NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 03-Jun-2015

Day Change Summary
	Previous	Current
	02-Jun-2015	03-Jun-2015	Change	Change %	Previous Week
Open	2.684	2.741	0.057	2.1%	2.925
High	2.761	2.760	-0.001	0.0%	2.931
Low	2.639	2.658	0.019	0.7%	2.666
Close	2.736	2.674	-0.062	-2.3%	2.675
Range	0.122	0.102	-0.020	-16.4%	0.265
ATR	0.098	0.098	0.000	0.3%	0.000
Volume	29,453	25,088	-4,365	-14.8%	101,383

Daily Pivots for day following 03-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.003	2.941	2.730
R3	2.901	2.839	2.702
R2	2.799	2.799	2.693
R1	2.737	2.737	2.683	2.717
PP	2.697	2.697	2.697	2.688
S1	2.635	2.635	2.665	2.615
S2	2.595	2.595	2.655
S3	2.493	2.533	2.646
S4	2.391	2.431	2.618

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	2.866	2.635	0.231	8.6%	0.102	3.8%	17%	False	False	28,233
10	3.086	2.635	0.451	16.9%	0.099	3.7%	9%	False	False	27,580
20	3.163	2.635	0.528	19.7%	0.103	3.9%	7%	False	False	27,642
40	3.163	2.589	0.574	21.5%	0.089	3.3%	15%	False	False	21,101
60	3.163	2.589	0.574	21.5%	0.086	3.2%	15%	False	False	17,476
80	3.163	2.589	0.574	21.5%	0.089	3.3%	15%	False	False	15,150
100	3.257	2.589	0.668	25.0%	0.093	3.5%	13%	False	False	13,584
120	3.623	2.589	1.034	38.7%	0.094	3.5%	8%	False	False	11,848

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.194
2.618	3.027
1.618	2.925
1.000	2.862
0.618	2.823
HIGH	2.760
0.618	2.721
0.500	2.709
0.382	2.697
LOW	2.658
0.618	2.595
1.000	2.556
1.618	2.493
2.618	2.391
4.250	2.225

Fisher Pivots for day following 03-Jun-2015
Pivot	1 day	3 day
R1	2.709	2.698
PP	2.697	2.690
S1	2.686	2.682

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

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