NYMEX Natural Gas Future July 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-May-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-May-2015 | 
                    22-May-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        2.983 | 
                        3.013 | 
                        0.030 | 
                        1.0% | 
                        3.027 | 
                     
                    
                        | High | 
                        3.081 | 
                        3.018 | 
                        -0.063 | 
                        -2.0% | 
                        3.150 | 
                     
                    
                        | Low | 
                        2.964 | 
                        2.913 | 
                        -0.051 | 
                        -1.7% | 
                        2.913 | 
                     
                    
                        | Close | 
                        2.994 | 
                        2.919 | 
                        -0.075 | 
                        -2.5% | 
                        2.919 | 
                     
                    
                        | Range | 
                        0.117 | 
                        0.105 | 
                        -0.012 | 
                        -10.3% | 
                        0.237 | 
                     
                    
                        | ATR | 
                        0.106 | 
                        0.106 | 
                        0.000 | 
                        -0.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        122,439 | 
                        90,845 | 
                        -31,594 | 
                        -25.8% | 
                        465,410 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-May-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.265 | 
                3.197 | 
                2.977 | 
                 | 
             
            
                | R3 | 
                3.160 | 
                3.092 | 
                2.948 | 
                 | 
             
            
                | R2 | 
                3.055 | 
                3.055 | 
                2.938 | 
                 | 
             
            
                | R1 | 
                2.987 | 
                2.987 | 
                2.929 | 
                2.969 | 
             
            
                | PP | 
                2.950 | 
                2.950 | 
                2.950 | 
                2.941 | 
             
            
                | S1 | 
                2.882 | 
                2.882 | 
                2.909 | 
                2.864 | 
             
            
                | S2 | 
                2.845 | 
                2.845 | 
                2.900 | 
                 | 
             
            
                | S3 | 
                2.740 | 
                2.777 | 
                2.890 | 
                 | 
             
            
                | S4 | 
                2.635 | 
                2.672 | 
                2.861 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-May-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.705 | 
                3.549 | 
                3.049 | 
                 | 
             
            
                | R3 | 
                3.468 | 
                3.312 | 
                2.984 | 
                 | 
             
            
                | R2 | 
                3.231 | 
                3.231 | 
                2.962 | 
                 | 
             
            
                | R1 | 
                3.075 | 
                3.075 | 
                2.941 | 
                3.035 | 
             
            
                | PP | 
                2.994 | 
                2.994 | 
                2.994 | 
                2.974 | 
             
            
                | S1 | 
                2.838 | 
                2.838 | 
                2.897 | 
                2.798 | 
             
            
                | S2 | 
                2.757 | 
                2.757 | 
                2.876 | 
                 | 
             
            
                | S3 | 
                2.520 | 
                2.601 | 
                2.854 | 
                 | 
             
            
                | S4 | 
                2.283 | 
                2.364 | 
                2.789 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3.150 | 
                2.913 | 
                0.237 | 
                8.1% | 
                0.116 | 
                4.0% | 
                3% | 
                False | 
                True | 
                93,082 | 
                 
                
                | 10 | 
                3.150 | 
                2.832 | 
                0.318 | 
                10.9% | 
                0.117 | 
                4.0% | 
                27% | 
                False | 
                False | 
                92,585 | 
                 
                
                | 20 | 
                3.150 | 
                2.540 | 
                0.610 | 
                20.9% | 
                0.109 | 
                3.7% | 
                62% | 
                False | 
                False | 
                67,722 | 
                 
                
                | 40 | 
                3.150 | 
                2.540 | 
                0.610 | 
                20.9% | 
                0.092 | 
                3.1% | 
                62% | 
                False | 
                False | 
                50,545 | 
                 
                
                | 60 | 
                3.150 | 
                2.540 | 
                0.610 | 
                20.9% | 
                0.091 | 
                3.1% | 
                62% | 
                False | 
                False | 
                40,836 | 
                 
                
                | 80 | 
                3.150 | 
                2.540 | 
                0.610 | 
                20.9% | 
                0.097 | 
                3.3% | 
                62% | 
                False | 
                False | 
                34,921 | 
                 
                
                | 100 | 
                3.264 | 
                2.540 | 
                0.724 | 
                24.8% | 
                0.103 | 
                3.5% | 
                52% | 
                False | 
                False | 
                29,887 | 
                 
                
                | 120 | 
                3.680 | 
                2.540 | 
                1.140 | 
                39.1% | 
                0.100 | 
                3.4% | 
                33% | 
                False | 
                False | 
                25,528 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.464 | 
         
        
            | 
2.618             | 
            3.293 | 
         
        
            | 
1.618             | 
            3.188 | 
         
        
            | 
1.000             | 
            3.123 | 
         
        
            | 
0.618             | 
            3.083 | 
         
        
            | 
HIGH             | 
            3.018 | 
         
        
            | 
0.618             | 
            2.978 | 
         
        
            | 
0.500             | 
            2.966 | 
         
        
            | 
0.382             | 
            2.953 | 
         
        
            | 
LOW             | 
            2.913 | 
         
        
            | 
0.618             | 
            2.848 | 
         
        
            | 
1.000             | 
            2.808 | 
         
        
            | 
1.618             | 
            2.743 | 
         
        
            | 
2.618             | 
            2.638 | 
         
        
            | 
4.250             | 
            2.467 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-May-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                2.966 | 
                                2.997 | 
                             
                            
                                | PP | 
                                2.950 | 
                                2.971 | 
                             
                            
                                | S1 | 
                                2.935 | 
                                2.945 | 
                             
             
         |