NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 21-Jul-2015

Day Change Summary
	Previous	Current
	20-Jul-2015	21-Jul-2015	Change	Change %	Previous Week
Open	2.880	2.868	-0.012	-0.4%	2.853
High	2.907	2.925	0.018	0.6%	2.956
Low	2.822	2.857	0.035	1.2%	2.823
Close	2.858	2.917	0.059	2.1%	2.899
Range	0.085	0.068	-0.017	-20.0%	0.133
ATR	0.088	0.087	-0.001	-1.6%	0.000
Volume	24,891	30,368	5,477	22.0%	173,205

Daily Pivots for day following 21-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.104	3.078	2.954
R3	3.036	3.010	2.936
R2	2.968	2.968	2.929
R1	2.942	2.942	2.923	2.955
PP	2.900	2.900	2.900	2.906
S1	2.874	2.874	2.911	2.887
S2	2.832	2.832	2.905
S3	2.764	2.806	2.898
S4	2.696	2.738	2.880

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.292	3.228	2.972
R3	3.159	3.095	2.936
R2	3.026	3.026	2.923
R1	2.962	2.962	2.911	2.994
PP	2.893	2.893	2.893	2.909
S1	2.829	2.829	2.887	2.861
S2	2.760	2.760	2.875
S3	2.627	2.696	2.862
S4	2.494	2.563	2.826

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.944	2.822	0.122	4.2%	0.073	2.5%	78%	False	False	32,910
10	2.956	2.693	0.263	9.0%	0.080	2.7%	85%	False	False	32,348
20	2.956	2.693	0.263	9.0%	0.081	2.8%	85%	False	False	29,686
40	3.013	2.640	0.373	12.8%	0.088	3.0%	74%	False	False	31,523
60	3.180	2.638	0.542	18.6%	0.090	3.1%	51%	False	False	30,966
80	3.180	2.638	0.542	18.6%	0.084	2.9%	51%	False	False	27,548
100	3.180	2.638	0.542	18.6%	0.084	2.9%	51%	False	False	26,336
120	3.180	2.638	0.542	18.6%	0.089	3.0%	51%	False	False	25,806

Crabel Price Patterns
NR	True
NR4	False
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	0.026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.214
2.618	3.103
1.618	3.035
1.000	2.993
0.618	2.967
HIGH	2.925
0.618	2.899
0.500	2.891
0.382	2.883
LOW	2.857
0.618	2.815
1.000	2.789
1.618	2.747
2.618	2.679
4.250	2.568

Fisher Pivots for day following 21-Jul-2015
Pivot	1 day	3 day
R1	2.908	2.903
PP	2.900	2.888
S1	2.891	2.874

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

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