NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 06-Aug-2015

Day Change Summary
	Previous	Current
	05-Aug-2015	06-Aug-2015	Change	Change %	Previous Week
Open	2.839	2.805	-0.034	-1.2%	2.780
High	2.887	2.861	-0.026	-0.9%	2.916
Low	2.802	2.753	-0.049	-1.7%	2.740
Close	2.821	2.835	0.014	0.5%	2.749
Range	0.085	0.108	0.023	27.1%	0.176
ATR	0.083	0.085	0.002	2.2%	0.000
Volume	74,995	66,491	-8,504	-11.3%	158,287

Daily Pivots for day following 06-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.140	3.096	2.894
R3	3.032	2.988	2.865
R2	2.924	2.924	2.855
R1	2.880	2.880	2.845	2.902
PP	2.816	2.816	2.816	2.828
S1	2.772	2.772	2.825	2.794
S2	2.708	2.708	2.815
S3	2.600	2.664	2.805
S4	2.492	2.556	2.776

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	2.887	2.740	0.147	5.2%	0.081	2.9%	65%	False	False	52,371
10	2.916	2.740	0.176	6.2%	0.077	2.7%	54%	False	False	42,016
20	2.983	2.740	0.243	8.6%	0.081	2.8%	39%	False	False	36,819
40	3.013	2.693	0.320	11.3%	0.083	2.9%	44%	False	False	33,852
60	3.180	2.640	0.540	19.0%	0.088	3.1%	36%	False	False	34,126
80	3.180	2.638	0.542	19.1%	0.087	3.1%	36%	False	False	31,115
100	3.180	2.638	0.542	19.1%	0.085	3.0%	36%	False	False	28,649
120	3.180	2.638	0.542	19.1%	0.086	3.0%	36%	False	False	27,738

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.320
2.618	3.144
1.618	3.036
1.000	2.969
0.618	2.928
HIGH	2.861
0.618	2.820
0.500	2.807
0.382	2.794
LOW	2.753
0.618	2.686
1.000	2.645
1.618	2.578
2.618	2.470
4.250	2.294

Fisher Pivots for day following 06-Aug-2015
Pivot	1 day	3 day
R1	2.826	2.830
PP	2.816	2.825
S1	2.807	2.820

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

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