NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 14-Aug-2015

Day Change Summary
	Previous	Current
	13-Aug-2015	14-Aug-2015	Change	Change %	Previous Week
Open	2.921	2.809	-0.112	-3.8%	2.835
High	2.931	2.836	-0.095	-3.2%	2.934
Low	2.784	2.781	-0.003	-0.1%	2.781
Close	2.787	2.801	0.014	0.5%	2.801
Range	0.147	0.055	-0.092	-62.6%	0.153
ATR	0.088	0.085	-0.002	-2.7%	0.000
Volume	246,314	97,799	-148,515	-60.3%	817,548

Daily Pivots for day following 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.971	2.941	2.831
R3	2.916	2.886	2.816
R2	2.861	2.861	2.811
R1	2.831	2.831	2.806	2.819
PP	2.806	2.806	2.806	2.800
S1	2.776	2.776	2.796	2.764
S2	2.751	2.751	2.791
S3	2.696	2.721	2.786
S4	2.641	2.666	2.771

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.298	3.202	2.885
R3	3.145	3.049	2.843
R2	2.992	2.992	2.829
R1	2.896	2.896	2.815	2.868
PP	2.839	2.839	2.839	2.824
S1	2.743	2.743	2.787	2.715
S2	2.686	2.686	2.773
S3	2.533	2.590	2.759
S4	2.380	2.437	2.717

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.934	2.781	0.153	5.5%	0.077	2.7%	13%	False	True	163,509
10	2.934	2.707	0.227	8.1%	0.079	2.8%	41%	False	False	160,414
20	2.957	2.706	0.251	9.0%	0.082	2.9%	38%	False	False	130,491
40	2.957	2.656	0.301	10.7%	0.083	3.0%	48%	False	False	90,359
60	3.086	2.600	0.486	17.4%	0.089	3.2%	41%	False	False	73,271
80	3.163	2.589	0.574	20.5%	0.090	3.2%	37%	False	False	60,458
100	3.163	2.589	0.574	20.5%	0.086	3.1%	37%	False	False	50,755
120	3.163	2.589	0.574	20.5%	0.086	3.1%	37%	False	False	43,844

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	0.022
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.070
2.618	2.980
1.618	2.925
1.000	2.891
0.618	2.870
HIGH	2.836
0.618	2.815
0.500	2.809
0.382	2.802
LOW	2.781
0.618	2.747
1.000	2.726
1.618	2.692
2.618	2.637
4.250	2.547

Fisher Pivots for day following 14-Aug-2015
Pivot	1 day	3 day
R1	2.809	2.858
PP	2.806	2.839
S1	2.804	2.820

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

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