NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 03-Aug-2015

Day Change Summary
	Previous	Current
	31-Jul-2015	03-Aug-2015	Change	Change %	Previous Week
Open	3.205	3.160	-0.045	-1.4%	3.164
High	3.211	3.207	-0.004	-0.1%	3.290
Low	3.141	3.137	-0.004	-0.1%	3.141
Close	3.152	3.164	0.012	0.4%	3.152
Range	0.070	0.070	0.000	0.0%	0.149
ATR	0.071	0.071	0.000	-0.1%	0.000
Volume	15,501	19,429	3,928	25.3%	70,215

Daily Pivots for day following 03-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.379	3.342	3.203
R3	3.309	3.272	3.183
R2	3.239	3.239	3.177
R1	3.202	3.202	3.170	3.221
PP	3.169	3.169	3.169	3.179
S1	3.132	3.132	3.158	3.151
S2	3.099	3.099	3.151
S3	3.029	3.062	3.145
S4	2.959	2.992	3.126

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.641	3.546	3.234
R3	3.492	3.397	3.193
R2	3.343	3.343	3.179
R1	3.248	3.248	3.166	3.221
PP	3.194	3.194	3.194	3.181
S1	3.099	3.099	3.138	3.072
S2	3.045	3.045	3.125
S3	2.896	2.950	3.111
S4	2.747	2.801	3.070

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.290	3.137	0.153	4.8%	0.071	2.2%	18%	False	True	15,982
10	3.343	3.137	0.206	6.5%	0.069	2.2%	13%	False	True	14,703
20	3.343	3.131	0.212	6.7%	0.068	2.1%	16%	False	False	16,019
40	3.383	3.128	0.255	8.1%	0.070	2.2%	14%	False	False	15,724

Crabel Price Patterns
NR	False
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	0.013

Fibonacci Retracements and Extensions
4.250	3.505
2.618	3.390
1.618	3.320
1.000	3.277
0.618	3.250
HIGH	3.207
0.618	3.180
0.500	3.172
0.382	3.164
LOW	3.137
0.618	3.094
1.000	3.067
1.618	3.024
2.618	2.954
4.250	2.840

Fisher Pivots for day following 03-Aug-2015
Pivot	1 day	3 day
R1	3.172	3.212
PP	3.169	3.196
S1	3.167	3.180

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

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