NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 23-Jul-2015

Day Change Summary
	Previous	Current
	22-Jul-2015	23-Jul-2015	Change	Change %	Previous Week
Open	3.293	3.298	0.005	0.2%	3.254
High	3.322	3.343	0.021	0.6%	3.326
Low	3.268	3.223	-0.045	-1.4%	3.224
Close	3.313	3.236	-0.077	-2.3%	3.272
Range	0.054	0.120	0.066	122.2%	0.102
ATR	0.069	0.073	0.004	5.3%	0.000
Volume	16,068	16,735	667	4.2%	95,001

Daily Pivots for day following 23-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.627	3.552	3.302
R3	3.507	3.432	3.269
R2	3.387	3.387	3.258
R1	3.312	3.312	3.247	3.290
PP	3.267	3.267	3.267	3.256
S1	3.192	3.192	3.225	3.170
S2	3.147	3.147	3.214
S3	3.027	3.072	3.203
S4	2.907	2.952	3.170

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	3.343	3.212	0.131	4.0%	0.070	2.2%	18%	True	False	14,145
10	3.343	3.180	0.163	5.0%	0.070	2.2%	34%	True	False	17,036
20	3.343	3.131	0.212	6.6%	0.070	2.1%	50%	True	False	16,396
40	3.383	3.060	0.323	10.0%	0.071	2.2%	54%	False	False	15,740

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	3.853
2.618	3.657
1.618	3.537
1.000	3.463
0.618	3.417
HIGH	3.343
0.618	3.297
0.500	3.283
0.382	3.269
LOW	3.223
0.618	3.149
1.000	3.103
1.618	3.029
2.618	2.909
4.250	2.713

Fisher Pivots for day following 23-Jul-2015
Pivot	1 day	3 day
R1	3.283	3.283
PP	3.267	3.267
S1	3.252	3.252

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

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