NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 14-Aug-2015

Day Change Summary
	Previous	Current
	13-Aug-2015	14-Aug-2015	Change	Change %	Previous Week
Open	2.944	2.842	-0.102	-3.5%	2.858
High	2.956	2.870	-0.086	-2.9%	2.959
Low	2.817	2.819	0.002	0.1%	2.817
Close	2.820	2.837	0.017	0.6%	2.837
Range	0.139	0.051	-0.088	-63.3%	0.142
ATR	0.084	0.082	-0.002	-2.8%	0.000
Volume	131,812	61,605	-70,207	-53.3%	452,693

Daily Pivots for day following 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.995	2.967	2.865
R3	2.944	2.916	2.851
R2	2.893	2.893	2.846
R1	2.865	2.865	2.842	2.854
PP	2.842	2.842	2.842	2.836
S1	2.814	2.814	2.832	2.803
S2	2.791	2.791	2.828
S3	2.740	2.763	2.823
S4	2.689	2.712	2.809

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.297	3.209	2.915
R3	3.155	3.067	2.876
R2	3.013	3.013	2.863
R1	2.925	2.925	2.850	2.898
PP	2.871	2.871	2.871	2.858
S1	2.783	2.783	2.824	2.756
S2	2.729	2.729	2.811
S3	2.587	2.641	2.798
S4	2.445	2.499	2.759

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.959	2.817	0.142	5.0%	0.073	2.6%	14%	False	False	90,538
10	2.959	2.740	0.219	7.7%	0.076	2.7%	44%	False	False	74,943
20	2.983	2.740	0.243	8.6%	0.078	2.7%	40%	False	False	52,656
40	2.983	2.693	0.290	10.2%	0.080	2.8%	50%	False	False	41,390
60	3.121	2.640	0.481	17.0%	0.085	3.0%	41%	False	False	38,958
80	3.180	2.638	0.542	19.1%	0.087	3.0%	37%	False	False	36,140
100	3.180	2.638	0.542	19.1%	0.083	2.9%	37%	False	False	32,371
120	3.180	2.638	0.542	19.1%	0.084	3.0%	37%	False	False	30,617

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.087
2.618	3.004
1.618	2.953
1.000	2.921
0.618	2.902
HIGH	2.870
0.618	2.851
0.500	2.845
0.382	2.838
LOW	2.819
0.618	2.787
1.000	2.768
1.618	2.736
2.618	2.685
4.250	2.602

Fisher Pivots for day following 14-Aug-2015
Pivot	1 day	3 day
R1	2.845	2.888
PP	2.842	2.871
S1	2.840	2.854

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

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