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 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |