NYMEX Natural Gas Future December 2015

Trading Metrics calculated at close of trading on 24-Aug-2015

Day Change Summary
	Previous	Current
	21-Aug-2015	24-Aug-2015	Change	Change %	Previous Week
Open	3.031	2.916	-0.115	-3.8%	3.074
High	3.031	2.946	-0.085	-2.8%	3.084
Low	2.936	2.888	-0.048	-1.6%	2.936
Close	2.939	2.890	-0.049	-1.7%	2.939
Range	0.095	0.058	-0.037	-38.9%	0.148
ATR	0.069	0.069	-0.001	-1.2%	0.000
Volume	19,692	17,777	-1,915	-9.7%	74,941

Daily Pivots for day following 24-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.082	3.044	2.922
R3	3.024	2.986	2.906
R2	2.966	2.966	2.901
R1	2.928	2.928	2.895	2.918
PP	2.908	2.908	2.908	2.903
S1	2.870	2.870	2.885	2.860
S2	2.850	2.850	2.879
S3	2.792	2.812	2.874
S4	2.734	2.754	2.858

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.430	3.333	3.020
R3	3.282	3.185	2.980
R2	3.134	3.134	2.966
R1	3.037	3.037	2.953	3.012
PP	2.986	2.986	2.986	2.974
S1	2.889	2.889	2.925	2.864
S2	2.838	2.838	2.912
S3	2.690	2.741	2.898
S4	2.542	2.593	2.858

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.049	2.888	0.161	5.6%	0.067	2.3%	1%	False	True	16,854
10	3.197	2.888	0.309	10.7%	0.066	2.3%	1%	False	True	20,015
20	3.198	2.888	0.310	10.7%	0.066	2.3%	1%	False	True	18,427
40	3.237	2.888	0.349	12.1%	0.066	2.3%	1%	False	True	16,217
60	3.283	2.888	0.395	13.7%	0.069	2.4%	1%	False	True	14,451
80	3.391	2.888	0.503	17.4%	0.071	2.5%	0%	False	True	12,773
100	3.391	2.888	0.503	17.4%	0.069	2.4%	0%	False	True	11,164
120	3.391	2.888	0.503	17.4%	0.068	2.3%	0%	False	True	9,915

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.193
2.618	3.098
1.618	3.040
1.000	3.004
0.618	2.982
HIGH	2.946
0.618	2.924
0.500	2.917
0.382	2.910
LOW	2.888
0.618	2.852
1.000	2.830
1.618	2.794
2.618	2.736
4.250	2.642

Fisher Pivots for day following 24-Aug-2015
Pivot	1 day	3 day
R1	2.917	2.969
PP	2.908	2.942
S1	2.899	2.916

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

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