NYMEX Natural Gas Future December 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Jul-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Jul-2015 | 
                    29-Jul-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.110 | 
                        3.149 | 
                        0.039 | 
                        1.3% | 
                        3.146 | 
                     
                    
                        | High | 
                        3.153 | 
                        3.179 | 
                        0.026 | 
                        0.8% | 
                        3.237 | 
                     
                    
                        | Low | 
                        3.092 | 
                        3.131 | 
                        0.039 | 
                        1.3% | 
                        3.088 | 
                     
                    
                        | Close | 
                        3.136 | 
                        3.167 | 
                        0.031 | 
                        1.0% | 
                        3.090 | 
                     
                    
                        | Range | 
                        0.061 | 
                        0.048 | 
                        -0.013 | 
                        -21.3% | 
                        0.149 | 
                     
                    
                        | ATR | 
                        0.070 | 
                        0.069 | 
                        -0.002 | 
                        -2.3% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        11,424 | 
                        10,716 | 
                        -708 | 
                        -6.2% | 
                        59,669 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Jul-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.303 | 
                3.283 | 
                3.193 | 
                 | 
             
            
                | R3 | 
                3.255 | 
                3.235 | 
                3.180 | 
                 | 
             
            
                | R2 | 
                3.207 | 
                3.207 | 
                3.176 | 
                 | 
             
            
                | R1 | 
                3.187 | 
                3.187 | 
                3.171 | 
                3.197 | 
             
            
                | PP | 
                3.159 | 
                3.159 | 
                3.159 | 
                3.164 | 
             
            
                | S1 | 
                3.139 | 
                3.139 | 
                3.163 | 
                3.149 | 
             
            
                | S2 | 
                3.111 | 
                3.111 | 
                3.158 | 
                 | 
             
            
                | S3 | 
                3.063 | 
                3.091 | 
                3.154 | 
                 | 
             
            
                | S4 | 
                3.015 | 
                3.043 | 
                3.141 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                0.067 | 
                2.1% | 
                61% | 
                False | 
                False | 
                12,656 | 
                 
                
                | 10 | 
                3.237 | 
                3.058 | 
                0.179 | 
                5.7% | 
                0.064 | 
                2.0% | 
                61% | 
                False | 
                False | 
                12,170 | 
                 
                
                | 20 | 
                3.237 | 
                3.020 | 
                0.217 | 
                6.9% | 
                0.065 | 
                2.0% | 
                68% | 
                False | 
                False | 
                13,626 | 
                 
                
                | 40 | 
                3.283 | 
                2.969 | 
                0.314 | 
                9.9% | 
                0.069 | 
                2.2% | 
                63% | 
                False | 
                False | 
                12,600 | 
                 
                
                | 60 | 
                3.391 | 
                2.969 | 
                0.422 | 
                13.3% | 
                0.072 | 
                2.3% | 
                47% | 
                False | 
                False | 
                10,938 | 
                 
                
                | 80 | 
                3.391 | 
                2.927 | 
                0.464 | 
                14.7% | 
                0.069 | 
                2.2% | 
                52% | 
                False | 
                False | 
                9,491 | 
                 
                
                | 100 | 
                3.391 | 
                2.927 | 
                0.464 | 
                14.7% | 
                0.068 | 
                2.2% | 
                52% | 
                False | 
                False | 
                8,377 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.383 | 
         
        
            | 
2.618             | 
            3.305 | 
         
        
            | 
1.618             | 
            3.257 | 
         
        
            | 
1.000             | 
            3.227 | 
         
        
            | 
0.618             | 
            3.209 | 
         
        
            | 
HIGH             | 
            3.179 | 
         
        
            | 
0.618             | 
            3.161 | 
         
        
            | 
0.500             | 
            3.155 | 
         
        
            | 
0.382             | 
            3.149 | 
         
        
            | 
LOW             | 
            3.131 | 
         
        
            | 
0.618             | 
            3.101 | 
         
        
            | 
1.000             | 
            3.083 | 
         
        
            | 
1.618             | 
            3.053 | 
         
        
            | 
2.618             | 
            3.005 | 
         
        
            | 
4.250             | 
            2.927 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Jul-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.163 | 
                                3.151 | 
                             
                            
                                | PP | 
                                3.159 | 
                                3.135 | 
                             
                            
                                | S1 | 
                                3.155 | 
                                3.119 | 
                             
             
         |