NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 11-Jun-2015

Day Change Summary
	Previous	Current
	10-Jun-2015	11-Jun-2015	Change	Change %	Previous Week
Open	2.881	2.948	0.067	2.3%	2.646
High	2.962	2.960	-0.002	-0.1%	2.761
Low	2.870	2.860	-0.010	-0.3%	2.600
Close	2.933	2.869	-0.064	-2.2%	2.632
Range	0.092	0.100	0.008	8.7%	0.161
ATR	0.101	0.101	0.000	-0.1%	0.000
Volume	69,679	60,179	-9,500	-13.6%	150,227

Daily Pivots for day following 11-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.196	3.133	2.924
R3	3.096	3.033	2.897
R2	2.996	2.996	2.887
R1	2.933	2.933	2.878	2.915
PP	2.896	2.896	2.896	2.887
S1	2.833	2.833	2.860	2.815
S2	2.796	2.796	2.851
S3	2.696	2.733	2.842
S4	2.596	2.633	2.814

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.147	3.051	2.721
R3	2.986	2.890	2.676
R2	2.825	2.825	2.662
R1	2.729	2.729	2.647	2.697
PP	2.664	2.664	2.664	2.648
S1	2.568	2.568	2.617	2.536
S2	2.503	2.503	2.602
S3	2.342	2.407	2.588
S4	2.181	2.246	2.543

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.962	2.625	0.337	11.7%	0.099	3.4%	72%	False	False	53,776
10	2.962	2.600	0.362	12.6%	0.098	3.4%	74%	False	False	41,309
20	3.163	2.600	0.563	19.6%	0.100	3.5%	48%	False	False	35,127
40	3.163	2.589	0.574	20.0%	0.093	3.2%	49%	False	False	26,575
60	3.163	2.589	0.574	20.0%	0.087	3.0%	49%	False	False	21,451
80	3.163	2.589	0.574	20.0%	0.087	3.0%	49%	False	False	18,197
100	3.163	2.589	0.574	20.0%	0.091	3.2%	49%	False	False	16,015
120	3.520	2.589	0.931	32.5%	0.095	3.3%	30%	False	False	14,240

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

Fibonacci Retracements and Extensions
4.250	3.385
2.618	3.222
1.618	3.122
1.000	3.060
0.618	3.022
HIGH	2.960
0.618	2.922
0.500	2.910
0.382	2.898
LOW	2.860
0.618	2.798
1.000	2.760
1.618	2.698
2.618	2.598
4.250	2.435

Fisher Pivots for day following 11-Jun-2015
Pivot	1 day	3 day
R1	2.910	2.863
PP	2.896	2.857
S1	2.883	2.852

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

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