NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 22-Jun-2015

Day Change Summary
	Previous	Current
	19-Jun-2015	22-Jun-2015	Change	Change %	Previous Week
Open	2.814	2.797	-0.017	-0.6%	2.805
High	2.868	2.797	-0.071	-2.5%	2.988
Low	2.775	2.751	-0.024	-0.9%	2.775
Close	2.852	2.776	-0.076	-2.7%	2.852
Range	0.093	0.046	-0.047	-50.5%	0.213
ATR	0.103	0.103	0.000	-0.1%	0.000
Volume	37,831	35,752	-2,079	-5.5%	205,346

Daily Pivots for day following 22-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.913	2.890	2.801
R3	2.867	2.844	2.789
R2	2.821	2.821	2.784
R1	2.798	2.798	2.780	2.787
PP	2.775	2.775	2.775	2.769
S1	2.752	2.752	2.772	2.741
S2	2.729	2.729	2.768
S3	2.683	2.706	2.763
S4	2.637	2.660	2.751

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	2.751	0.237	8.5%	0.089	3.2%	11%	False	True	40,504
10	2.988	2.741	0.247	8.9%	0.101	3.6%	14%	False	False	49,342
20	2.988	2.600	0.388	14.0%	0.098	3.5%	45%	False	False	39,569
40	3.163	2.589	0.574	20.7%	0.098	3.5%	33%	False	False	31,672
60	3.163	2.589	0.574	20.7%	0.088	3.2%	33%	False	False	25,290
80	3.163	2.589	0.574	20.7%	0.086	3.1%	33%	False	False	21,334
100	3.163	2.589	0.574	20.7%	0.091	3.3%	33%	False	False	18,593
120	3.257	2.589	0.668	24.1%	0.096	3.4%	28%	False	False	16,640

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 33 trading days

Fibonacci Retracements and Extensions
4.250	2.993
2.618	2.917
1.618	2.871
1.000	2.843
0.618	2.825
HIGH	2.797
0.618	2.779
0.500	2.774
0.382	2.769
LOW	2.751
0.618	2.723
1.000	2.705
1.618	2.677
2.618	2.631
4.250	2.556

Fisher Pivots for day following 22-Jun-2015
Pivot	1 day	3 day
R1	2.775	2.833
PP	2.775	2.814
S1	2.774	2.795

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

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