NYMEX Natural Gas Future July 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-May-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-May-2015 | 
                    20-May-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.072 | 
                        3.005 | 
                        -0.067 | 
                        -2.2% | 
                        2.970 | 
                     
                    
                        | High | 
                        3.150 | 
                        3.063 | 
                        -0.087 | 
                        -2.8% | 
                        3.089 | 
                     
                    
                        | Low | 
                        2.985 | 
                        2.945 | 
                        -0.040 | 
                        -1.3% | 
                        2.832 | 
                     
                    
                        | Close | 
                        2.991 | 
                        2.959 | 
                        -0.032 | 
                        -1.1% | 
                        3.070 | 
                     
                    
                        | Range | 
                        0.165 | 
                        0.118 | 
                        -0.047 | 
                        -28.5% | 
                        0.257 | 
                     
                    
                        | ATR | 
                        0.104 | 
                        0.105 | 
                        0.001 | 
                        1.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        111,504 | 
                        78,019 | 
                        -33,485 | 
                        -30.0% | 
                        460,449 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-May-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.343 | 
                3.269 | 
                3.024 | 
                 | 
             
            
                | R3 | 
                3.225 | 
                3.151 | 
                2.991 | 
                 | 
             
            
                | R2 | 
                3.107 | 
                3.107 | 
                2.981 | 
                 | 
             
            
                | R1 | 
                3.033 | 
                3.033 | 
                2.970 | 
                3.011 | 
             
            
                | PP | 
                2.989 | 
                2.989 | 
                2.989 | 
                2.978 | 
             
            
                | S1 | 
                2.915 | 
                2.915 | 
                2.948 | 
                2.893 | 
             
            
                | S2 | 
                2.871 | 
                2.871 | 
                2.937 | 
                 | 
             
            
                | S3 | 
                2.753 | 
                2.797 | 
                2.927 | 
                 | 
             
            
                | S4 | 
                2.635 | 
                2.679 | 
                2.894 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-May-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.768 | 
                3.676 | 
                3.211 | 
                 | 
             
            
                | R3 | 
                3.511 | 
                3.419 | 
                3.141 | 
                 | 
             
            
                | R2 | 
                3.254 | 
                3.254 | 
                3.117 | 
                 | 
             
            
                | R1 | 
                3.162 | 
                3.162 | 
                3.094 | 
                3.208 | 
             
            
                | PP | 
                2.997 | 
                2.997 | 
                2.997 | 
                3.020 | 
             
            
                | S1 | 
                2.905 | 
                2.905 | 
                3.046 | 
                2.951 | 
             
            
                | S2 | 
                2.740 | 
                2.740 | 
                3.023 | 
                 | 
             
            
                | S3 | 
                2.483 | 
                2.648 | 
                2.999 | 
                 | 
             
            
                | S4 | 
                2.226 | 
                2.391 | 
                2.929 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3.150 | 
                2.939 | 
                0.211 | 
                7.1% | 
                0.110 | 
                3.7% | 
                9% | 
                False | 
                False | 
                90,311 | 
                 
                
                | 10 | 
                3.150 | 
                2.761 | 
                0.389 | 
                13.1% | 
                0.121 | 
                4.1% | 
                51% | 
                False | 
                False | 
                85,141 | 
                 
                
                | 20 | 
                3.150 | 
                2.540 | 
                0.610 | 
                20.6% | 
                0.104 | 
                3.5% | 
                69% | 
                False | 
                False | 
                60,187 | 
                 
                
                | 40 | 
                3.150 | 
                2.540 | 
                0.610 | 
                20.6% | 
                0.090 | 
                3.0% | 
                69% | 
                False | 
                False | 
                46,436 | 
                 
                
                | 60 | 
                3.150 | 
                2.540 | 
                0.610 | 
                20.6% | 
                0.092 | 
                3.1% | 
                69% | 
                False | 
                False | 
                37,817 | 
                 
                
                | 80 | 
                3.150 | 
                2.540 | 
                0.610 | 
                20.6% | 
                0.096 | 
                3.2% | 
                69% | 
                False | 
                False | 
                32,474 | 
                 
                
                | 100 | 
                3.264 | 
                2.540 | 
                0.724 | 
                24.5% | 
                0.103 | 
                3.5% | 
                58% | 
                False | 
                False | 
                27,808 | 
                 
                
                | 120 | 
                3.806 | 
                2.540 | 
                1.266 | 
                42.8% | 
                0.099 | 
                3.4% | 
                33% | 
                False | 
                False | 
                23,787 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.565 | 
         
        
            | 
2.618             | 
            3.372 | 
         
        
            | 
1.618             | 
            3.254 | 
         
        
            | 
1.000             | 
            3.181 | 
         
        
            | 
0.618             | 
            3.136 | 
         
        
            | 
HIGH             | 
            3.063 | 
         
        
            | 
0.618             | 
            3.018 | 
         
        
            | 
0.500             | 
            3.004 | 
         
        
            | 
0.382             | 
            2.990 | 
         
        
            | 
LOW             | 
            2.945 | 
         
        
            | 
0.618             | 
            2.872 | 
         
        
            | 
1.000             | 
            2.827 | 
         
        
            | 
1.618             | 
            2.754 | 
         
        
            | 
2.618             | 
            2.636 | 
         
        
            | 
4.250             | 
            2.444 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-May-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.004 | 
                                3.048 | 
                             
                            
                                | PP | 
                                2.989 | 
                                3.018 | 
                             
                            
                                | S1 | 
                                2.974 | 
                                2.989 | 
                             
             
         |