NYMEX Natural Gas Future December 2015

Trading Metrics calculated at close of trading on 24-Jul-2015

Day Change Summary
	Previous	Current
	23-Jul-2015	24-Jul-2015	Change	Change %	Previous Week
Open	3.190	3.117	-0.073	-2.3%	3.146
High	3.237	3.122	-0.115	-3.6%	3.237
Low	3.112	3.088	-0.024	-0.8%	3.088
Close	3.128	3.090	-0.038	-1.2%	3.090
Range	0.125	0.034	-0.091	-72.8%	0.149
ATR	0.074	0.071	-0.002	-3.3%	0.000
Volume	15,879	12,887	-2,992	-18.8%	59,669

Daily Pivots for day following 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.202	3.180	3.109
R3	3.168	3.146	3.099
R2	3.134	3.134	3.096
R1	3.112	3.112	3.093	3.106
PP	3.100	3.100	3.100	3.097
S1	3.078	3.078	3.087	3.072
S2	3.066	3.066	3.084
S3	3.032	3.044	3.081
S4	2.998	3.010	3.071

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.585	3.487	3.172
R3	3.436	3.338	3.131
R2	3.287	3.287	3.117
R1	3.189	3.189	3.104	3.164
PP	3.138	3.138	3.138	3.126
S1	3.040	3.040	3.076	3.015
S2	2.989	2.989	3.063
S3	2.840	2.891	3.049
S4	2.691	2.742	3.008

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.237	3.088	0.149	4.8%	0.069	2.2%	1%	False	True	11,933
10	3.237	3.088	0.149	4.8%	0.069	2.2%	1%	False	True	13,211
20	3.237	3.020	0.217	7.0%	0.067	2.2%	32%	False	False	14,155
40	3.283	2.969	0.314	10.2%	0.070	2.3%	39%	False	False	12,396
60	3.391	2.969	0.422	13.7%	0.074	2.4%	29%	False	False	10,732
80	3.391	2.927	0.464	15.0%	0.069	2.2%	35%	False	False	9,239
100	3.391	2.927	0.464	15.0%	0.068	2.2%	35%	False	False	8,111

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Narrowest range in 61 trading days

Fibonacci Retracements and Extensions
4.250	3.267
2.618	3.211
1.618	3.177
1.000	3.156
0.618	3.143
HIGH	3.122
0.618	3.109
0.500	3.105
0.382	3.101
LOW	3.088
0.618	3.067
1.000	3.054
1.618	3.033
2.618	2.999
4.250	2.944

Fisher Pivots for day following 24-Jul-2015
Pivot	1 day	3 day
R1	3.105	3.163
PP	3.100	3.138
S1	3.095	3.114

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

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