NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 30-Jul-2015

Day Change Summary
	Previous	Current
	29-Jul-2015	30-Jul-2015	Change	Change %	Previous Week
Open	3.254	3.285	0.031	1.0%	3.253
High	3.290	3.287	-0.003	-0.1%	3.343
Low	3.236	3.186	-0.050	-1.5%	3.195
Close	3.273	3.189	-0.084	-2.6%	3.196
Range	0.054	0.101	0.047	87.0%	0.148
ATR	0.068	0.071	0.002	3.4%	0.000
Volume	15,028	17,526	2,498	16.6%	70,538

Daily Pivots for day following 30-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.524	3.457	3.245
R3	3.423	3.356	3.217
R2	3.322	3.322	3.208
R1	3.255	3.255	3.198	3.238
PP	3.221	3.221	3.221	3.212
S1	3.154	3.154	3.180	3.137
S2	3.120	3.120	3.170
S3	3.019	3.053	3.161
S4	2.918	2.952	3.133

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	3.290	3.162	0.128	4.0%	0.064	2.0%	21%	False	False	13,023
10	3.343	3.162	0.181	5.7%	0.067	2.1%	15%	False	False	13,584
20	3.343	3.131	0.212	6.6%	0.069	2.2%	27%	False	False	15,654
40	3.383	3.060	0.323	10.1%	0.069	2.2%	40%	False	False	15,672

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.716
2.618	3.551
1.618	3.450
1.000	3.388
0.618	3.349
HIGH	3.287
0.618	3.248
0.500	3.237
0.382	3.225
LOW	3.186
0.618	3.124
1.000	3.085
1.618	3.023
2.618	2.922
4.250	2.757

Fisher Pivots for day following 30-Jul-2015
Pivot	1 day	3 day
R1	3.237	3.238
PP	3.221	3.222
S1	3.205	3.205

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

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