NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 12-Jun-2015

Day Change Summary
	Previous	Current
	11-Jun-2015	12-Jun-2015	Change	Change %	Previous Week
Open	2.948	2.860	-0.088	-3.0%	2.675
High	2.960	2.864	-0.096	-3.2%	2.962
Low	2.860	2.786	-0.074	-2.6%	2.663
Close	2.869	2.792	-0.077	-2.7%	2.792
Range	0.100	0.078	-0.022	-22.0%	0.299
ATR	0.101	0.100	-0.001	-1.3%	0.000
Volume	60,179	68,538	8,359	13.9%	298,673

Daily Pivots for day following 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.048	2.998	2.835
R3	2.970	2.920	2.813
R2	2.892	2.892	2.806
R1	2.842	2.842	2.799	2.828
PP	2.814	2.814	2.814	2.807
S1	2.764	2.764	2.785	2.750
S2	2.736	2.736	2.778
S3	2.658	2.686	2.771
S4	2.580	2.608	2.749

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.703	3.546	2.956
R3	3.404	3.247	2.874
R2	3.105	3.105	2.847
R1	2.948	2.948	2.819	3.027
PP	2.806	2.806	2.806	2.845
S1	2.649	2.649	2.765	2.728
S2	2.507	2.507	2.737
S3	2.208	2.350	2.710
S4	1.909	2.051	2.628

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.962	2.663	0.299	10.7%	0.102	3.7%	43%	False	False	59,734
10	2.962	2.600	0.362	13.0%	0.098	3.5%	53%	False	False	44,890
20	3.163	2.600	0.563	20.2%	0.098	3.5%	34%	False	False	37,024
40	3.163	2.589	0.574	20.6%	0.092	3.3%	35%	False	False	27,912
60	3.163	2.589	0.574	20.6%	0.086	3.1%	35%	False	False	22,361
80	3.163	2.589	0.574	20.6%	0.087	3.1%	35%	False	False	18,959
100	3.163	2.589	0.574	20.6%	0.090	3.2%	35%	False	False	16,635
120	3.442	2.589	0.853	30.6%	0.095	3.4%	24%	False	False	14,794

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.196
2.618	3.068
1.618	2.990
1.000	2.942
0.618	2.912
HIGH	2.864
0.618	2.834
0.500	2.825
0.382	2.816
LOW	2.786
0.618	2.738
1.000	2.708
1.618	2.660
2.618	2.582
4.250	2.455

Fisher Pivots for day following 12-Jun-2015
Pivot	1 day	3 day
R1	2.825	2.874
PP	2.814	2.847
S1	2.803	2.819

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

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