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

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Narrowest range in 9 trading days

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

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

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