NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 10-Aug-2015

Day Change Summary
	Previous	Current
	07-Aug-2015	10-Aug-2015	Change	Change %	Previous Week
Open	2.833	2.858	0.025	0.9%	2.760
High	2.845	2.876	0.031	1.1%	2.887
Low	2.785	2.843	0.058	2.1%	2.740
Close	2.822	2.868	0.046	1.6%	2.822
Range	0.060	0.033	-0.027	-45.0%	0.147
ATR	0.083	0.081	-0.002	-2.5%	0.000
Volume	72,817	71,077	-1,740	-2.4%	296,737

Daily Pivots for day following 10-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.961	2.948	2.886
R3	2.928	2.915	2.877
R2	2.895	2.895	2.874
R1	2.882	2.882	2.871	2.889
PP	2.862	2.862	2.862	2.866
S1	2.849	2.849	2.865	2.856
S2	2.829	2.829	2.862
S3	2.796	2.816	2.859
S4	2.763	2.783	2.850

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.257	3.187	2.903
R3	3.110	3.040	2.862
R2	2.963	2.963	2.849
R1	2.893	2.893	2.835	2.928
PP	2.816	2.816	2.816	2.834
S1	2.746	2.746	2.809	2.781
S2	2.669	2.669	2.795
S3	2.522	2.599	2.782
S4	2.375	2.452	2.741

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.887	2.753	0.134	4.7%	0.069	2.4%	86%	False	False	64,911
10	2.916	2.740	0.176	6.1%	0.074	2.6%	73%	False	False	50,109
20	2.983	2.740	0.243	8.5%	0.077	2.7%	53%	False	False	40,683
40	3.013	2.693	0.320	11.2%	0.082	2.8%	55%	False	False	35,228
60	3.180	2.640	0.540	18.8%	0.086	3.0%	42%	False	False	35,341
80	3.180	2.638	0.542	18.9%	0.085	3.0%	42%	False	False	32,508
100	3.180	2.638	0.542	18.9%	0.084	2.9%	42%	False	False	29,669
120	3.180	2.638	0.542	18.9%	0.085	3.0%	42%	False	False	28,494

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.020
Narrowest range in 152 trading days

Fibonacci Retracements and Extensions
4.250	3.016
2.618	2.962
1.618	2.929
1.000	2.909
0.618	2.896
HIGH	2.876
0.618	2.863
0.500	2.860
0.382	2.856
LOW	2.843
0.618	2.823
1.000	2.810
1.618	2.790
2.618	2.757
4.250	2.703

Fisher Pivots for day following 10-Aug-2015
Pivot	1 day	3 day
R1	2.865	2.850
PP	2.862	2.832
S1	2.860	2.815

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

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