NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 04-Aug-2015

Day Change Summary
	Previous	Current
	03-Aug-2015	04-Aug-2015	Change	Change %	Previous Week
Open	3.160	3.168	0.008	0.3%	3.164
High	3.207	3.214	0.007	0.2%	3.290
Low	3.137	3.168	0.031	1.0%	3.141
Close	3.164	3.204	0.040	1.3%	3.152
Range	0.070	0.046	-0.024	-34.3%	0.149
ATR	0.071	0.069	-0.001	-2.1%	0.000
Volume	19,429	26,186	6,757	34.8%	70,215

Daily Pivots for day following 04-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.333	3.315	3.229
R3	3.287	3.269	3.217
R2	3.241	3.241	3.212
R1	3.223	3.223	3.208	3.232
PP	3.195	3.195	3.195	3.200
S1	3.177	3.177	3.200	3.186
S2	3.149	3.149	3.196
S3	3.103	3.131	3.191
S4	3.057	3.085	3.179

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%	0.068	2.1%	44%	False	False	18,734
10	3.343	3.137	0.206	6.4%	0.068	2.1%	33%	False	False	15,903
20	3.343	3.131	0.212	6.6%	0.066	2.0%	34%	False	False	16,575
40	3.383	3.131	0.252	7.9%	0.069	2.1%	29%	False	False	15,911

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3.410
2.618	3.334
1.618	3.288
1.000	3.260
0.618	3.242
HIGH	3.214
0.618	3.196
0.500	3.191
0.382	3.186
LOW	3.168
0.618	3.140
1.000	3.122
1.618	3.094
2.618	3.048
4.250	2.973

Fisher Pivots for day following 04-Aug-2015
Pivot	1 day	3 day
R1	3.200	3.195
PP	3.195	3.185
S1	3.191	3.176

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

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