NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 24-Jun-2015

Day Change Summary
	Previous	Current
	23-Jun-2015	24-Jun-2015	Change	Change %	Previous Week
Open	2.777	2.761	-0.016	-0.6%	2.805
High	2.838	2.815	-0.023	-0.8%	2.988
Low	2.750	2.748	-0.002	-0.1%	2.775
Close	2.761	2.795	0.034	1.2%	2.852
Range	0.088	0.067	-0.021	-23.9%	0.213
ATR	0.102	0.099	-0.002	-2.4%	0.000
Volume	31,878	29,523	-2,355	-7.4%	205,346

Daily Pivots for day following 24-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.987	2.958	2.832
R3	2.920	2.891	2.813
R2	2.853	2.853	2.807
R1	2.824	2.824	2.801	2.839
PP	2.786	2.786	2.786	2.793
S1	2.757	2.757	2.789	2.772
S2	2.719	2.719	2.783
S3	2.652	2.690	2.777
S4	2.585	2.623	2.758

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	2.914	2.748	0.166	5.9%	0.079	2.8%	28%	False	True	35,796
10	2.988	2.748	0.240	8.6%	0.092	3.3%	20%	False	True	43,121
20	2.988	2.600	0.388	13.9%	0.097	3.5%	50%	False	False	40,466
40	3.163	2.600	0.563	20.1%	0.099	3.6%	35%	False	False	32,564
60	3.163	2.589	0.574	20.5%	0.088	3.2%	36%	False	False	25,977
80	3.163	2.589	0.574	20.5%	0.087	3.1%	36%	False	False	21,946
100	3.163	2.589	0.574	20.5%	0.090	3.2%	36%	False	False	19,046
120	3.257	2.589	0.668	23.9%	0.096	3.4%	31%	False	False	17,115

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.100
2.618	2.990
1.618	2.923
1.000	2.882
0.618	2.856
HIGH	2.815
0.618	2.789
0.500	2.782
0.382	2.774
LOW	2.748
0.618	2.707
1.000	2.681
1.618	2.640
2.618	2.573
4.250	2.463

Fisher Pivots for day following 24-Jun-2015
Pivot	1 day	3 day
R1	2.791	2.794
PP	2.786	2.794
S1	2.782	2.793

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

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