NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 17-Aug-2015

Day Change Summary
	Previous	Current
	14-Aug-2015	17-Aug-2015	Change	Change %	Previous Week
Open	2.842	2.810	-0.032	-1.1%	2.858
High	2.870	2.824	-0.046	-1.6%	2.959
Low	2.819	2.757	-0.062	-2.2%	2.817
Close	2.837	2.767	-0.070	-2.5%	2.837
Range	0.051	0.067	0.016	31.4%	0.142
ATR	0.082	0.082	0.000	-0.2%	0.000
Volume	61,605	91,323	29,718	48.2%	452,693

Daily Pivots for day following 17-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.984	2.942	2.804
R3	2.917	2.875	2.785
R2	2.850	2.850	2.779
R1	2.808	2.808	2.773	2.796
PP	2.783	2.783	2.783	2.776
S1	2.741	2.741	2.761	2.729
S2	2.716	2.716	2.755
S3	2.649	2.674	2.749
S4	2.582	2.607	2.730

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	2.757	0.202	7.3%	0.080	2.9%	5%	False	True	94,587
10	2.959	2.753	0.206	7.4%	0.075	2.7%	7%	False	False	79,749
20	2.983	2.740	0.243	8.8%	0.077	2.8%	11%	False	False	55,977
40	2.983	2.693	0.290	10.5%	0.079	2.9%	26%	False	False	42,825
60	3.057	2.640	0.417	15.1%	0.085	3.1%	30%	False	False	39,930
80	3.180	2.638	0.542	19.6%	0.086	3.1%	24%	False	False	37,120
100	3.180	2.638	0.542	19.6%	0.083	3.0%	24%	False	False	33,122
120	3.180	2.638	0.542	19.6%	0.084	3.0%	24%	False	False	31,197

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.109
2.618	2.999
1.618	2.932
1.000	2.891
0.618	2.865
HIGH	2.824
0.618	2.798
0.500	2.791
0.382	2.783
LOW	2.757
0.618	2.716
1.000	2.690
1.618	2.649
2.618	2.582
4.250	2.472

Fisher Pivots for day following 17-Aug-2015
Pivot	1 day	3 day
R1	2.791	2.857
PP	2.783	2.827
S1	2.775	2.797

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

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