NYMEX Natural Gas Future August 2015

Trading Metrics calculated at close of trading on 05-Jun-2015

Day Change Summary
	Previous	Current
	04-Jun-2015	05-Jun-2015	Change	Change %	Previous Week
Open	2.663	2.654	-0.009	-0.3%	2.634
High	2.702	2.671	-0.031	-1.1%	2.752
Low	2.588	2.610	0.022	0.9%	2.588
Close	2.654	2.621	-0.033	-1.2%	2.621
Range	0.114	0.061	-0.053	-46.5%	0.164
ATR	0.102	0.099	-0.003	-2.9%	0.000
Volume	42,456	49,050	6,594	15.5%	190,466

Daily Pivots for day following 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.817	2.780	2.655
R3	2.756	2.719	2.638
R2	2.695	2.695	2.632
R1	2.658	2.658	2.627	2.646
PP	2.634	2.634	2.634	2.628
S1	2.597	2.597	2.615	2.585
S2	2.573	2.573	2.610
S3	2.512	2.536	2.604
S4	2.451	2.475	2.587

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.146	3.047	2.711
R3	2.982	2.883	2.666
R2	2.818	2.818	2.651
R1	2.719	2.719	2.636	2.687
PP	2.654	2.654	2.654	2.637
S1	2.555	2.555	2.606	2.523
S2	2.490	2.490	2.591
S3	2.326	2.391	2.576
S4	2.162	2.227	2.531

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.752	2.588	0.164	6.3%	0.094	3.6%	20%	False	False	38,093
10	3.033	2.588	0.445	17.0%	0.098	3.8%	7%	False	False	33,080
20	3.167	2.588	0.579	22.1%	0.107	4.1%	6%	False	False	29,777
40	3.167	2.569	0.598	22.8%	0.092	3.5%	9%	False	False	23,261
60	3.167	2.569	0.598	22.8%	0.089	3.4%	9%	False	False	19,381
80	3.167	2.569	0.598	22.8%	0.091	3.5%	9%	False	False	16,656
100	3.268	2.569	0.699	26.7%	0.095	3.6%	7%	False	False	14,569
120	3.639	2.569	1.070	40.8%	0.095	3.6%	5%	False	False	12,827

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	2.930
2.618	2.831
1.618	2.770
1.000	2.732
0.618	2.709
HIGH	2.671
0.618	2.648
0.500	2.641
0.382	2.633
LOW	2.610
0.618	2.572
1.000	2.549
1.618	2.511
2.618	2.450
4.250	2.351

Fisher Pivots for day following 05-Jun-2015
Pivot	1 day	3 day
R1	2.641	2.670
PP	2.634	2.654
S1	2.628	2.637

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

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