NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 29-Jul-2015

Day Change Summary
	Previous	Current
	28-Jul-2015	29-Jul-2015	Change	Change %	Previous Week
Open	3.202	3.254	0.052	1.6%	3.253
High	3.259	3.290	0.031	1.0%	3.343
Low	3.200	3.236	0.036	1.1%	3.195
Close	3.242	3.273	0.031	1.0%	3.196
Range	0.059	0.054	-0.005	-8.5%	0.148
ATR	0.070	0.068	-0.001	-1.6%	0.000
Volume	12,429	15,028	2,599	20.9%	70,538

Daily Pivots for day following 29-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.428	3.405	3.303
R3	3.374	3.351	3.288
R2	3.320	3.320	3.283
R1	3.297	3.297	3.278	3.309
PP	3.266	3.266	3.266	3.272
S1	3.243	3.243	3.268	3.255
S2	3.212	3.212	3.263
S3	3.158	3.189	3.258
S4	3.104	3.135	3.243

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	5.5%	0.067	2.1%	61%	False	False	12,865
10	3.343	3.162	0.181	5.5%	0.063	1.9%	61%	False	False	13,842
20	3.343	3.131	0.212	6.5%	0.068	2.1%	67%	False	False	15,612
40	3.383	3.060	0.323	9.9%	0.068	2.1%	66%	False	False	15,545

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	0.015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.520
2.618	3.431
1.618	3.377
1.000	3.344
0.618	3.323
HIGH	3.290
0.618	3.269
0.500	3.263
0.382	3.257
LOW	3.236
0.618	3.203
1.000	3.182
1.618	3.149
2.618	3.095
4.250	3.007

Fisher Pivots for day following 29-Jul-2015
Pivot	1 day	3 day
R1	3.270	3.257
PP	3.266	3.242
S1	3.263	3.226

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

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