NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 24-Jul-2015

Day Change Summary
	Previous	Current
	23-Jul-2015	24-Jul-2015	Change	Change %	Previous Week
Open	3.028	2.949	-0.079	-2.6%	2.995
High	3.079	2.950	-0.129	-4.2%	3.079
Low	2.945	2.911	-0.034	-1.2%	2.911
Close	2.955	2.913	-0.042	-1.4%	2.913
Range	0.134	0.039	-0.095	-70.9%	0.168
ATR	0.081	0.078	-0.003	-3.3%	0.000
Volume	22,451	25,592	3,141	14.0%	104,619

Daily Pivots for day following 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.042	3.016	2.934
R3	3.003	2.977	2.924
R2	2.964	2.964	2.920
R1	2.938	2.938	2.917	2.932
PP	2.925	2.925	2.925	2.921
S1	2.899	2.899	2.909	2.893
S2	2.886	2.886	2.906
S3	2.847	2.860	2.902
S4	2.808	2.821	2.892

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.472	3.360	3.005
R3	3.304	3.192	2.959
R2	3.136	3.136	2.944
R1	3.024	3.024	2.928	2.996
PP	2.968	2.968	2.968	2.954
S1	2.856	2.856	2.898	2.828
S2	2.800	2.800	2.882
S3	2.632	2.688	2.867
S4	2.464	2.520	2.821

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.079	2.911	0.168	5.8%	0.076	2.6%	1%	False	True	20,923
10	3.079	2.911	0.168	5.8%	0.076	2.6%	1%	False	True	23,329
20	3.079	2.820	0.259	8.9%	0.074	2.5%	36%	False	False	22,109
40	3.118	2.770	0.348	11.9%	0.077	2.7%	41%	False	False	19,884
60	3.254	2.770	0.484	16.6%	0.081	2.8%	30%	False	False	17,130
80	3.254	2.750	0.504	17.3%	0.076	2.6%	32%	False	False	14,373
100	3.254	2.750	0.504	17.3%	0.074	2.6%	32%	False	False	12,582
120	3.254	2.750	0.504	17.3%	0.077	2.6%	32%	False	False	11,321

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.023
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	3.116
2.618	3.052
1.618	3.013
1.000	2.989
0.618	2.974
HIGH	2.950
0.618	2.935
0.500	2.931
0.382	2.926
LOW	2.911
0.618	2.887
1.000	2.872
1.618	2.848
2.618	2.809
4.250	2.745

Fisher Pivots for day following 24-Jul-2015
Pivot	1 day	3 day
R1	2.931	2.995
PP	2.925	2.968
S1	2.919	2.940

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

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