NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 30-Jul-2015

Day Change Summary
	Previous	Current
	29-Jul-2015	30-Jul-2015	Change	Change %	Previous Week
Open	2.863	2.887	0.024	0.8%	2.880
High	2.898	2.916	0.018	0.6%	2.983
Low	2.847	2.792	-0.055	-1.9%	2.802
Close	2.888	2.797	-0.091	-3.2%	2.804
Range	0.051	0.124	0.073	143.1%	0.181
ATR	0.082	0.085	0.003	3.7%	0.000
Volume	33,647	39,124	5,477	16.3%	145,404

Daily Pivots for day following 30-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.207	3.126	2.865
R3	3.083	3.002	2.831
R2	2.959	2.959	2.820
R1	2.878	2.878	2.808	2.857
PP	2.835	2.835	2.835	2.824
S1	2.754	2.754	2.786	2.733
S2	2.711	2.711	2.774
S3	2.587	2.630	2.763
S4	2.463	2.506	2.729

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	2.916	2.771	0.145	5.2%	0.072	2.6%	18%	True	False	31,661
10	2.983	2.771	0.212	7.6%	0.079	2.8%	12%	False	False	30,506
20	2.983	2.693	0.290	10.4%	0.080	2.9%	36%	False	False	30,511
40	3.013	2.640	0.373	13.3%	0.086	3.1%	42%	False	False	31,625
60	3.180	2.640	0.540	19.3%	0.090	3.2%	29%	False	False	32,075
80	3.180	2.638	0.542	19.4%	0.086	3.1%	29%	False	False	28,904
100	3.180	2.638	0.542	19.4%	0.085	3.0%	29%	False	False	27,086
120	3.180	2.638	0.542	19.4%	0.088	3.1%	29%	False	False	26,548

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.443
2.618	3.241
1.618	3.117
1.000	3.040
0.618	2.993
HIGH	2.916
0.618	2.869
0.500	2.854
0.382	2.839
LOW	2.792
0.618	2.715
1.000	2.668
1.618	2.591
2.618	2.467
4.250	2.265

Fisher Pivots for day following 30-Jul-2015
Pivot	1 day	3 day
R1	2.854	2.854
PP	2.835	2.835
S1	2.816	2.816

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

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