NYMEX Natural Gas Future August 2015

Trading Metrics calculated at close of trading on 12-Jun-2015

Day Change Summary
	Previous	Current
	11-Jun-2015	12-Jun-2015	Change	Change %	Previous Week
Open	2.941	2.848	-0.093	-3.2%	2.651
High	2.948	2.850	-0.098	-3.3%	2.954
Low	2.844	2.770	-0.074	-2.6%	2.651
Close	2.855	2.776	-0.079	-2.8%	2.776
Range	0.104	0.080	-0.024	-23.1%	0.303
ATR	0.104	0.103	-0.001	-1.3%	0.000
Volume	72,544	87,088	14,544	20.0%	392,941

Daily Pivots for day following 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.039	2.987	2.820
R3	2.959	2.907	2.798
R2	2.879	2.879	2.791
R1	2.827	2.827	2.783	2.813
PP	2.799	2.799	2.799	2.792
S1	2.747	2.747	2.769	2.733
S2	2.719	2.719	2.761
S3	2.639	2.667	2.754
S4	2.559	2.587	2.732

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.703	3.542	2.943
R3	3.400	3.239	2.859
R2	3.097	3.097	2.832
R1	2.936	2.936	2.804	3.017
PP	2.794	2.794	2.794	2.834
S1	2.633	2.633	2.748	2.714
S2	2.491	2.491	2.720
S3	2.188	2.330	2.693
S4	1.885	2.027	2.609

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.954	2.651	0.303	10.9%	0.106	3.8%	41%	False	False	78,588
10	2.954	2.588	0.366	13.2%	0.100	3.6%	51%	False	False	58,340
20	3.167	2.588	0.579	20.9%	0.101	3.6%	32%	False	False	42,413
40	3.167	2.569	0.598	21.5%	0.095	3.4%	35%	False	False	30,797
60	3.167	2.569	0.598	21.5%	0.090	3.2%	35%	False	False	25,069
80	3.167	2.569	0.598	21.5%	0.090	3.2%	35%	False	False	21,083
100	3.167	2.569	0.598	21.5%	0.092	3.3%	35%	False	False	18,071
120	3.471	2.569	0.902	32.5%	0.097	3.5%	23%	False	False	16,001

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.019
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.190
2.618	3.059
1.618	2.979
1.000	2.930
0.618	2.899
HIGH	2.850
0.618	2.819
0.500	2.810
0.382	2.801
LOW	2.770
0.618	2.721
1.000	2.690
1.618	2.641
2.618	2.561
4.250	2.430

Fisher Pivots for day following 12-Jun-2015
Pivot	1 day	3 day
R1	2.810	2.862
PP	2.799	2.833
S1	2.787	2.805

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

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