NYMEX Natural Gas Future October 2015

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

Day Change Summary
	Previous	Current
	13-Jul-2015	14-Jul-2015	Change	Change %	Previous Week
Open	2.853	2.897	0.044	1.5%	2.829
High	2.911	2.956	0.045	1.5%	2.845
Low	2.823	2.850	0.027	1.0%	2.693
Close	2.895	2.866	-0.029	-1.0%	2.811
Range	0.088	0.106	0.018	20.5%	0.152
ATR	0.092	0.093	0.001	1.1%	0.000
Volume	31,043	32,870	1,827	5.9%	144,835

Daily Pivots for day following 14-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.209	3.143	2.924
R3	3.103	3.037	2.895
R2	2.997	2.997	2.885
R1	2.931	2.931	2.876	2.911
PP	2.891	2.891	2.891	2.881
S1	2.825	2.825	2.856	2.805
S2	2.785	2.785	2.847
S3	2.679	2.719	2.837
S4	2.573	2.613	2.808

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.239	3.177	2.895
R3	3.087	3.025	2.853
R2	2.935	2.935	2.839
R1	2.873	2.873	2.825	2.828
PP	2.783	2.783	2.783	2.761
S1	2.721	2.721	2.797	2.676
S2	2.631	2.631	2.783
S3	2.479	2.569	2.769
S4	2.327	2.417	2.727

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.956	2.693	0.263	9.2%	0.087	3.0%	66%	True	False	31,786
10	2.956	2.693	0.263	9.2%	0.083	2.9%	66%	True	False	28,937
20	3.013	2.693	0.320	11.2%	0.085	3.0%	54%	False	False	30,160
40	3.180	2.640	0.540	18.8%	0.091	3.2%	42%	False	False	31,808
60	3.180	2.638	0.542	18.9%	0.089	3.1%	42%	False	False	29,633
80	3.180	2.638	0.542	18.9%	0.085	3.0%	42%	False	False	26,930
100	3.180	2.638	0.542	18.9%	0.087	3.0%	42%	False	False	26,168
120	3.180	2.638	0.542	18.9%	0.090	3.1%	42%	False	False	25,163

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	3.407
2.618	3.234
1.618	3.128
1.000	3.062
0.618	3.022
HIGH	2.956
0.618	2.916
0.500	2.903
0.382	2.890
LOW	2.850
0.618	2.784
1.000	2.744
1.618	2.678
2.618	2.572
4.250	2.400

Fisher Pivots for day following 14-Jul-2015
Pivot	1 day	3 day
R1	2.903	2.865
PP	2.891	2.864
S1	2.878	2.863

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

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