NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 27-Jul-2015

Day Change Summary
	Previous	Current
	24-Jul-2015	27-Jul-2015	Change	Change %	Previous Week
Open	2.841	2.780	-0.061	-2.1%	2.880
High	2.847	2.845	-0.002	-0.1%	2.983
Low	2.802	2.771	-0.031	-1.1%	2.802
Close	2.804	2.816	0.012	0.4%	2.804
Range	0.045	0.074	0.029	64.4%	0.181
ATR	0.086	0.085	-0.001	-1.0%	0.000
Volume	37,959	25,010	-12,949	-34.1%	145,404

Daily Pivots for day following 27-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.033	2.998	2.857
R3	2.959	2.924	2.836
R2	2.885	2.885	2.830
R1	2.850	2.850	2.823	2.868
PP	2.811	2.811	2.811	2.819
S1	2.776	2.776	2.809	2.794
S2	2.737	2.737	2.802
S3	2.663	2.702	2.796
S4	2.589	2.628	2.775

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	2.771	0.212	7.5%	0.080	2.8%	21%	False	True	29,104
10	2.983	2.771	0.212	7.5%	0.080	2.9%	21%	False	True	31,257
20	2.983	2.693	0.290	10.3%	0.081	2.9%	42%	False	False	30,078
40	3.013	2.640	0.373	13.2%	0.087	3.1%	47%	False	False	31,493
60	3.180	2.640	0.540	19.2%	0.090	3.2%	33%	False	False	31,816
80	3.180	2.638	0.542	19.2%	0.086	3.0%	33%	False	False	28,295
100	3.180	2.638	0.542	19.2%	0.085	3.0%	33%	False	False	26,699
120	3.180	2.638	0.542	19.2%	0.088	3.1%	33%	False	False	26,149

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

Fibonacci Retracements and Extensions
4.250	3.160
2.618	3.039
1.618	2.965
1.000	2.919
0.618	2.891
HIGH	2.845
0.618	2.817
0.500	2.808
0.382	2.799
LOW	2.771
0.618	2.725
1.000	2.697
1.618	2.651
2.618	2.577
4.250	2.457

Fisher Pivots for day following 27-Jul-2015
Pivot	1 day	3 day
R1	2.813	2.877
PP	2.811	2.857
S1	2.808	2.836

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

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