NYMEX Natural Gas Future August 2015

Trading Metrics calculated at close of trading on 01-Jun-2015

Day Change Summary
	Previous	Current
	29-May-2015	01-Jun-2015	Change	Change %	Previous Week
Open	2.745	2.634	-0.111	-4.0%	2.931
High	2.745	2.696	-0.049	-1.8%	2.931
Low	2.656	2.626	-0.030	-1.1%	2.656
Close	2.665	2.677	0.012	0.5%	2.665
Range	0.089	0.070	-0.019	-21.3%	0.275
ATR	0.102	0.099	-0.002	-2.2%	0.000
Volume	38,259	24,688	-13,571	-35.5%	109,409

Daily Pivots for day following 01-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.876	2.847	2.716
R3	2.806	2.777	2.696
R2	2.736	2.736	2.690
R1	2.707	2.707	2.683	2.722
PP	2.666	2.666	2.666	2.674
S1	2.637	2.637	2.671	2.652
S2	2.596	2.596	2.664
S3	2.526	2.567	2.658
S4	2.456	2.497	2.639

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.576	3.395	2.816
R3	3.301	3.120	2.741
R2	3.026	3.026	2.715
R1	2.845	2.845	2.690	2.798
PP	2.751	2.751	2.751	2.727
S1	2.570	2.570	2.640	2.523
S2	2.476	2.476	2.615
S3	2.201	2.295	2.589
S4	1.926	2.020	2.514

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.931	2.626	0.305	11.4%	0.096	3.6%	17%	False	True	26,819
10	3.167	2.626	0.541	20.2%	0.104	3.9%	9%	False	True	24,698
20	3.167	2.626	0.541	20.2%	0.103	3.8%	9%	False	True	25,071
40	3.167	2.569	0.598	22.3%	0.089	3.3%	18%	False	False	20,130
60	3.167	2.569	0.598	22.3%	0.088	3.3%	18%	False	False	17,189
80	3.167	2.569	0.598	22.3%	0.090	3.4%	18%	False	False	14,860
100	3.268	2.569	0.699	26.1%	0.095	3.5%	15%	False	False	13,177
120	3.639	2.569	1.070	40.0%	0.094	3.5%	10%	False	False	11,546

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	True
Bull Hook	False
Stretch	0.021
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	2.994
2.618	2.879
1.618	2.809
1.000	2.766
0.618	2.739
HIGH	2.696
0.618	2.669
0.500	2.661
0.382	2.653
LOW	2.626
0.618	2.583
1.000	2.556
1.618	2.513
2.618	2.443
4.250	2.329

Fisher Pivots for day following 01-Jun-2015
Pivot	1 day	3 day
R1	2.672	2.745
PP	2.666	2.722
S1	2.661	2.700

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

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