NYMEX Natural Gas Future December 2015

Trading Metrics calculated at close of trading on 16-Jul-2015

Day Change Summary
	Previous	Current
	15-Jul-2015	16-Jul-2015	Change	Change %	Previous Week
Open	3.158	3.193	0.035	1.1%	3.102
High	3.201	3.204	0.003	0.1%	3.135
Low	3.138	3.136	-0.002	-0.1%	3.020
Close	3.195	3.150	-0.045	-1.4%	3.111
Range	0.063	0.068	0.005	7.9%	0.115
ATR	0.073	0.073	0.000	-0.5%	0.000
Volume	18,116	12,946	-5,170	-28.5%	70,221

Daily Pivots for day following 16-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.367	3.327	3.187
R3	3.299	3.259	3.169
R2	3.231	3.231	3.162
R1	3.191	3.191	3.156	3.177
PP	3.163	3.163	3.163	3.157
S1	3.123	3.123	3.144	3.109
S2	3.095	3.095	3.138
S3	3.027	3.055	3.131
S4	2.959	2.987	3.113

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.434	3.387	3.174
R3	3.319	3.272	3.143
R2	3.204	3.204	3.132
R1	3.157	3.157	3.122	3.181
PP	3.089	3.089	3.089	3.100
S1	3.042	3.042	3.100	3.066
S2	2.974	2.974	3.090
S3	2.859	2.927	3.079
S4	2.744	2.812	3.048

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.221	3.079	0.142	4.5%	0.070	2.2%	50%	False	False	15,259
10	3.221	3.020	0.201	6.4%	0.065	2.1%	65%	False	False	14,743
20	3.221	3.020	0.201	6.4%	0.065	2.1%	65%	False	False	13,452
40	3.345	2.969	0.376	11.9%	0.073	2.3%	48%	False	False	11,526
60	3.391	2.946	0.445	14.1%	0.072	2.3%	46%	False	False	9,886
80	3.391	2.927	0.464	14.7%	0.069	2.2%	48%	False	False	8,588

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
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	3.493
2.618	3.382
1.618	3.314
1.000	3.272
0.618	3.246
HIGH	3.204
0.618	3.178
0.500	3.170
0.382	3.162
LOW	3.136
0.618	3.094
1.000	3.068
1.618	3.026
2.618	2.958
4.250	2.847

Fisher Pivots for day following 16-Jul-2015
Pivot	1 day	3 day
R1	3.170	3.178
PP	3.163	3.168
S1	3.157	3.159

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

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