NYMEX Natural Gas Future December 2015

Trading Metrics calculated at close of trading on 20-Jul-2015

Day Change Summary
	Previous	Current
	17-Jul-2015	20-Jul-2015	Change	Change %	Previous Week
Open	3.154	3.146	-0.008	-0.3%	3.141
High	3.182	3.175	-0.007	-0.2%	3.221
Low	3.132	3.101	-0.031	-1.0%	3.111
Close	3.166	3.134	-0.032	-1.0%	3.166
Range	0.050	0.074	0.024	48.0%	0.110
ATR	0.071	0.071	0.000	0.3%	0.000
Volume	14,570	8,719	-5,851	-40.2%	72,449

Daily Pivots for day following 20-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.359	3.320	3.175
R3	3.285	3.246	3.154
R2	3.211	3.211	3.148
R1	3.172	3.172	3.141	3.155
PP	3.137	3.137	3.137	3.128
S1	3.098	3.098	3.127	3.081
S2	3.063	3.063	3.120
S3	2.989	3.024	3.114
S4	2.915	2.950	3.093

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	3.101	0.120	3.8%	0.068	2.2%	28%	False	True	13,931
10	3.221	3.020	0.201	6.4%	0.067	2.1%	57%	False	False	13,503
20	3.221	3.020	0.201	6.4%	0.065	2.1%	57%	False	False	13,187
40	3.292	2.969	0.323	10.3%	0.072	2.3%	51%	False	False	11,626
60	3.391	2.946	0.445	14.2%	0.072	2.3%	42%	False	False	10,180
80	3.391	2.927	0.464	14.8%	0.069	2.2%	45%	False	False	8,800

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.024
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.490
2.618	3.369
1.618	3.295
1.000	3.249
0.618	3.221
HIGH	3.175
0.618	3.147
0.500	3.138
0.382	3.129
LOW	3.101
0.618	3.055
1.000	3.027
1.618	2.981
2.618	2.907
4.250	2.787

Fisher Pivots for day following 20-Jul-2015
Pivot	1 day	3 day
R1	3.138	3.153
PP	3.137	3.146
S1	3.135	3.140

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

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