NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 13-Aug-2015

Day Change Summary
	Previous	Current
	12-Aug-2015	13-Aug-2015	Change	Change %	Previous Week
Open	2.886	2.944	0.058	2.0%	2.760
High	2.959	2.956	-0.003	-0.1%	2.887
Low	2.880	2.817	-0.063	-2.2%	2.740
Close	2.956	2.820	-0.136	-4.6%	2.822
Range	0.079	0.139	0.060	75.9%	0.147
ATR	0.080	0.084	0.004	5.2%	0.000
Volume	113,826	131,812	17,986	15.8%	296,737

Daily Pivots for day following 13-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.281	3.190	2.896
R3	3.142	3.051	2.858
R2	3.003	3.003	2.845
R1	2.912	2.912	2.833	2.888
PP	2.864	2.864	2.864	2.853
S1	2.773	2.773	2.807	2.749
S2	2.725	2.725	2.795
S3	2.586	2.634	2.782
S4	2.447	2.495	2.744

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	2.785	0.174	6.2%	0.075	2.7%	20%	False	False	92,781
10	2.959	2.740	0.219	7.8%	0.078	2.8%	37%	False	False	72,576
20	2.983	2.740	0.243	8.6%	0.078	2.8%	33%	False	False	51,541
40	2.983	2.693	0.290	10.3%	0.081	2.9%	44%	False	False	40,969
60	3.121	2.640	0.481	17.1%	0.086	3.1%	37%	False	False	38,634
80	3.180	2.638	0.542	19.2%	0.087	3.1%	34%	False	False	35,540
100	3.180	2.638	0.542	19.2%	0.083	3.0%	34%	False	False	31,999
120	3.180	2.638	0.542	19.2%	0.084	3.0%	34%	False	False	30,321

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 15 trading days

Fibonacci Retracements and Extensions
4.250	3.547
2.618	3.320
1.618	3.181
1.000	3.095
0.618	3.042
HIGH	2.956
0.618	2.903
0.500	2.887
0.382	2.870
LOW	2.817
0.618	2.731
1.000	2.678
1.618	2.592
2.618	2.453
4.250	2.226

Fisher Pivots for day following 13-Aug-2015
Pivot	1 day	3 day
R1	2.887	2.888
PP	2.864	2.865
S1	2.842	2.843

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

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