NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 01-Jun-2015

Day Change Summary
	Previous	Current
	29-May-2015	01-Jun-2015	Change	Change %	Previous Week
Open	2.744	2.646	-0.098	-3.6%	2.925
High	2.749	2.704	-0.045	-1.6%	2.931
Low	2.666	2.635	-0.031	-1.2%	2.666
Close	2.675	2.689	0.014	0.5%	2.675
Range	0.083	0.069	-0.014	-16.9%	0.265
ATR	0.098	0.096	-0.002	-2.1%	0.000
Volume	32,735	28,688	-4,047	-12.4%	101,383

Daily Pivots for day following 01-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.883	2.855	2.727
R3	2.814	2.786	2.708
R2	2.745	2.745	2.702
R1	2.717	2.717	2.695	2.731
PP	2.676	2.676	2.676	2.683
S1	2.648	2.648	2.683	2.662
S2	2.607	2.607	2.676
S3	2.538	2.579	2.670
S4	2.469	2.510	2.651

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.552	3.379	2.821
R3	3.287	3.114	2.748
R2	3.022	3.022	2.724
R1	2.849	2.849	2.699	2.803
PP	2.757	2.757	2.757	2.735
S1	2.584	2.584	2.651	2.538
S2	2.492	2.492	2.626
S3	2.227	2.319	2.602
S4	1.962	2.054	2.529

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.931	2.635	0.296	11.0%	0.091	3.4%	18%	False	True	26,014
10	3.163	2.635	0.528	19.6%	0.099	3.7%	10%	False	True	26,771
20	3.163	2.635	0.528	19.6%	0.098	3.7%	10%	False	True	26,329
40	3.163	2.589	0.574	21.3%	0.086	3.2%	17%	False	False	20,239
60	3.163	2.589	0.574	21.3%	0.084	3.1%	17%	False	False	16,883
80	3.163	2.589	0.574	21.3%	0.088	3.3%	17%	False	False	14,604
100	3.257	2.589	0.668	24.8%	0.093	3.5%	15%	False	False	13,184
120	3.623	2.589	1.034	38.5%	0.094	3.5%	10%	False	False	11,421

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.018
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	2.997
2.618	2.885
1.618	2.816
1.000	2.773
0.618	2.747
HIGH	2.704
0.618	2.678
0.500	2.670
0.382	2.661
LOW	2.635
0.618	2.592
1.000	2.566
1.618	2.523
2.618	2.454
4.250	2.342

Fisher Pivots for day following 01-Jun-2015
Pivot	1 day	3 day
R1	2.683	2.751
PP	2.676	2.730
S1	2.670	2.710

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

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