NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 19-Jun-2015

Day Change Summary
	Previous	Current
	18-Jun-2015	19-Jun-2015	Change	Change %	Previous Week
Open	2.895	2.814	-0.081	-2.8%	2.805
High	2.914	2.868	-0.046	-1.6%	2.988
Low	2.811	2.775	-0.036	-1.3%	2.775
Close	2.812	2.852	0.040	1.4%	2.852
Range	0.103	0.093	-0.010	-9.7%	0.213
ATR	0.104	0.103	-0.001	-0.7%	0.000
Volume	43,998	37,831	-6,167	-14.0%	205,346

Daily Pivots for day following 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.111	3.074	2.903
R3	3.018	2.981	2.878
R2	2.925	2.925	2.869
R1	2.888	2.888	2.861	2.907
PP	2.832	2.832	2.832	2.841
S1	2.795	2.795	2.843	2.814
S2	2.739	2.739	2.835
S3	2.646	2.702	2.826
S4	2.553	2.609	2.801

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.511	3.394	2.969
R3	3.298	3.181	2.911
R2	3.085	3.085	2.891
R1	2.968	2.968	2.872	3.027
PP	2.872	2.872	2.872	2.901
S1	2.755	2.755	2.832	2.814
S2	2.659	2.659	2.813
S3	2.446	2.542	2.793
S4	2.233	2.329	2.735

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.988	2.775	0.213	7.5%	0.109	3.8%	36%	False	True	41,069
10	2.988	2.663	0.325	11.4%	0.105	3.7%	58%	False	False	50,401
20	3.036	2.600	0.436	15.3%	0.101	3.5%	58%	False	False	39,584
40	3.163	2.589	0.574	20.1%	0.098	3.4%	46%	False	False	31,296
60	3.163	2.589	0.574	20.1%	0.088	3.1%	46%	False	False	24,874
80	3.163	2.589	0.574	20.1%	0.088	3.1%	46%	False	False	20,983
100	3.163	2.589	0.574	20.1%	0.091	3.2%	46%	False	False	18,287
120	3.257	2.589	0.668	23.4%	0.096	3.4%	39%	False	False	16,359

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	0.019
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.263
2.618	3.111
1.618	3.018
1.000	2.961
0.618	2.925
HIGH	2.868
0.618	2.832
0.500	2.822
0.382	2.811
LOW	2.775
0.618	2.718
1.000	2.682
1.618	2.625
2.618	2.532
4.250	2.380

Fisher Pivots for day following 19-Jun-2015
Pivot	1 day	3 day
R1	2.842	2.882
PP	2.832	2.872
S1	2.822	2.862

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

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