NYMEX Natural Gas Future July 2015

Trading Metrics calculated at close of trading on 11-Jun-2015

Day Change Summary
	Previous	Current
	10-Jun-2015	11-Jun-2015	Change	Change %	Previous Week
Open	2.833	2.906	0.073	2.6%	2.615
High	2.922	2.919	-0.003	-0.1%	2.724
Low	2.825	2.814	-0.011	-0.4%	2.556
Close	2.891	2.825	-0.066	-2.3%	2.590
Range	0.097	0.105	0.008	8.2%	0.168
ATR	0.107	0.107	0.000	-0.1%	0.000
Volume	225,845	188,958	-36,887	-16.3%	697,217

Daily Pivots for day following 11-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.168	3.101	2.883
R3	3.063	2.996	2.854
R2	2.958	2.958	2.844
R1	2.891	2.891	2.835	2.872
PP	2.853	2.853	2.853	2.843
S1	2.786	2.786	2.815	2.767
S2	2.748	2.748	2.806
S3	2.643	2.681	2.796
S4	2.538	2.576	2.767

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.127	3.027	2.682
R3	2.959	2.859	2.636
R2	2.791	2.791	2.621
R1	2.691	2.691	2.605	2.657
PP	2.623	2.623	2.623	2.607
S1	2.523	2.523	2.575	2.489
S2	2.455	2.455	2.559
S3	2.287	2.355	2.544
S4	2.119	2.187	2.498

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.922	2.581	0.341	12.1%	0.102	3.6%	72%	False	False	192,641
10	2.922	2.556	0.366	13.0%	0.101	3.6%	73%	False	False	165,559
20	3.150	2.556	0.594	21.0%	0.106	3.7%	45%	False	False	136,262
40	3.150	2.540	0.610	21.6%	0.101	3.6%	47%	False	False	91,043
60	3.150	2.540	0.610	21.6%	0.095	3.4%	47%	False	False	71,473
80	3.150	2.540	0.610	21.6%	0.095	3.4%	47%	False	False	58,250
100	3.150	2.540	0.610	21.6%	0.098	3.5%	47%	False	False	49,286
120	3.541	2.540	1.001	35.4%	0.103	3.6%	28%	False	False	42,291

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.365
2.618	3.194
1.618	3.089
1.000	3.024
0.618	2.984
HIGH	2.919
0.618	2.879
0.500	2.867
0.382	2.854
LOW	2.814
0.618	2.749
1.000	2.709
1.618	2.644
2.618	2.539
4.250	2.368

Fisher Pivots for day following 11-Jun-2015
Pivot	1 day	3 day
R1	2.867	2.820
PP	2.853	2.814
S1	2.839	2.809

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

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