NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 03-Aug-2015

Day Change Summary
	Previous	Current
	31-Jul-2015	03-Aug-2015	Change	Change %	Previous Week
Open	2.927	2.879	-0.048	-1.6%	2.888
High	2.932	2.930	-0.002	-0.1%	3.019
Low	2.860	2.856	-0.004	-0.1%	2.860
Close	2.868	2.888	0.020	0.7%	2.868
Range	0.072	0.074	0.002	2.8%	0.159
ATR	0.077	0.077	0.000	-0.3%	0.000
Volume	27,495	23,097	-4,398	-16.0%	106,949

Daily Pivots for day following 03-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.113	3.075	2.929
R3	3.039	3.001	2.908
R2	2.965	2.965	2.902
R1	2.927	2.927	2.895	2.946
PP	2.891	2.891	2.891	2.901
S1	2.853	2.853	2.881	2.872
S2	2.817	2.817	2.874
S3	2.743	2.779	2.868
S4	2.669	2.705	2.847

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.393	3.289	2.955
R3	3.234	3.130	2.912
R2	3.075	3.075	2.897
R1	2.971	2.971	2.883	2.944
PP	2.916	2.916	2.916	2.902
S1	2.812	2.812	2.853	2.785
S2	2.757	2.757	2.839
S3	2.598	2.653	2.824
S4	2.439	2.494	2.781

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.019	2.856	0.163	5.6%	0.074	2.6%	20%	False	True	22,120
10	3.079	2.856	0.223	7.7%	0.074	2.6%	14%	False	True	21,911
20	3.079	2.820	0.259	9.0%	0.075	2.6%	26%	False	False	22,375
40	3.118	2.820	0.298	10.3%	0.077	2.7%	23%	False	False	20,811
60	3.254	2.770	0.484	16.8%	0.081	2.8%	24%	False	False	18,511
80	3.254	2.750	0.504	17.5%	0.076	2.6%	27%	False	False	15,562
100	3.254	2.750	0.504	17.5%	0.075	2.6%	27%	False	False	13,653
120	3.254	2.750	0.504	17.5%	0.077	2.7%	27%	False	False	12,287

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	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.245
2.618	3.124
1.618	3.050
1.000	3.004
0.618	2.976
HIGH	2.930
0.618	2.902
0.500	2.893
0.382	2.884
LOW	2.856
0.618	2.810
1.000	2.782
1.618	2.736
2.618	2.662
4.250	2.542

Fisher Pivots for day following 03-Aug-2015
Pivot	1 day	3 day
R1	2.893	2.938
PP	2.891	2.921
S1	2.890	2.905

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

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