NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 12-Aug-2015

Day Change Summary
	Previous	Current
	11-Aug-2015	12-Aug-2015	Change	Change %	Previous Week
Open	2.861	2.886	0.025	0.9%	2.760
High	2.889	2.959	0.070	2.4%	2.887
Low	2.824	2.880	0.056	2.0%	2.740
Close	2.871	2.956	0.085	3.0%	2.822
Range	0.065	0.079	0.014	21.5%	0.147
ATR	0.080	0.080	0.001	0.7%	0.000
Volume	74,373	113,826	39,453	53.0%	296,737

Daily Pivots for day following 12-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.169	3.141	2.999
R3	3.090	3.062	2.978
R2	3.011	3.011	2.970
R1	2.983	2.983	2.963	2.997
PP	2.932	2.932	2.932	2.939
S1	2.904	2.904	2.949	2.918
S2	2.853	2.853	2.942
S3	2.774	2.825	2.934
S4	2.695	2.746	2.913

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	2.959	2.753	0.206	7.0%	0.069	2.3%	99%	True	False	79,716
10	2.959	2.740	0.219	7.4%	0.077	2.6%	99%	True	False	63,307
20	2.983	2.740	0.243	8.2%	0.075	2.5%	89%	False	False	46,546
40	3.013	2.693	0.320	10.8%	0.080	2.7%	82%	False	False	38,427
60	3.180	2.640	0.540	18.3%	0.086	2.9%	59%	False	False	36,790
80	3.180	2.638	0.542	18.3%	0.086	2.9%	59%	False	False	34,156
100	3.180	2.638	0.542	18.3%	0.083	2.8%	59%	False	False	30,916
120	3.180	2.638	0.542	18.3%	0.084	2.9%	59%	False	False	29,591

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	0.021
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.295
2.618	3.166
1.618	3.087
1.000	3.038
0.618	3.008
HIGH	2.959
0.618	2.929
0.500	2.920
0.382	2.910
LOW	2.880
0.618	2.831
1.000	2.801
1.618	2.752
2.618	2.673
4.250	2.544

Fisher Pivots for day following 12-Aug-2015
Pivot	1 day	3 day
R1	2.944	2.935
PP	2.932	2.913
S1	2.920	2.892

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

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