NYMEX Natural Gas Future December 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 31-Jul-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Jul-2015 | 
                    31-Jul-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.172 | 
                        3.101 | 
                        -0.071 | 
                        -2.2% | 
                        3.067 | 
                     
                    
                        | High | 
                        3.198 | 
                        3.105 | 
                        -0.093 | 
                        -2.9% | 
                        3.198 | 
                     
                    
                        | Low | 
                        3.078 | 
                        3.033 | 
                        -0.045 | 
                        -1.5% | 
                        3.033 | 
                     
                    
                        | Close | 
                        3.081 | 
                        3.042 | 
                        -0.039 | 
                        -1.3% | 
                        3.042 | 
                     
                    
                        | Range | 
                        0.120 | 
                        0.072 | 
                        -0.048 | 
                        -40.0% | 
                        0.165 | 
                     
                    
                        | ATR | 
                        0.072 | 
                        0.072 | 
                        0.000 | 
                        0.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        14,865 | 
                        14,032 | 
                        -833 | 
                        -5.6% | 
                        63,413 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-Jul-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.276 | 
                3.231 | 
                3.082 | 
                 | 
             
            
                | R3 | 
                3.204 | 
                3.159 | 
                3.062 | 
                 | 
             
            
                | R2 | 
                3.132 | 
                3.132 | 
                3.055 | 
                 | 
             
            
                | R1 | 
                3.087 | 
                3.087 | 
                3.049 | 
                3.074 | 
             
            
                | PP | 
                3.060 | 
                3.060 | 
                3.060 | 
                3.053 | 
             
            
                | S1 | 
                3.015 | 
                3.015 | 
                3.035 | 
                3.002 | 
             
            
                | S2 | 
                2.988 | 
                2.988 | 
                3.029 | 
                 | 
             
            
                | S3 | 
                2.916 | 
                2.943 | 
                3.022 | 
                 | 
             
            
                | S4 | 
                2.844 | 
                2.871 | 
                3.002 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 31-Jul-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.586 | 
                3.479 | 
                3.133 | 
                 | 
             
            
                | R3 | 
                3.421 | 
                3.314 | 
                3.087 | 
                 | 
             
            
                | R2 | 
                3.256 | 
                3.256 | 
                3.072 | 
                 | 
             
            
                | R1 | 
                3.149 | 
                3.149 | 
                3.057 | 
                3.120 | 
             
            
                | PP | 
                3.091 | 
                3.091 | 
                3.091 | 
                3.077 | 
             
            
                | S1 | 
                2.984 | 
                2.984 | 
                3.027 | 
                2.955 | 
             
            
                | S2 | 
                2.926 | 
                2.926 | 
                3.012 | 
                 | 
             
            
                | S3 | 
                2.761 | 
                2.819 | 
                2.997 | 
                 | 
             
            
                | S4 | 
                2.596 | 
                2.654 | 
                2.951 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3.198 | 
                3.033 | 
                0.165 | 
                5.4% | 
                0.074 | 
                2.4% | 
                5% | 
                False | 
                True | 
                12,682 | 
                 
                
                | 10 | 
                3.237 | 
                3.033 | 
                0.204 | 
                6.7% | 
                0.071 | 
                2.3% | 
                4% | 
                False | 
                True | 
                12,308 | 
                 
                
                | 20 | 
                3.237 | 
                3.020 | 
                0.217 | 
                7.1% | 
                0.068 | 
                2.2% | 
                10% | 
                False | 
                False | 
                13,287 | 
                 
                
                | 40 | 
                3.283 | 
                2.983 | 
                0.300 | 
                9.9% | 
                0.070 | 
                2.3% | 
                20% | 
                False | 
                False | 
                12,796 | 
                 
                
                | 60 | 
                3.391 | 
                2.969 | 
                0.422 | 
                13.9% | 
                0.074 | 
                2.4% | 
                17% | 
                False | 
                False | 
                11,244 | 
                 
                
                | 80 | 
                3.391 | 
                2.927 | 
                0.464 | 
                15.3% | 
                0.070 | 
                2.3% | 
                25% | 
                False | 
                False | 
                9,758 | 
                 
                
                | 100 | 
                3.391 | 
                2.927 | 
                0.464 | 
                15.3% | 
                0.069 | 
                2.3% | 
                25% | 
                False | 
                False | 
                8,617 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.411 | 
         
        
            | 
2.618             | 
            3.293 | 
         
        
            | 
1.618             | 
            3.221 | 
         
        
            | 
1.000             | 
            3.177 | 
         
        
            | 
0.618             | 
            3.149 | 
         
        
            | 
HIGH             | 
            3.105 | 
         
        
            | 
0.618             | 
            3.077 | 
         
        
            | 
0.500             | 
            3.069 | 
         
        
            | 
0.382             | 
            3.061 | 
         
        
            | 
LOW             | 
            3.033 | 
         
        
            | 
0.618             | 
            2.989 | 
         
        
            | 
1.000             | 
            2.961 | 
         
        
            | 
1.618             | 
            2.917 | 
         
        
            | 
2.618             | 
            2.845 | 
         
        
            | 
4.250             | 
            2.727 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-Jul-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.069 | 
                                3.116 | 
                             
                            
                                | PP | 
                                3.060 | 
                                3.091 | 
                             
                            
                                | S1 | 
                                3.051 | 
                                3.067 | 
                             
             
         |