NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 24-Jul-2015

Day Change Summary
	Previous	Current
	23-Jul-2015	24-Jul-2015	Change	Change %	Previous Week
Open	2.923	2.841	-0.082	-2.8%	2.880
High	2.983	2.847	-0.136	-4.6%	2.983
Low	2.836	2.802	-0.034	-1.2%	2.802
Close	2.847	2.804	-0.043	-1.5%	2.804
Range	0.147	0.045	-0.102	-69.4%	0.181
ATR	0.090	0.086	-0.003	-3.6%	0.000
Volume	29,818	37,959	8,141	27.3%	145,404

Daily Pivots for day following 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.953	2.923	2.829
R3	2.908	2.878	2.816
R2	2.863	2.863	2.812
R1	2.833	2.833	2.808	2.826
PP	2.818	2.818	2.818	2.814
S1	2.788	2.788	2.800	2.781
S2	2.773	2.773	2.796
S3	2.728	2.743	2.792
S4	2.683	2.698	2.779

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.406	3.286	2.904
R3	3.225	3.105	2.854
R2	3.044	3.044	2.837
R1	2.924	2.924	2.821	2.894
PP	2.863	2.863	2.863	2.848
S1	2.743	2.743	2.787	2.713
S2	2.682	2.682	2.771
S3	2.501	2.562	2.754
S4	2.320	2.381	2.704

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.983	2.802	0.181	6.5%	0.082	2.9%	1%	False	True	29,080
10	2.983	2.802	0.181	6.5%	0.082	2.9%	1%	False	True	31,860
20	2.983	2.693	0.290	10.3%	0.082	2.9%	38%	False	False	30,882
40	3.013	2.640	0.373	13.3%	0.087	3.1%	44%	False	False	32,041
60	3.180	2.640	0.540	19.3%	0.092	3.3%	30%	False	False	31,678
80	3.180	2.638	0.542	19.3%	0.086	3.1%	31%	False	False	28,134
100	3.180	2.638	0.542	19.3%	0.085	3.0%	31%	False	False	26,654
120	3.180	2.638	0.542	19.3%	0.088	3.1%	31%	False	False	26,069

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.027
Narrowest range in 61 trading days

Fibonacci Retracements and Extensions
4.250	3.038
2.618	2.965
1.618	2.920
1.000	2.892
0.618	2.875
HIGH	2.847
0.618	2.830
0.500	2.825
0.382	2.819
LOW	2.802
0.618	2.774
1.000	2.757
1.618	2.729
2.618	2.684
4.250	2.611

Fisher Pivots for day following 24-Jul-2015
Pivot	1 day	3 day
R1	2.825	2.893
PP	2.818	2.863
S1	2.811	2.834

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

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