NYMEX Natural Gas Future March 2016

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

Day Change Summary
	Previous	Current
	20-Aug-2015	21-Aug-2015	Change	Change %	Previous Week
Open	3.041	3.079	0.038	1.2%	3.128
High	3.099	3.081	-0.018	-0.6%	3.131
Low	3.029	3.002	-0.027	-0.9%	3.002
Close	3.083	3.006	-0.077	-2.5%	3.006
Range	0.070	0.079	0.009	12.9%	0.129
ATR	0.058	0.060	0.002	2.8%	0.000
Volume	7,045	7,201	156	2.2%	37,953

Daily Pivots for day following 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.267	3.215	3.049
R3	3.188	3.136	3.028
R2	3.109	3.109	3.020
R1	3.057	3.057	3.013	3.044
PP	3.030	3.030	3.030	3.023
S1	2.978	2.978	2.999	2.965
S2	2.951	2.951	2.992
S3	2.872	2.899	2.984
S4	2.793	2.820	2.963

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.433	3.349	3.077
R3	3.304	3.220	3.041
R2	3.175	3.175	3.030
R1	3.091	3.091	3.018	3.069
PP	3.046	3.046	3.046	3.035
S1	2.962	2.962	2.994	2.940
S2	2.917	2.917	2.982
S3	2.788	2.833	2.971
S4	2.659	2.704	2.935

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.131	3.002	0.129	4.3%	0.054	1.8%	3%	False	True	7,590
10	3.238	3.002	0.236	7.9%	0.053	1.8%	2%	False	True	7,924
20	3.238	3.002	0.236	7.9%	0.058	1.9%	2%	False	True	7,603

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.008
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.417
2.618	3.288
1.618	3.209
1.000	3.160
0.618	3.130
HIGH	3.081
0.618	3.051
0.500	3.042
0.382	3.032
LOW	3.002
0.618	2.953
1.000	2.923
1.618	2.874
2.618	2.795
4.250	2.666

Fisher Pivots for day following 21-Aug-2015
Pivot	1 day	3 day
R1	3.042	3.051
PP	3.030	3.036
S1	3.018	3.021

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

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