NYMEX Natural Gas Future August 2015

Trading Metrics calculated at close of trading on 23-Jun-2015

Day Change Summary
	Previous	Current
	22-Jun-2015	23-Jun-2015	Change	Change %	Previous Week
Open	2.770	2.772	0.002	0.1%	2.794
High	2.777	2.825	0.048	1.7%	2.977
Low	2.737	2.734	-0.003	-0.1%	2.761
Close	2.762	2.746	-0.016	-0.6%	2.840
Range	0.040	0.091	0.051	127.5%	0.216
ATR	0.106	0.105	-0.001	-1.0%	0.000
Volume	86,112	101,423	15,311	17.8%	416,871

Daily Pivots for day following 23-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.041	2.985	2.796
R3	2.950	2.894	2.771
R2	2.859	2.859	2.763
R1	2.803	2.803	2.754	2.786
PP	2.768	2.768	2.768	2.760
S1	2.712	2.712	2.738	2.695
S2	2.677	2.677	2.729
S3	2.586	2.621	2.721
S4	2.495	2.530	2.696

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.507	3.390	2.959
R3	3.291	3.174	2.899
R2	3.075	3.075	2.880
R1	2.958	2.958	2.860	3.017
PP	2.859	2.859	2.859	2.889
S1	2.742	2.742	2.820	2.801
S2	2.643	2.643	2.800
S3	2.427	2.526	2.781
S4	2.211	2.310	2.721

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.977	2.734	0.243	8.8%	0.090	3.3%	5%	False	True	86,180
10	2.977	2.734	0.243	8.8%	0.098	3.6%	5%	False	True	86,258
20	2.977	2.588	0.389	14.2%	0.100	3.7%	41%	False	False	63,691
40	3.167	2.569	0.598	21.8%	0.103	3.7%	30%	False	False	43,589
60	3.167	2.569	0.598	21.8%	0.091	3.3%	30%	False	False	33,429
80	3.167	2.569	0.598	21.8%	0.090	3.3%	30%	False	False	27,735
100	3.167	2.569	0.598	21.8%	0.092	3.3%	30%	False	False	23,723
120	3.268	2.569	0.699	25.5%	0.097	3.6%	25%	False	False	20,819

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.212
2.618	3.063
1.618	2.972
1.000	2.916
0.618	2.881
HIGH	2.825
0.618	2.790
0.500	2.780
0.382	2.769
LOW	2.734
0.618	2.678
1.000	2.643
1.618	2.587
2.618	2.496
4.250	2.347

Fisher Pivots for day following 23-Jun-2015
Pivot	1 day	3 day
R1	2.780	2.797
PP	2.768	2.780
S1	2.757	2.763

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

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