NYMEX Natural Gas Future August 2015

Trading Metrics calculated at close of trading on 03-Jun-2015

Day Change Summary
	Previous	Current
	02-Jun-2015	03-Jun-2015	Change	Change %	Previous Week
Open	2.673	2.734	0.061	2.3%	2.931
High	2.751	2.752	0.001	0.0%	2.931
Low	2.626	2.654	0.028	1.1%	2.656
Close	2.725	2.663	-0.062	-2.3%	2.665
Range	0.125	0.098	-0.027	-21.6%	0.275
ATR	0.101	0.101	0.000	-0.2%	0.000
Volume	40,653	33,619	-7,034	-17.3%	109,409

Daily Pivots for day following 03-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.984	2.921	2.717
R3	2.886	2.823	2.690
R2	2.788	2.788	2.681
R1	2.725	2.725	2.672	2.708
PP	2.690	2.690	2.690	2.681
S1	2.627	2.627	2.654	2.610
S2	2.592	2.592	2.645
S3	2.494	2.529	2.636
S4	2.396	2.431	2.609

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.576	3.395	2.816
R3	3.301	3.120	2.741
R2	3.026	3.026	2.715
R1	2.845	2.845	2.690	2.798
PP	2.751	2.751	2.751	2.727
S1	2.570	2.570	2.640	2.523
S2	2.476	2.476	2.615
S3	2.201	2.295	2.589
S4	1.926	2.020	2.514

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.864	2.626	0.238	8.9%	0.104	3.9%	16%	False	False	31,971
10	3.095	2.626	0.469	17.6%	0.103	3.9%	8%	False	False	28,811
20	3.167	2.626	0.541	20.3%	0.107	4.0%	7%	False	False	27,175
40	3.167	2.569	0.598	22.5%	0.091	3.4%	16%	False	False	21,551
60	3.167	2.569	0.598	22.5%	0.089	3.3%	16%	False	False	18,181
80	3.167	2.569	0.598	22.5%	0.091	3.4%	16%	False	False	15,648
100	3.268	2.569	0.699	26.2%	0.094	3.5%	13%	False	False	13,784
120	3.639	2.569	1.070	40.2%	0.095	3.6%	9%	False	False	12,107

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	0.019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.169
2.618	3.009
1.618	2.911
1.000	2.850
0.618	2.813
HIGH	2.752
0.618	2.715
0.500	2.703
0.382	2.691
LOW	2.654
0.618	2.593
1.000	2.556
1.618	2.495
2.618	2.397
4.250	2.238

Fisher Pivots for day following 03-Jun-2015
Pivot	1 day	3 day
R1	2.703	2.689
PP	2.690	2.680
S1	2.676	2.672

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

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