NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 31-Jul-2015

Day Change Summary
	Previous	Current
	30-Jul-2015	31-Jul-2015	Change	Change %	Previous Week
Open	2.887	2.810	-0.077	-2.7%	2.780
High	2.916	2.816	-0.100	-3.4%	2.916
Low	2.792	2.740	-0.052	-1.9%	2.740
Close	2.797	2.749	-0.048	-1.7%	2.749
Range	0.124	0.076	-0.048	-38.7%	0.176
ATR	0.085	0.084	-0.001	-0.8%	0.000
Volume	39,124	37,937	-1,187	-3.0%	158,287

Daily Pivots for day following 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.996	2.949	2.791
R3	2.920	2.873	2.770
R2	2.844	2.844	2.763
R1	2.797	2.797	2.756	2.783
PP	2.768	2.768	2.768	2.761
S1	2.721	2.721	2.742	2.707
S2	2.692	2.692	2.735
S3	2.616	2.645	2.728
S4	2.540	2.569	2.707

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.330	3.215	2.846
R3	3.154	3.039	2.797
R2	2.978	2.978	2.781
R1	2.863	2.863	2.765	2.833
PP	2.802	2.802	2.802	2.786
S1	2.687	2.687	2.733	2.657
S2	2.626	2.626	2.717
S3	2.450	2.511	2.701
S4	2.274	2.335	2.652

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.916	2.740	0.176	6.4%	0.078	2.9%	5%	False	True	31,657
10	2.983	2.740	0.243	8.8%	0.080	2.9%	4%	False	True	30,369
20	2.983	2.693	0.290	10.5%	0.080	2.9%	19%	False	False	31,086
40	3.013	2.663	0.350	12.7%	0.085	3.1%	25%	False	False	31,930
60	3.180	2.640	0.540	19.6%	0.090	3.3%	20%	False	False	32,422
80	3.180	2.638	0.542	19.7%	0.086	3.1%	20%	False	False	29,164
100	3.180	2.638	0.542	19.7%	0.085	3.1%	20%	False	False	27,234
120	3.180	2.638	0.542	19.7%	0.088	3.2%	20%	False	False	26,724

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	0.021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.139
2.618	3.015
1.618	2.939
1.000	2.892
0.618	2.863
HIGH	2.816
0.618	2.787
0.500	2.778
0.382	2.769
LOW	2.740
0.618	2.693
1.000	2.664
1.618	2.617
2.618	2.541
4.250	2.417

Fisher Pivots for day following 31-Jul-2015
Pivot	1 day	3 day
R1	2.778	2.828
PP	2.768	2.802
S1	2.759	2.775

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

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