NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 19-Aug-2015

Day Change Summary
	Previous	Current
	18-Aug-2015	19-Aug-2015	Change	Change %	Previous Week
Open	2.771	2.748	-0.023	-0.8%	2.858
High	2.776	2.771	-0.005	-0.2%	2.959
Low	2.721	2.726	0.005	0.2%	2.817
Close	2.740	2.747	0.007	0.3%	2.837
Range	0.055	0.045	-0.010	-18.2%	0.142
ATR	0.080	0.077	-0.002	-3.1%	0.000
Volume	72,115	53,397	-18,718	-26.0%	452,693

Daily Pivots for day following 19-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.883	2.860	2.772
R3	2.838	2.815	2.759
R2	2.793	2.793	2.755
R1	2.770	2.770	2.751	2.759
PP	2.748	2.748	2.748	2.743
S1	2.725	2.725	2.743	2.714
S2	2.703	2.703	2.739
S3	2.658	2.680	2.735
S4	2.613	2.635	2.722

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	2.956	2.721	0.235	8.6%	0.071	2.6%	11%	False	False	82,050
10	2.959	2.721	0.238	8.7%	0.070	2.6%	11%	False	False	80,883
20	2.983	2.721	0.262	9.5%	0.075	2.7%	10%	False	False	59,616
40	2.983	2.693	0.290	10.6%	0.078	2.8%	19%	False	False	44,472
60	3.013	2.640	0.373	13.6%	0.083	3.0%	29%	False	False	40,878
80	3.180	2.640	0.540	19.7%	0.087	3.2%	20%	False	False	38,260
100	3.180	2.638	0.542	19.7%	0.083	3.0%	20%	False	False	33,973
120	3.180	2.638	0.542	19.7%	0.083	3.0%	20%	False	False	31,854

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	2.962
2.618	2.889
1.618	2.844
1.000	2.816
0.618	2.799
HIGH	2.771
0.618	2.754
0.500	2.749
0.382	2.743
LOW	2.726
0.618	2.698
1.000	2.681
1.618	2.653
2.618	2.608
4.250	2.535

Fisher Pivots for day following 19-Aug-2015
Pivot	1 day	3 day
R1	2.749	2.773
PP	2.748	2.764
S1	2.748	2.756

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

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