NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 29-Jun-2015

Day Change Summary
	Previous	Current
	26-Jun-2015	29-Jun-2015	Change	Change %	Previous Week
Open	2.872	2.770	-0.102	-3.6%	2.797
High	2.878	2.854	-0.024	-0.8%	2.881
Low	2.781	2.750	-0.031	-1.1%	2.748
Close	2.785	2.819	0.034	1.2%	2.785
Range	0.097	0.104	0.007	7.2%	0.133
ATR	0.099	0.099	0.000	0.4%	0.000
Volume	48,128	35,746	-12,382	-25.7%	160,000

Daily Pivots for day following 29-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.120	3.073	2.876
R3	3.016	2.969	2.848
R2	2.912	2.912	2.838
R1	2.865	2.865	2.829	2.889
PP	2.808	2.808	2.808	2.819
S1	2.761	2.761	2.809	2.785
S2	2.704	2.704	2.800
S3	2.600	2.657	2.790
S4	2.496	2.553	2.762

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	4.7%	0.090	3.2%	53%	False	False	31,998
10	2.988	2.748	0.240	8.5%	0.090	3.2%	30%	False	False	36,251
20	2.988	2.600	0.388	13.8%	0.097	3.5%	56%	False	False	41,065
40	3.163	2.600	0.563	20.0%	0.098	3.5%	39%	False	False	33,697
60	3.163	2.589	0.574	20.4%	0.090	3.2%	40%	False	False	27,181
80	3.163	2.589	0.574	20.4%	0.088	3.1%	40%	False	False	22,928
100	3.163	2.589	0.574	20.4%	0.090	3.2%	40%	False	False	19,896
120	3.257	2.589	0.668	23.7%	0.094	3.3%	34%	False	False	17,831

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.021
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.296
2.618	3.126
1.618	3.022
1.000	2.958
0.618	2.918
HIGH	2.854
0.618	2.814
0.500	2.802
0.382	2.790
LOW	2.750
0.618	2.686
1.000	2.646
1.618	2.582
2.618	2.478
4.250	2.308

Fisher Pivots for day following 29-Jun-2015
Pivot	1 day	3 day
R1	2.813	2.818
PP	2.808	2.817
S1	2.802	2.816

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

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