NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 11-Aug-2015

Day Change Summary
	Previous	Current
	10-Aug-2015	11-Aug-2015	Change	Change %	Previous Week
Open	2.858	2.861	0.003	0.1%	2.760
High	2.876	2.889	0.013	0.5%	2.887
Low	2.843	2.824	-0.019	-0.7%	2.740
Close	2.868	2.871	0.003	0.1%	2.822
Range	0.033	0.065	0.032	97.0%	0.147
ATR	0.081	0.080	-0.001	-1.4%	0.000
Volume	71,077	74,373	3,296	4.6%	296,737

Daily Pivots for day following 11-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.056	3.029	2.907
R3	2.991	2.964	2.889
R2	2.926	2.926	2.883
R1	2.899	2.899	2.877	2.913
PP	2.861	2.861	2.861	2.868
S1	2.834	2.834	2.865	2.848
S2	2.796	2.796	2.859
S3	2.731	2.769	2.853
S4	2.666	2.704	2.835

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	2.889	2.753	0.136	4.7%	0.070	2.4%	87%	True	False	71,950
10	2.916	2.740	0.176	6.1%	0.074	2.6%	74%	False	False	55,289
20	2.983	2.740	0.243	8.5%	0.075	2.6%	54%	False	False	42,758
40	3.013	2.693	0.320	11.1%	0.080	2.8%	56%	False	False	36,459
60	3.180	2.640	0.540	18.8%	0.086	3.0%	43%	False	False	35,458
80	3.180	2.638	0.542	18.9%	0.086	3.0%	43%	False	False	32,914
100	3.180	2.638	0.542	18.9%	0.083	2.9%	43%	False	False	30,096
120	3.180	2.638	0.542	18.9%	0.085	3.0%	43%	False	False	28,933

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.165
2.618	3.059
1.618	2.994
1.000	2.954
0.618	2.929
HIGH	2.889
0.618	2.864
0.500	2.857
0.382	2.849
LOW	2.824
0.618	2.784
1.000	2.759
1.618	2.719
2.618	2.654
4.250	2.548

Fisher Pivots for day following 11-Aug-2015
Pivot	1 day	3 day
R1	2.866	2.860
PP	2.861	2.848
S1	2.857	2.837

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

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