NYMEX Natural Gas Future December 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Jul-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Jul-2015 | 
                    22-Jul-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.143 | 
                        3.187 | 
                        0.044 | 
                        1.4% | 
                        3.141 | 
                     
                    
                        | High | 
                        3.197 | 
                        3.214 | 
                        0.017 | 
                        0.5% | 
                        3.221 | 
                     
                    
                        | Low | 
                        3.139 | 
                        3.160 | 
                        0.021 | 
                        0.7% | 
                        3.111 | 
                     
                    
                        | Close | 
                        3.194 | 
                        3.205 | 
                        0.011 | 
                        0.3% | 
                        3.166 | 
                     
                    
                        | Range | 
                        0.058 | 
                        0.054 | 
                        -0.004 | 
                        -6.9% | 
                        0.110 | 
                     
                    
                        | ATR | 
                        0.071 | 
                        0.070 | 
                        -0.001 | 
                        -1.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        11,926 | 
                        10,258 | 
                        -1,668 | 
                        -14.0% | 
                        72,449 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Jul-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.355 | 
                3.334 | 
                3.235 | 
                 | 
             
            
                | R3 | 
                3.301 | 
                3.280 | 
                3.220 | 
                 | 
             
            
                | R2 | 
                3.247 | 
                3.247 | 
                3.215 | 
                 | 
             
            
                | R1 | 
                3.226 | 
                3.226 | 
                3.210 | 
                3.237 | 
             
            
                | PP | 
                3.193 | 
                3.193 | 
                3.193 | 
                3.198 | 
             
            
                | S1 | 
                3.172 | 
                3.172 | 
                3.200 | 
                3.183 | 
             
            
                | S2 | 
                3.139 | 
                3.139 | 
                3.195 | 
                 | 
             
            
                | S3 | 
                3.085 | 
                3.118 | 
                3.190 | 
                 | 
             
            
                | S4 | 
                3.031 | 
                3.064 | 
                3.175 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                3.214 | 
                3.101 | 
                0.113 | 
                3.5% | 
                0.061 | 
                1.9% | 
                92% | 
                True | 
                False | 
                11,683 | 
                 
                
                | 10 | 
                3.221 | 
                3.020 | 
                0.201 | 
                6.3% | 
                0.065 | 
                2.0% | 
                92% | 
                False | 
                False | 
                13,581 | 
                 
                
                | 20 | 
                3.221 | 
                3.020 | 
                0.201 | 
                6.3% | 
                0.064 | 
                2.0% | 
                92% | 
                False | 
                False | 
                13,401 | 
                 
                
                | 40 | 
                3.283 | 
                2.969 | 
                0.314 | 
                9.8% | 
                0.071 | 
                2.2% | 
                75% | 
                False | 
                False | 
                11,904 | 
                 
                
                | 60 | 
                3.391 | 
                2.960 | 
                0.431 | 
                13.4% | 
                0.073 | 
                2.3% | 
                57% | 
                False | 
                False | 
                10,403 | 
                 
                
                | 80 | 
                3.391 | 
                2.927 | 
                0.464 | 
                14.5% | 
                0.068 | 
                2.1% | 
                60% | 
                False | 
                False | 
                8,979 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.444 | 
         
        
            | 
2.618             | 
            3.355 | 
         
        
            | 
1.618             | 
            3.301 | 
         
        
            | 
1.000             | 
            3.268 | 
         
        
            | 
0.618             | 
            3.247 | 
         
        
            | 
HIGH             | 
            3.214 | 
         
        
            | 
0.618             | 
            3.193 | 
         
        
            | 
0.500             | 
            3.187 | 
         
        
            | 
0.382             | 
            3.181 | 
         
        
            | 
LOW             | 
            3.160 | 
         
        
            | 
0.618             | 
            3.127 | 
         
        
            | 
1.000             | 
            3.106 | 
         
        
            | 
1.618             | 
            3.073 | 
         
        
            | 
2.618             | 
            3.019 | 
         
        
            | 
4.250             | 
            2.931 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Jul-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.199 | 
                                3.189 | 
                             
                            
                                | PP | 
                                3.193 | 
                                3.173 | 
                             
                            
                                | S1 | 
                                3.187 | 
                                3.158 | 
                             
             
         |