NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 28-Jul-2015

Day Change Summary
	Previous	Current
	27-Jul-2015	28-Jul-2015	Change	Change %	Previous Week
Open	2.780	2.822	0.042	1.5%	2.880
High	2.845	2.873	0.028	1.0%	2.983
Low	2.771	2.806	0.035	1.3%	2.802
Close	2.816	2.845	0.029	1.0%	2.804
Range	0.074	0.067	-0.007	-9.5%	0.181
ATR	0.085	0.084	-0.001	-1.5%	0.000
Volume	25,010	22,569	-2,441	-9.8%	145,404

Daily Pivots for day following 28-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.042	3.011	2.882
R3	2.975	2.944	2.863
R2	2.908	2.908	2.857
R1	2.877	2.877	2.851	2.893
PP	2.841	2.841	2.841	2.849
S1	2.810	2.810	2.839	2.826
S2	2.774	2.774	2.833
S3	2.707	2.743	2.827
S4	2.640	2.676	2.808

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%	35%	False	False	27,544
10	2.983	2.771	0.212	7.5%	0.076	2.7%	35%	False	False	30,227
20	2.983	2.693	0.290	10.2%	0.080	2.8%	52%	False	False	29,582
40	3.013	2.640	0.373	13.1%	0.087	3.0%	55%	False	False	31,330
60	3.180	2.640	0.540	19.0%	0.089	3.1%	38%	False	False	31,413
80	3.180	2.638	0.542	19.1%	0.085	3.0%	38%	False	False	28,342
100	3.180	2.638	0.542	19.1%	0.085	3.0%	38%	False	False	26,776
120	3.180	2.638	0.542	19.1%	0.088	3.1%	38%	False	False	26,200

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	0.022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.158
2.618	3.048
1.618	2.981
1.000	2.940
0.618	2.914
HIGH	2.873
0.618	2.847
0.500	2.840
0.382	2.832
LOW	2.806
0.618	2.765
1.000	2.739
1.618	2.698
2.618	2.631
4.250	2.521

Fisher Pivots for day following 28-Jul-2015
Pivot	1 day	3 day
R1	2.843	2.837
PP	2.841	2.830
S1	2.840	2.822

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

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