NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 22-Jul-2015

Day Change Summary
	Previous	Current
	21-Jul-2015	22-Jul-2015	Change	Change %	Previous Week
Open	3.248	3.293	0.045	1.4%	3.254
High	3.303	3.322	0.019	0.6%	3.326
Low	3.248	3.268	0.020	0.6%	3.224
Close	3.301	3.313	0.012	0.4%	3.272
Range	0.055	0.054	-0.001	-1.8%	0.102
ATR	0.070	0.069	-0.001	-1.6%	0.000
Volume	14,185	16,068	1,883	13.3%	95,001

Daily Pivots for day following 22-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.463	3.442	3.343
R3	3.409	3.388	3.328
R2	3.355	3.355	3.323
R1	3.334	3.334	3.318	3.345
PP	3.301	3.301	3.301	3.306
S1	3.280	3.280	3.308	3.291
S2	3.247	3.247	3.303
S3	3.193	3.226	3.298
S4	3.139	3.172	3.283

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	3.322	3.212	0.110	3.3%	0.059	1.8%	92%	True	False	14,818
10	3.326	3.131	0.195	5.9%	0.064	1.9%	93%	False	False	17,484
20	3.326	3.131	0.195	5.9%	0.066	2.0%	93%	False	False	15,968
40	3.383	3.060	0.323	9.7%	0.070	2.1%	78%	False	False	15,575

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	0.018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.552
2.618	3.463
1.618	3.409
1.000	3.376
0.618	3.355
HIGH	3.322
0.618	3.301
0.500	3.295
0.382	3.289
LOW	3.268
0.618	3.235
1.000	3.214
1.618	3.181
2.618	3.127
4.250	3.039

Fisher Pivots for day following 22-Jul-2015
Pivot	1 day	3 day
R1	3.307	3.298
PP	3.301	3.282
S1	3.295	3.267

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

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