NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 15-Jul-2015

Day Change Summary
	Previous	Current
	14-Jul-2015	15-Jul-2015	Change	Change %	Previous Week
Open	2.897	2.875	-0.022	-0.8%	2.829
High	2.956	2.935	-0.021	-0.7%	2.845
Low	2.850	2.859	0.009	0.3%	2.693
Close	2.866	2.931	0.065	2.3%	2.811
Range	0.106	0.076	-0.030	-28.3%	0.152
ATR	0.093	0.091	-0.001	-1.3%	0.000
Volume	32,870	38,073	5,203	15.8%	144,835

Daily Pivots for day following 15-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.136	3.110	2.973
R3	3.060	3.034	2.952
R2	2.984	2.984	2.945
R1	2.958	2.958	2.938	2.971
PP	2.908	2.908	2.908	2.915
S1	2.882	2.882	2.924	2.895
S2	2.832	2.832	2.917
S3	2.756	2.806	2.910
S4	2.680	2.730	2.889

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	9.0%	0.087	3.0%	90%	False	False	34,067
10	2.956	2.693	0.263	9.0%	0.082	2.8%	90%	False	False	29,804
20	3.013	2.693	0.320	10.9%	0.084	2.9%	74%	False	False	30,308
40	3.180	2.640	0.540	18.4%	0.092	3.1%	54%	False	False	31,912
60	3.180	2.638	0.542	18.5%	0.089	3.0%	54%	False	False	30,026
80	3.180	2.638	0.542	18.5%	0.084	2.9%	54%	False	False	27,009
100	3.180	2.638	0.542	18.5%	0.086	2.9%	54%	False	False	26,200
120	3.180	2.638	0.542	18.5%	0.089	3.0%	54%	False	False	25,281

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.258
2.618	3.134
1.618	3.058
1.000	3.011
0.618	2.982
HIGH	2.935
0.618	2.906
0.500	2.897
0.382	2.888
LOW	2.859
0.618	2.812
1.000	2.783
1.618	2.736
2.618	2.660
4.250	2.536

Fisher Pivots for day following 15-Jul-2015
Pivot	1 day	3 day
R1	2.920	2.917
PP	2.908	2.903
S1	2.897	2.890

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

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