NYMEX Natural Gas Future December 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Jul-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Jul-2015 | 
                    28-Jul-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.067 | 
                        3.110 | 
                        0.043 | 
                        1.4% | 
                        3.146 | 
                     
                    
                        | High | 
                        3.126 | 
                        3.153 | 
                        0.027 | 
                        0.9% | 
                        3.237 | 
                     
                    
                        | Low | 
                        3.058 | 
                        3.092 | 
                        0.034 | 
                        1.1% | 
                        3.088 | 
                     
                    
                        | Close | 
                        3.106 | 
                        3.136 | 
                        0.030 | 
                        1.0% | 
                        3.090 | 
                     
                    
                        | Range | 
                        0.068 | 
                        0.061 | 
                        -0.007 | 
                        -10.3% | 
                        0.149 | 
                     
                    
                        | ATR | 
                        0.071 | 
                        0.070 | 
                        -0.001 | 
                        -1.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        12,376 | 
                        11,424 | 
                        -952 | 
                        -7.7% | 
                        59,669 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Jul-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.310 | 
                3.284 | 
                3.170 | 
                 | 
             
            
                | R3 | 
                3.249 | 
                3.223 | 
                3.153 | 
                 | 
             
            
                | R2 | 
                3.188 | 
                3.188 | 
                3.147 | 
                 | 
             
            
                | R1 | 
                3.162 | 
                3.162 | 
                3.142 | 
                3.175 | 
             
            
                | PP | 
                3.127 | 
                3.127 | 
                3.127 | 
                3.134 | 
             
            
                | S1 | 
                3.101 | 
                3.101 | 
                3.130 | 
                3.114 | 
             
            
                | S2 | 
                3.066 | 
                3.066 | 
                3.125 | 
                 | 
             
            
                | S3 | 
                3.005 | 
                3.040 | 
                3.119 | 
                 | 
             
            
                | S4 | 
                2.944 | 
                2.979 | 
                3.102 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                3.058 | 
                0.179 | 
                5.7% | 
                0.068 | 
                2.2% | 
                44% | 
                False | 
                False | 
                12,564 | 
                 
                
                | 10 | 
                3.237 | 
                3.058 | 
                0.179 | 
                5.7% | 
                0.066 | 
                2.1% | 
                44% | 
                False | 
                False | 
                12,910 | 
                 
                
                | 20 | 
                3.237 | 
                3.020 | 
                0.217 | 
                6.9% | 
                0.065 | 
                2.1% | 
                53% | 
                False | 
                False | 
                13,884 | 
                 
                
                | 40 | 
                3.283 | 
                2.969 | 
                0.314 | 
                10.0% | 
                0.070 | 
                2.2% | 
                53% | 
                False | 
                False | 
                12,503 | 
                 
                
                | 60 | 
                3.391 | 
                2.969 | 
                0.422 | 
                13.5% | 
                0.073 | 
                2.3% | 
                40% | 
                False | 
                False | 
                10,874 | 
                 
                
                | 80 | 
                3.391 | 
                2.927 | 
                0.464 | 
                14.8% | 
                0.069 | 
                2.2% | 
                45% | 
                False | 
                False | 
                9,432 | 
                 
                
                | 100 | 
                3.391 | 
                2.927 | 
                0.464 | 
                14.8% | 
                0.068 | 
                2.2% | 
                45% | 
                False | 
                False | 
                8,309 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.412 | 
         
        
            | 
2.618             | 
            3.313 | 
         
        
            | 
1.618             | 
            3.252 | 
         
        
            | 
1.000             | 
            3.214 | 
         
        
            | 
0.618             | 
            3.191 | 
         
        
            | 
HIGH             | 
            3.153 | 
         
        
            | 
0.618             | 
            3.130 | 
         
        
            | 
0.500             | 
            3.123 | 
         
        
            | 
0.382             | 
            3.115 | 
         
        
            | 
LOW             | 
            3.092 | 
         
        
            | 
0.618             | 
            3.054 | 
         
        
            | 
1.000             | 
            3.031 | 
         
        
            | 
1.618             | 
            2.993 | 
         
        
            | 
2.618             | 
            2.932 | 
         
        
            | 
4.250             | 
            2.833 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Jul-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.132 | 
                                3.126 | 
                             
                            
                                | PP | 
                                3.127 | 
                                3.116 | 
                             
                            
                                | S1 | 
                                3.123 | 
                                3.106 | 
                             
             
         |