NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 21-Jul-2015

Day Change Summary
	Previous	Current
	20-Jul-2015	21-Jul-2015	Change	Change %	Previous Week
Open	3.189	3.209	0.020	0.6%	3.182
High	3.232	3.253	0.021	0.6%	3.276
Low	3.165	3.208	0.043	1.4%	3.181
Close	3.195	3.252	0.057	1.8%	3.222
Range	0.067	0.045	-0.022	-32.8%	0.095
ATR
Volume	5,260	7,689	2,429	46.2%	42,575

Daily Pivots for day following 21-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.373	3.357	3.277
R3	3.328	3.312	3.264
R2	3.283	3.283	3.260
R1	3.267	3.267	3.256	3.275
PP	3.238	3.238	3.238	3.242
S1	3.222	3.222	3.248	3.230
S2	3.193	3.193	3.244
S3	3.148	3.177	3.240
S4	3.103	3.132	3.227

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.511	3.462	3.274
R3	3.416	3.367	3.248
R2	3.321	3.321	3.239
R1	3.272	3.272	3.231	3.297
PP	3.226	3.226	3.226	3.239
S1	3.177	3.177	3.213	3.202
S2	3.131	3.131	3.205
S3	3.036	3.082	3.196
S4	2.941	2.987	3.170

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.254	3.165	0.089	2.7%	0.051	1.6%	98%	False	False	6,213
10	3.276	3.103	0.173	5.3%	0.055	1.7%	86%	False	False	7,799

Crabel Price Patterns
NR	True
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	0.010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.444
2.618	3.371
1.618	3.326
1.000	3.298
0.618	3.281
HIGH	3.253
0.618	3.236
0.500	3.231
0.382	3.225
LOW	3.208
0.618	3.180
1.000	3.163
1.618	3.135
2.618	3.090
4.250	3.017

Fisher Pivots for day following 21-Jul-2015
Pivot	1 day	3 day
R1	3.245	3.238
PP	3.238	3.223
S1	3.231	3.209

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

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