NYMEX Natural Gas Future December 2015

Trading Metrics calculated at close of trading on 04-Aug-2015

Day Change Summary
	Previous	Current
	03-Aug-2015	04-Aug-2015	Change	Change %	Previous Week
Open	3.055	3.062	0.007	0.2%	3.067
High	3.097	3.107	0.010	0.3%	3.198
Low	3.027	3.061	0.034	1.1%	3.033
Close	3.054	3.098	0.044	1.4%	3.042
Range	0.070	0.046	-0.024	-34.3%	0.165
ATR	0.072	0.071	-0.001	-1.9%	0.000
Volume	13,039	18,176	5,137	39.4%	63,413

Daily Pivots for day following 04-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.227	3.208	3.123
R3	3.181	3.162	3.111
R2	3.135	3.135	3.106
R1	3.116	3.116	3.102	3.126
PP	3.089	3.089	3.089	3.093
S1	3.070	3.070	3.094	3.080
S2	3.043	3.043	3.090
S3	2.997	3.024	3.085
S4	2.951	2.978	3.073

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	3.027	0.171	5.5%	0.071	2.3%	42%	False	False	14,165
10	3.237	3.027	0.210	6.8%	0.070	2.3%	34%	False	False	13,365
20	3.237	3.020	0.217	7.0%	0.067	2.2%	36%	False	False	13,675
40	3.283	3.020	0.263	8.5%	0.070	2.2%	30%	False	False	13,021
60	3.391	2.969	0.422	13.6%	0.073	2.4%	31%	False	False	11,593
80	3.391	2.927	0.464	15.0%	0.070	2.3%	37%	False	False	10,018
100	3.391	2.927	0.464	15.0%	0.069	2.2%	37%	False	False	8,862

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	0.018
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3.303
2.618	3.227
1.618	3.181
1.000	3.153
0.618	3.135
HIGH	3.107
0.618	3.089
0.500	3.084
0.382	3.079
LOW	3.061
0.618	3.033
1.000	3.015
1.618	2.987
2.618	2.941
4.250	2.866

Fisher Pivots for day following 04-Aug-2015
Pivot	1 day	3 day
R1	3.093	3.088
PP	3.089	3.077
S1	3.084	3.067

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

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