NYMEX Natural Gas Future December 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Jul-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Jul-2015 | 
                    17-Jul-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.193 | 
                        3.154 | 
                        -0.039 | 
                        -1.2% | 
                        3.141 | 
                     
                    
                        | High | 
                        3.204 | 
                        3.182 | 
                        -0.022 | 
                        -0.7% | 
                        3.221 | 
                     
                    
                        | Low | 
                        3.136 | 
                        3.132 | 
                        -0.004 | 
                        -0.1% | 
                        3.111 | 
                     
                    
                        | Close | 
                        3.150 | 
                        3.166 | 
                        0.016 | 
                        0.5% | 
                        3.166 | 
                     
                    
                        | Range | 
                        0.068 | 
                        0.050 | 
                        -0.018 | 
                        -26.5% | 
                        0.110 | 
                     
                    
                        | ATR | 
                        0.073 | 
                        0.071 | 
                        -0.002 | 
                        -2.2% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        12,946 | 
                        14,570 | 
                        1,624 | 
                        12.5% | 
                        72,449 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Jul-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.310 | 
                3.288 | 
                3.194 | 
                 | 
             
            
                | R3 | 
                3.260 | 
                3.238 | 
                3.180 | 
                 | 
             
            
                | R2 | 
                3.210 | 
                3.210 | 
                3.175 | 
                 | 
             
            
                | R1 | 
                3.188 | 
                3.188 | 
                3.171 | 
                3.199 | 
             
            
                | PP | 
                3.160 | 
                3.160 | 
                3.160 | 
                3.166 | 
             
            
                | S1 | 
                3.138 | 
                3.138 | 
                3.161 | 
                3.149 | 
             
            
                | S2 | 
                3.110 | 
                3.110 | 
                3.157 | 
                 | 
             
            
                | S3 | 
                3.060 | 
                3.088 | 
                3.152 | 
                 | 
             
            
                | S4 | 
                3.010 | 
                3.038 | 
                3.139 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 17-Jul-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.496 | 
                3.441 | 
                3.227 | 
                 | 
             
            
                | R3 | 
                3.386 | 
                3.331 | 
                3.196 | 
                 | 
             
            
                | R2 | 
                3.276 | 
                3.276 | 
                3.186 | 
                 | 
             
            
                | R1 | 
                3.221 | 
                3.221 | 
                3.176 | 
                3.249 | 
             
            
                | PP | 
                3.166 | 
                3.166 | 
                3.166 | 
                3.180 | 
             
            
                | S1 | 
                3.111 | 
                3.111 | 
                3.156 | 
                3.139 | 
             
            
                | S2 | 
                3.056 | 
                3.056 | 
                3.146 | 
                 | 
             
            
                | S3 | 
                2.946 | 
                3.001 | 
                3.136 | 
                 | 
             
            
                | S4 | 
                2.836 | 
                2.891 | 
                3.106 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3.221 | 
                3.111 | 
                0.110 | 
                3.5% | 
                0.069 | 
                2.2% | 
                50% | 
                False | 
                False | 
                14,489 | 
                 
                
                | 10 | 
                3.221 | 
                3.020 | 
                0.201 | 
                6.3% | 
                0.064 | 
                2.0% | 
                73% | 
                False | 
                False | 
                14,267 | 
                 
                
                | 20 | 
                3.221 | 
                3.020 | 
                0.201 | 
                6.3% | 
                0.064 | 
                2.0% | 
                73% | 
                False | 
                False | 
                13,324 | 
                 
                
                | 40 | 
                3.345 | 
                2.969 | 
                0.376 | 
                11.9% | 
                0.072 | 
                2.3% | 
                52% | 
                False | 
                False | 
                11,600 | 
                 
                
                | 60 | 
                3.391 | 
                2.946 | 
                0.445 | 
                14.1% | 
                0.072 | 
                2.3% | 
                49% | 
                False | 
                False | 
                10,086 | 
                 
                
                | 80 | 
                3.391 | 
                2.927 | 
                0.464 | 
                14.7% | 
                0.069 | 
                2.2% | 
                52% | 
                False | 
                False | 
                8,723 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.395 | 
         
        
            | 
2.618             | 
            3.313 | 
         
        
            | 
1.618             | 
            3.263 | 
         
        
            | 
1.000             | 
            3.232 | 
         
        
            | 
0.618             | 
            3.213 | 
         
        
            | 
HIGH             | 
            3.182 | 
         
        
            | 
0.618             | 
            3.163 | 
         
        
            | 
0.500             | 
            3.157 | 
         
        
            | 
0.382             | 
            3.151 | 
         
        
            | 
LOW             | 
            3.132 | 
         
        
            | 
0.618             | 
            3.101 | 
         
        
            | 
1.000             | 
            3.082 | 
         
        
            | 
1.618             | 
            3.051 | 
         
        
            | 
2.618             | 
            3.001 | 
         
        
            | 
4.250             | 
            2.920 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Jul-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.163 | 
                                3.168 | 
                             
                            
                                | PP | 
                                3.160 | 
                                3.167 | 
                             
                            
                                | S1 | 
                                3.157 | 
                                3.167 | 
                             
             
         |