NYMEX Natural Gas Future August 2015

Trading Metrics calculated at close of trading on 29-Jun-2015

Day Change Summary
	Previous	Current
	26-Jun-2015	29-Jun-2015	Change	Change %	Previous Week
Open	2.859	2.755	-0.104	-3.6%	2.770
High	2.866	2.844	-0.022	-0.8%	2.869
Low	2.765	2.735	-0.030	-1.1%	2.733
Close	2.770	2.805	0.035	1.3%	2.770
Range	0.101	0.109	0.008	7.9%	0.136
ATR	0.102	0.102	0.001	0.5%	0.000
Volume	135,271	123,712	-11,559	-8.5%	562,457

Daily Pivots for day following 29-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.122	3.072	2.865
R3	3.013	2.963	2.835
R2	2.904	2.904	2.825
R1	2.854	2.854	2.815	2.879
PP	2.795	2.795	2.795	2.807
S1	2.745	2.745	2.795	2.770
S2	2.686	2.686	2.785
S3	2.577	2.636	2.775
S4	2.468	2.527	2.745

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.199	3.120	2.845
R3	3.063	2.984	2.807
R2	2.927	2.927	2.795
R1	2.848	2.848	2.782	2.838
PP	2.791	2.791	2.791	2.786
S1	2.712	2.712	2.758	2.702
S2	2.655	2.655	2.745
S3	2.519	2.576	2.733
S4	2.383	2.440	2.695

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.869	2.733	0.136	4.8%	0.093	3.3%	53%	False	False	120,011
10	2.977	2.733	0.244	8.7%	0.092	3.3%	30%	False	False	100,640
20	2.977	2.588	0.389	13.9%	0.100	3.6%	56%	False	False	83,087
40	3.167	2.588	0.579	20.6%	0.101	3.6%	37%	False	False	54,079
60	3.167	2.569	0.598	21.3%	0.092	3.3%	39%	False	False	41,116
80	3.167	2.569	0.598	21.3%	0.091	3.2%	39%	False	False	33,664
100	3.167	2.569	0.598	21.3%	0.092	3.3%	39%	False	False	28,506
120	3.268	2.569	0.699	24.9%	0.096	3.4%	34%	False	False	24,828

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

Fibonacci Retracements and Extensions
4.250	3.307
2.618	3.129
1.618	3.020
1.000	2.953
0.618	2.911
HIGH	2.844
0.618	2.802
0.500	2.790
0.382	2.777
LOW	2.735
0.618	2.668
1.000	2.626
1.618	2.559
2.618	2.450
4.250	2.272

Fisher Pivots for day following 29-Jun-2015
Pivot	1 day	3 day
R1	2.800	2.804
PP	2.795	2.803
S1	2.790	2.802

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

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