NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 27-Jul-2015

Day Change Summary
	Previous	Current
	24-Jul-2015	27-Jul-2015	Change	Change %	Previous Week
Open	3.225	3.164	-0.061	-1.9%	3.253
High	3.229	3.232	0.003	0.1%	3.343
Low	3.195	3.162	-0.033	-1.0%	3.195
Close	3.196	3.212	0.016	0.5%	3.196
Range	0.034	0.070	0.036	105.9%	0.148
ATR	0.070	0.070	0.000	0.0%	0.000
Volume	10,403	9,731	-672	-6.5%	70,538

Daily Pivots for day following 27-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.412	3.382	3.251
R3	3.342	3.312	3.231
R2	3.272	3.272	3.225
R1	3.242	3.242	3.218	3.257
PP	3.202	3.202	3.202	3.210
S1	3.172	3.172	3.206	3.187
S2	3.132	3.132	3.199
S3	3.062	3.102	3.193
S4	2.992	3.032	3.174

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.689	3.590	3.277
R3	3.541	3.442	3.237
R2	3.393	3.393	3.223
R1	3.294	3.294	3.210	3.270
PP	3.245	3.245	3.245	3.232
S1	3.146	3.146	3.182	3.122
S2	3.097	3.097	3.169
S3	2.949	2.998	3.155
S4	2.801	2.850	3.115

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.343	3.162	0.181	5.6%	0.067	2.1%	28%	False	True	13,424
10	3.343	3.162	0.181	5.6%	0.066	2.1%	28%	False	True	15,671
20	3.343	3.131	0.212	6.6%	0.068	2.1%	38%	False	False	15,843
40	3.383	3.060	0.323	10.1%	0.069	2.2%	47%	False	False	15,449

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.530
2.618	3.415
1.618	3.345
1.000	3.302
0.618	3.275
HIGH	3.232
0.618	3.205
0.500	3.197
0.382	3.189
LOW	3.162
0.618	3.119
1.000	3.092
1.618	3.049
2.618	2.979
4.250	2.865

Fisher Pivots for day following 27-Jul-2015
Pivot	1 day	3 day
R1	3.207	3.253
PP	3.202	3.239
S1	3.197	3.226

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

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