NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 26-Aug-2015

Day Change Summary
	Previous	Current
	25-Aug-2015	26-Aug-2015	Change	Change %	Previous Week
Open	2.671	2.694	0.023	0.9%	2.774
High	2.703	2.714	0.011	0.4%	2.788
Low	2.652	2.668	0.016	0.6%	2.670
Close	2.685	2.693	0.008	0.3%	2.676
Range	0.051	0.046	-0.005	-9.8%	0.118
ATR	0.079	0.077	-0.002	-3.0%	0.000
Volume	46,664	33,493	-13,171	-28.2%	569,169

Daily Pivots for day following 26-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.830	2.807	2.718
R3	2.784	2.761	2.706
R2	2.738	2.738	2.701
R1	2.715	2.715	2.697	2.704
PP	2.692	2.692	2.692	2.686
S1	2.669	2.669	2.689	2.658
S2	2.646	2.646	2.685
S3	2.600	2.623	2.680
S4	2.554	2.577	2.668

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.065	2.989	2.741
R3	2.947	2.871	2.708
R2	2.829	2.829	2.698
R1	2.753	2.753	2.687	2.732
PP	2.711	2.711	2.711	2.701
S1	2.635	2.635	2.665	2.614
S2	2.593	2.593	2.654
S3	2.475	2.517	2.644
S4	2.357	2.399	2.611

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.788	2.624	0.164	6.1%	0.071	2.6%	42%	False	False	88,532
10	2.931	2.624	0.307	11.4%	0.073	2.7%	22%	False	False	109,881
20	2.934	2.624	0.310	11.5%	0.076	2.8%	22%	False	False	131,138
40	2.957	2.624	0.333	12.4%	0.079	2.9%	21%	False	False	102,730
60	2.988	2.600	0.388	14.4%	0.084	3.1%	24%	False	False	82,122
80	3.163	2.600	0.563	20.9%	0.088	3.3%	17%	False	False	68,331
100	3.163	2.589	0.574	21.3%	0.086	3.2%	18%	False	False	57,527
120	3.163	2.589	0.574	21.3%	0.085	3.2%	18%	False	False	49,665

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2.910
2.618	2.834
1.618	2.788
1.000	2.760
0.618	2.742
HIGH	2.714
0.618	2.696
0.500	2.691
0.382	2.686
LOW	2.668
0.618	2.640
1.000	2.622
1.618	2.594
2.618	2.548
4.250	2.473

Fisher Pivots for day following 26-Aug-2015
Pivot	1 day	3 day
R1	2.692	2.685
PP	2.692	2.677
S1	2.691	2.669

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

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