NYMEX Natural Gas Future July 2015

Trading Metrics calculated at close of trading on 26-Jun-2015

Day Change Summary
	Previous	Current
	25-Jun-2015	26-Jun-2015	Change	Change %	Previous Week
Open	2.769	2.841	0.072	2.6%	2.749
High	2.854	2.846	-0.008	-0.3%	2.854
Low	2.752	2.743	-0.009	-0.3%	2.711
Close	2.850	2.773	-0.077	-2.7%	2.773
Range	0.102	0.103	0.001	1.0%	0.143
ATR	0.103	0.103	0.000	0.3%	0.000
Volume	60,077	10,396	-49,681	-82.7%	333,883

Daily Pivots for day following 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.096	3.038	2.830
R3	2.993	2.935	2.801
R2	2.890	2.890	2.792
R1	2.832	2.832	2.782	2.810
PP	2.787	2.787	2.787	2.776
S1	2.729	2.729	2.764	2.707
S2	2.684	2.684	2.754
S3	2.581	2.626	2.745
S4	2.478	2.523	2.716

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.208	3.134	2.852
R3	3.065	2.991	2.812
R2	2.922	2.922	2.799
R1	2.848	2.848	2.786	2.885
PP	2.779	2.779	2.779	2.798
S1	2.705	2.705	2.760	2.742
S2	2.636	2.636	2.747
S3	2.493	2.562	2.734
S4	2.350	2.419	2.694

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.854	2.711	0.143	5.2%	0.078	2.8%	43%	False	False	66,776
10	2.955	2.711	0.244	8.8%	0.097	3.5%	25%	False	False	109,302
20	2.955	2.556	0.399	14.4%	0.099	3.6%	54%	False	False	138,339
40	3.150	2.556	0.594	21.4%	0.103	3.7%	37%	False	False	113,293
60	3.150	2.540	0.610	22.0%	0.097	3.5%	38%	False	False	87,411
80	3.150	2.540	0.610	22.0%	0.095	3.4%	38%	False	False	71,174
100	3.150	2.540	0.610	22.0%	0.097	3.5%	38%	False	False	60,478
120	3.264	2.540	0.724	26.1%	0.101	3.6%	32%	False	False	52,288

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	0.022
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.284
2.618	3.116
1.618	3.013
1.000	2.949
0.618	2.910
HIGH	2.846
0.618	2.807
0.500	2.795
0.382	2.782
LOW	2.743
0.618	2.679
1.000	2.640
1.618	2.576
2.618	2.473
4.250	2.305

Fisher Pivots for day following 26-Jun-2015
Pivot	1 day	3 day
R1	2.795	2.783
PP	2.787	2.779
S1	2.780	2.776

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

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