NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 27-Aug-2015

Day Change Summary
	Previous	Current
	26-Aug-2015	27-Aug-2015	Change	Change %	Previous Week
Open	2.696	2.690	-0.006	-0.2%	2.810
High	2.725	2.710	-0.015	-0.6%	2.824
Low	2.681	2.642	-0.039	-1.5%	2.694
Close	2.703	2.664	-0.039	-1.4%	2.697
Range	0.044	0.068	0.024	54.5%	0.130
ATR	0.075	0.075	-0.001	-0.7%	0.000
Volume	86,663	126,929	40,266	46.5%	395,598

Daily Pivots for day following 27-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.876	2.838	2.701
R3	2.808	2.770	2.683
R2	2.740	2.740	2.676
R1	2.702	2.702	2.670	2.687
PP	2.672	2.672	2.672	2.665
S1	2.634	2.634	2.658	2.619
S2	2.604	2.604	2.652
S3	2.536	2.566	2.645
S4	2.468	2.498	2.627

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.128	3.043	2.769
R3	2.998	2.913	2.733
R2	2.868	2.868	2.721
R1	2.783	2.783	2.709	2.761
PP	2.738	2.738	2.738	2.727
S1	2.653	2.653	2.685	2.631
S2	2.608	2.608	2.673
S3	2.478	2.523	2.661
S4	2.348	2.393	2.626

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.792	2.641	0.151	5.7%	0.067	2.5%	15%	False	False	98,472
10	2.870	2.641	0.229	8.6%	0.065	2.4%	10%	False	False	85,906
20	2.959	2.641	0.318	11.9%	0.071	2.7%	7%	False	False	79,241
40	2.983	2.641	0.342	12.8%	0.076	2.8%	7%	False	False	54,876
60	3.013	2.640	0.373	14.0%	0.081	3.0%	6%	False	False	47,497
80	3.180	2.640	0.540	20.3%	0.085	3.2%	4%	False	False	43,866
100	3.180	2.638	0.542	20.3%	0.083	3.1%	5%	False	False	38,972
120	3.180	2.638	0.542	20.3%	0.083	3.1%	5%	False	False	35,779

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.999
2.618	2.888
1.618	2.820
1.000	2.778
0.618	2.752
HIGH	2.710
0.618	2.684
0.500	2.676
0.382	2.668
LOW	2.642
0.618	2.600
1.000	2.574
1.618	2.532
2.618	2.464
4.250	2.353

Fisher Pivots for day following 27-Aug-2015
Pivot	1 day	3 day
R1	2.676	2.684
PP	2.672	2.677
S1	2.668	2.671

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

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