NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 25-Aug-2015

Day Change Summary
	Previous	Current
	24-Aug-2015	25-Aug-2015	Change	Change %	Previous Week
Open	3.020	3.003	-0.017	-0.6%	3.180
High	3.048	3.031	-0.017	-0.6%	3.182
Low	2.993	2.981	-0.012	-0.4%	3.040
Close	2.996	3.017	0.021	0.7%	3.043
Range	0.055	0.050	-0.005	-9.1%	0.142
ATR	0.066	0.065	-0.001	-1.8%	0.000
Volume	20,104	22,983	2,879	14.3%	108,749

Daily Pivots for day following 25-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.160	3.138	3.045
R3	3.110	3.088	3.031
R2	3.060	3.060	3.026
R1	3.038	3.038	3.022	3.049
PP	3.010	3.010	3.010	3.015
S1	2.988	2.988	3.012	2.999
S2	2.960	2.960	3.008
S3	2.910	2.938	3.003
S4	2.860	2.888	2.990

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.514	3.421	3.121
R3	3.372	3.279	3.082
R2	3.230	3.230	3.069
R1	3.137	3.137	3.056	3.113
PP	3.088	3.088	3.088	3.076
S1	2.995	2.995	3.030	2.971
S2	2.946	2.946	3.017
S3	2.804	2.853	3.004
S4	2.662	2.711	2.965

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.146	2.981	0.165	5.5%	0.063	2.1%	22%	False	True	23,013
10	3.293	2.981	0.312	10.3%	0.062	2.1%	12%	False	True	24,421
20	3.293	2.981	0.312	10.3%	0.063	2.1%	12%	False	True	22,884
40	3.343	2.981	0.362	12.0%	0.065	2.2%	10%	False	True	19,242
60	3.383	2.981	0.402	13.3%	0.067	2.2%	9%	False	True	18,011

Crabel Price Patterns
NR	True
NR4	True
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	0.011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.244
2.618	3.162
1.618	3.112
1.000	3.081
0.618	3.062
HIGH	3.031
0.618	3.012
0.500	3.006
0.382	3.000
LOW	2.981
0.618	2.950
1.000	2.931
1.618	2.900
2.618	2.850
4.250	2.769

Fisher Pivots for day following 25-Aug-2015
Pivot	1 day	3 day
R1	3.013	3.056
PP	3.010	3.043
S1	3.006	3.030

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

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