NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 05-Aug-2015

Day Change Summary
	Previous	Current
	04-Aug-2015	05-Aug-2015	Change	Change %	Previous Week
Open	2.786	2.839	0.053	1.9%	2.780
High	2.846	2.887	0.041	1.4%	2.916
Low	2.786	2.802	0.016	0.6%	2.740
Close	2.841	2.821	-0.020	-0.7%	2.749
Range	0.060	0.085	0.025	41.7%	0.176
ATR	0.083	0.083	0.000	0.2%	0.000
Volume	39,178	74,995	35,817	91.4%	158,287

Daily Pivots for day following 05-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.092	3.041	2.868
R3	3.007	2.956	2.844
R2	2.922	2.922	2.837
R1	2.871	2.871	2.829	2.854
PP	2.837	2.837	2.837	2.828
S1	2.786	2.786	2.813	2.769
S2	2.752	2.752	2.805
S3	2.667	2.701	2.798
S4	2.582	2.616	2.774

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	6.2%	0.084	3.0%	46%	False	False	46,898
10	2.983	2.740	0.243	8.6%	0.081	2.9%	33%	False	False	38,349
20	2.983	2.693	0.290	10.3%	0.080	2.8%	44%	False	False	35,133
40	3.013	2.693	0.320	11.3%	0.083	2.9%	40%	False	False	33,439
60	3.180	2.640	0.540	19.1%	0.088	3.1%	34%	False	False	33,397
80	3.180	2.638	0.542	19.2%	0.086	3.1%	34%	False	False	30,458
100	3.180	2.638	0.542	19.2%	0.084	3.0%	34%	False	False	28,146
120	3.180	2.638	0.542	19.2%	0.086	3.1%	34%	False	False	27,444

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.020
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.248
2.618	3.110
1.618	3.025
1.000	2.972
0.618	2.940
HIGH	2.887
0.618	2.855
0.500	2.845
0.382	2.834
LOW	2.802
0.618	2.749
1.000	2.717
1.618	2.664
2.618	2.579
4.250	2.441

Fisher Pivots for day following 05-Aug-2015
Pivot	1 day	3 day
R1	2.845	2.819
PP	2.837	2.816
S1	2.829	2.814

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

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