NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 21-Jul-2015

Day Change Summary
	Previous	Current
	20-Jul-2015	21-Jul-2015	Change	Change %	Previous Week
Open	3.253	3.248	-0.005	-0.2%	3.254
High	3.284	3.303	0.019	0.6%	3.326
Low	3.212	3.248	0.036	1.1%	3.224
Close	3.242	3.301	0.059	1.8%	3.272
Range	0.072	0.055	-0.017	-23.6%	0.102
ATR	0.071	0.070	-0.001	-1.0%	0.000
Volume	13,147	14,185	1,038	7.9%	95,001

Daily Pivots for day following 21-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.449	3.430	3.331
R3	3.394	3.375	3.316
R2	3.339	3.339	3.311
R1	3.320	3.320	3.306	3.330
PP	3.284	3.284	3.284	3.289
S1	3.265	3.265	3.296	3.275
S2	3.229	3.229	3.291
S3	3.174	3.210	3.286
S4	3.119	3.155	3.271

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.580	3.528	3.328
R3	3.478	3.426	3.300
R2	3.376	3.376	3.291
R1	3.324	3.324	3.281	3.350
PP	3.274	3.274	3.274	3.287
S1	3.222	3.222	3.263	3.248
S2	3.172	3.172	3.253
S3	3.070	3.120	3.244
S4	2.968	3.018	3.216

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.307	3.212	0.095	2.9%	0.059	1.8%	94%	False	False	15,167
10	3.326	3.131	0.195	5.9%	0.064	1.9%	87%	False	False	17,247
20	3.326	3.131	0.195	5.9%	0.067	2.0%	87%	False	False	15,715
40	3.383	3.060	0.323	9.8%	0.070	2.1%	75%	False	False	15,421

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	0.017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.537
2.618	3.447
1.618	3.392
1.000	3.358
0.618	3.337
HIGH	3.303
0.618	3.282
0.500	3.276
0.382	3.269
LOW	3.248
0.618	3.214
1.000	3.193
1.618	3.159
2.618	3.104
4.250	3.014

Fisher Pivots for day following 21-Jul-2015
Pivot	1 day	3 day
R1	3.293	3.287
PP	3.284	3.272
S1	3.276	3.258

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

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