NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 20-Aug-2015

Day Change Summary
	Previous	Current
	19-Aug-2015	20-Aug-2015	Change	Change %	Previous Week
Open	2.715	2.709	-0.006	-0.2%	2.835
High	2.739	2.788	0.049	1.8%	2.934
Low	2.694	2.694	0.000	0.0%	2.781
Close	2.716	2.755	0.039	1.4%	2.801
Range	0.045	0.094	0.049	108.9%	0.153
ATR	0.080	0.081	0.001	1.2%	0.000
Volume	85,957	142,290	56,333	65.5%	817,548

Daily Pivots for day following 20-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.028	2.985	2.807
R3	2.934	2.891	2.781
R2	2.840	2.840	2.772
R1	2.797	2.797	2.764	2.819
PP	2.746	2.746	2.746	2.756
S1	2.703	2.703	2.746	2.725
S2	2.652	2.652	2.738
S3	2.558	2.609	2.729
S4	2.464	2.515	2.703

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	2.836	2.680	0.156	5.7%	0.064	2.3%	48%	False	False	110,426
10	2.934	2.680	0.254	9.2%	0.071	2.6%	30%	False	False	142,695
20	2.934	2.680	0.254	9.2%	0.076	2.8%	30%	False	False	135,946
40	2.957	2.656	0.301	10.9%	0.082	3.0%	33%	False	False	98,342
60	2.988	2.600	0.388	14.1%	0.087	3.2%	40%	False	False	79,050
80	3.163	2.600	0.563	20.4%	0.091	3.3%	28%	False	False	65,453
100	3.163	2.589	0.574	20.8%	0.086	3.1%	29%	False	False	54,923
120	3.163	2.589	0.574	20.8%	0.085	3.1%	29%	False	False	47,411

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.188
2.618	3.034
1.618	2.940
1.000	2.882
0.618	2.846
HIGH	2.788
0.618	2.752
0.500	2.741
0.382	2.730
LOW	2.694
0.618	2.636
1.000	2.600
1.618	2.542
2.618	2.448
4.250	2.295

Fisher Pivots for day following 20-Aug-2015
Pivot	1 day	3 day
R1	2.750	2.748
PP	2.746	2.741
S1	2.741	2.734

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

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