NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 26-Jun-2015

Day Change Summary
	Previous	Current
	25-Jun-2015	26-Jun-2015	Change	Change %	Previous Week
Open	2.797	2.872	0.075	2.7%	2.797
High	2.881	2.878	-0.003	-0.1%	2.881
Low	2.786	2.781	-0.005	-0.2%	2.748
Close	2.878	2.785	-0.093	-3.2%	2.785
Range	0.095	0.097	0.002	2.1%	0.133
ATR	0.099	0.099	0.000	-0.1%	0.000
Volume	14,719	48,128	33,409	227.0%	160,000

Daily Pivots for day following 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.106	3.042	2.838
R3	3.009	2.945	2.812
R2	2.912	2.912	2.803
R1	2.848	2.848	2.794	2.832
PP	2.815	2.815	2.815	2.806
S1	2.751	2.751	2.776	2.735
S2	2.718	2.718	2.767
S3	2.621	2.654	2.758
S4	2.524	2.557	2.732

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.204	3.127	2.858
R3	3.071	2.994	2.822
R2	2.938	2.938	2.809
R1	2.861	2.861	2.797	2.833
PP	2.805	2.805	2.805	2.791
S1	2.728	2.728	2.773	2.700
S2	2.672	2.672	2.761
S3	2.539	2.595	2.748
S4	2.406	2.462	2.712

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.881	2.748	0.133	4.8%	0.079	2.8%	28%	False	False	32,000
10	2.988	2.748	0.240	8.6%	0.094	3.4%	15%	False	False	36,534
20	2.988	2.600	0.388	13.9%	0.096	3.4%	48%	False	False	40,712
40	3.163	2.600	0.563	20.2%	0.097	3.5%	33%	False	False	33,561
60	3.163	2.589	0.574	20.6%	0.090	3.2%	34%	False	False	26,770
80	3.163	2.589	0.574	20.6%	0.088	3.1%	34%	False	False	22,561
100	3.163	2.589	0.574	20.6%	0.090	3.2%	34%	False	False	19,581
120	3.257	2.589	0.668	24.0%	0.094	3.4%	29%	False	False	17,584

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.290
2.618	3.132
1.618	3.035
1.000	2.975
0.618	2.938
HIGH	2.878
0.618	2.841
0.500	2.830
0.382	2.818
LOW	2.781
0.618	2.721
1.000	2.684
1.618	2.624
2.618	2.527
4.250	2.369

Fisher Pivots for day following 26-Jun-2015
Pivot	1 day	3 day
R1	2.830	2.815
PP	2.815	2.805
S1	2.800	2.795

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

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