NYMEX Natural Gas Future July 2015

Trading Metrics calculated at close of trading on 22-Jun-2015

Day Change Summary
	Previous	Current
	19-Jun-2015	22-Jun-2015	Change	Change %	Previous Week
Open	2.784	2.749	-0.035	-1.3%	2.769
High	2.837	2.753	-0.084	-3.0%	2.955
Low	2.739	2.715	-0.024	-0.9%	2.739
Close	2.816	2.733	-0.083	-2.9%	2.816
Range	0.098	0.038	-0.060	-61.2%	0.216
ATR	0.109	0.108	-0.001	-0.5%	0.000
Volume	117,265	117,991	726	0.6%	759,137

Daily Pivots for day following 22-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.848	2.828	2.754
R3	2.810	2.790	2.743
R2	2.772	2.772	2.740
R1	2.752	2.752	2.736	2.743
PP	2.734	2.734	2.734	2.729
S1	2.714	2.714	2.730	2.705
S2	2.696	2.696	2.726
S3	2.658	2.676	2.723
S4	2.620	2.638	2.712

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.485	3.366	2.935
R3	3.269	3.150	2.875
R2	3.053	3.053	2.856
R1	2.934	2.934	2.836	2.994
PP	2.837	2.837	2.837	2.866
S1	2.718	2.718	2.796	2.778
S2	2.621	2.621	2.776
S3	2.405	2.502	2.757
S4	2.189	2.286	2.697

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.955	2.715	0.240	8.8%	0.092	3.4%	8%	False	True	141,559
10	2.955	2.696	0.259	9.5%	0.105	3.9%	14%	False	False	168,294
20	2.955	2.556	0.399	14.6%	0.102	3.7%	44%	False	False	154,121
40	3.150	2.540	0.610	22.3%	0.105	3.9%	32%	False	False	110,921
60	3.150	2.540	0.610	22.3%	0.095	3.5%	32%	False	False	85,070
80	3.150	2.540	0.610	22.3%	0.094	3.4%	32%	False	False	69,157
100	3.150	2.540	0.610	22.3%	0.098	3.6%	32%	False	False	58,761
120	3.264	2.540	0.724	26.5%	0.103	3.8%	27%	False	False	50,593

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.020
Narrowest range in 93 trading days

Fibonacci Retracements and Extensions
4.250	2.915
2.618	2.852
1.618	2.814
1.000	2.791
0.618	2.776
HIGH	2.753
0.618	2.738
0.500	2.734
0.382	2.730
LOW	2.715
0.618	2.692
1.000	2.677
1.618	2.654
2.618	2.616
4.250	2.554

Fisher Pivots for day following 22-Jun-2015
Pivot	1 day	3 day
R1	2.734	2.799
PP	2.734	2.777
S1	2.733	2.755

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

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