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

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.021
Narrowest range in 3 trading days

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

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

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