NYMEX Natural Gas Future August 2015

Trading Metrics calculated at close of trading on 24-Jun-2015

Day Change Summary
	Previous	Current
	23-Jun-2015	24-Jun-2015	Change	Change %	Previous Week
Open	2.772	2.746	-0.026	-0.9%	2.794
High	2.825	2.803	-0.022	-0.8%	2.977
Low	2.734	2.733	-0.001	0.0%	2.761
Close	2.746	2.782	0.036	1.3%	2.840
Range	0.091	0.070	-0.021	-23.1%	0.216
ATR	0.105	0.102	-0.002	-2.4%	0.000
Volume	101,423	70,076	-31,347	-30.9%	416,871

Daily Pivots for day following 24-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.983	2.952	2.821
R3	2.913	2.882	2.801
R2	2.843	2.843	2.795
R1	2.812	2.812	2.788	2.828
PP	2.773	2.773	2.773	2.780
S1	2.742	2.742	2.776	2.758
S2	2.703	2.703	2.769
S3	2.633	2.672	2.763
S4	2.563	2.602	2.744

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	2.906	2.733	0.173	6.2%	0.081	2.9%	28%	False	True	84,200
10	2.977	2.733	0.244	8.8%	0.095	3.4%	20%	False	True	83,411
20	2.977	2.588	0.389	14.0%	0.099	3.6%	50%	False	False	65,939
40	3.167	2.588	0.579	20.8%	0.103	3.7%	34%	False	False	44,907
60	3.167	2.569	0.598	21.5%	0.091	3.3%	36%	False	False	34,412
80	3.167	2.569	0.598	21.5%	0.090	3.2%	36%	False	False	28,545
100	3.167	2.569	0.598	21.5%	0.092	3.3%	36%	False	False	24,349
120	3.268	2.569	0.699	25.1%	0.097	3.5%	30%	False	False	21,389

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.101
2.618	2.986
1.618	2.916
1.000	2.873
0.618	2.846
HIGH	2.803
0.618	2.776
0.500	2.768
0.382	2.760
LOW	2.733
0.618	2.690
1.000	2.663
1.618	2.620
2.618	2.550
4.250	2.436

Fisher Pivots for day following 24-Jun-2015
Pivot	1 day	3 day
R1	2.777	2.781
PP	2.773	2.780
S1	2.768	2.779

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

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