NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 17-Aug-2015

Day Change Summary
	Previous	Current
	14-Aug-2015	17-Aug-2015	Change	Change %	Previous Week
Open	3.195	3.180	-0.015	-0.5%	3.213
High	3.222	3.182	-0.040	-1.2%	3.293
Low	3.183	3.133	-0.050	-1.6%	3.183
Close	3.198	3.140	-0.058	-1.8%	3.198
Range	0.039	0.049	0.010	25.6%	0.110
ATR	0.067	0.067	0.000	-0.2%	0.000
Volume	11,512	17,513	6,001	52.1%	135,283

Daily Pivots for day following 17-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.299	3.268	3.167
R3	3.250	3.219	3.153
R2	3.201	3.201	3.149
R1	3.170	3.170	3.144	3.161
PP	3.152	3.152	3.152	3.147
S1	3.121	3.121	3.136	3.112
S2	3.103	3.103	3.131
S3	3.054	3.072	3.127
S4	3.005	3.023	3.113

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.555	3.486	3.259
R3	3.445	3.376	3.228
R2	3.335	3.335	3.218
R1	3.266	3.266	3.208	3.246
PP	3.225	3.225	3.225	3.214
S1	3.156	3.156	3.188	3.136
S2	3.115	3.115	3.178
S3	3.005	3.046	3.168
S4	2.895	2.936	3.138

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.293	3.133	0.160	5.1%	0.061	2.0%	4%	False	True	26,018
10	3.293	3.114	0.179	5.7%	0.059	1.9%	15%	False	False	25,589
20	3.343	3.114	0.229	7.3%	0.064	2.0%	11%	False	False	20,146
40	3.343	3.114	0.229	7.3%	0.065	2.1%	11%	False	False	17,908
60	3.389	3.060	0.329	10.5%	0.068	2.2%	24%	False	False	16,926

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.390
2.618	3.310
1.618	3.261
1.000	3.231
0.618	3.212
HIGH	3.182
0.618	3.163
0.500	3.158
0.382	3.152
LOW	3.133
0.618	3.103
1.000	3.084
1.618	3.054
2.618	3.005
4.250	2.925

Fisher Pivots for day following 17-Aug-2015
Pivot	1 day	3 day
R1	3.158	3.213
PP	3.152	3.189
S1	3.146	3.164

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

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