3.163	2.600	0.563	20.1%	0.091	3.2%	35%	False	False	62,256
80	3.163	2.589	0.574	20.5%	0.090	3.2%	36%	False	False	51,198
100	3.163	2.589	0.574	20.5%	0.087	3.1%	36%	False	False	43,199
120	3.163	2.589	0.574	20.5%	0.087	3.1%	36%	False	False	37,405

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3.092
2.618	2.989
1.618	2.926
1.000	2.887
0.618	2.863
HIGH	2.824
0.618	2.800
0.500	2.793
0.382	2.785
LOW	2.761
0.618	2.722
1.000	2.698
1.618	2.659
2.618	2.596
4.250	2.493

Fisher Pivots for day following 07-Aug-2015
Pivot	1 day	3 day
R1	2.796	2.797
PP	2.794	2.796
S1	2.793	2.795

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

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