NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 15-Jun-2015

Day Change Summary
	Previous	Current
	12-Jun-2015	15-Jun-2015	Change	Change %	Previous Week
Open	2.860	2.805	-0.055	-1.9%	2.675
High	2.864	2.950	0.086	3.0%	2.962
Low	2.786	2.805	0.019	0.7%	2.663
Close	2.792	2.925	0.133	4.8%	2.792
Range	0.078	0.145	0.067	85.9%	0.299
ATR	0.100	0.104	0.004	4.2%	0.000
Volume	68,538	38,577	-29,961	-43.7%	298,673

Daily Pivots for day following 15-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.328	3.272	3.005
R3	3.183	3.127	2.965
R2	3.038	3.038	2.952
R1	2.982	2.982	2.938	3.010
PP	2.893	2.893	2.893	2.908
S1	2.837	2.837	2.912	2.865
S2	2.748	2.748	2.898
S3	2.603	2.692	2.885
S4	2.458	2.547	2.845

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	2.741	0.221	7.6%	0.113	3.9%	83%	False	False	58,181
10	2.962	2.600	0.362	12.4%	0.105	3.6%	90%	False	False	45,878
20	3.163	2.600	0.563	19.2%	0.102	3.5%	58%	False	False	36,325
40	3.163	2.589	0.574	19.6%	0.094	3.2%	59%	False	False	28,197
60	3.163	2.589	0.574	19.6%	0.087	3.0%	59%	False	False	22,779
80	3.163	2.589	0.574	19.6%	0.088	3.0%	59%	False	False	19,359
100	3.163	2.589	0.574	19.6%	0.091	3.1%	59%	False	False	16,907
120	3.267	2.589	0.678	23.2%	0.096	3.3%	50%	False	False	15,086

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.566
2.618	3.330
1.618	3.185
1.000	3.095
0.618	3.040
HIGH	2.950
0.618	2.895
0.500	2.878
0.382	2.860
LOW	2.805
0.618	2.715
1.000	2.660
1.618	2.570
2.618	2.425
4.250	2.189

Fisher Pivots for day following 15-Jun-2015
Pivot	1 day	3 day
R1	2.909	2.908
PP	2.893	2.890
S1	2.878	2.873

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

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