NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 30-Jun-2015

Day Change Summary
	Previous	Current
	29-Jun-2015	30-Jun-2015	Change	Change %	Previous Week
Open	2.770	2.819	0.049	1.8%	2.797
High	2.854	2.850	-0.004	-0.1%	2.881
Low	2.750	2.767	0.017	0.6%	2.748
Close	2.819	2.842	0.023	0.8%	2.785
Range	0.104	0.083	-0.021	-20.2%	0.133
ATR	0.099	0.098	-0.001	-1.2%	0.000
Volume	35,746	26,289	-9,457	-26.5%	160,000

Daily Pivots for day following 30-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.069	3.038	2.888
R3	2.986	2.955	2.865
R2	2.903	2.903	2.857
R1	2.872	2.872	2.850	2.888
PP	2.820	2.820	2.820	2.827
S1	2.789	2.789	2.834	2.805
S2	2.737	2.737	2.827
S3	2.654	2.706	2.819
S4	2.571	2.623	2.796

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%	0.089	3.1%	71%	False	False	30,881
10	2.988	2.748	0.240	8.4%	0.088	3.1%	39%	False	False	34,886
20	2.988	2.600	0.388	13.7%	0.095	3.4%	62%	False	False	40,907
40	3.163	2.600	0.563	19.8%	0.098	3.4%	43%	False	False	33,932
60	3.163	2.589	0.574	20.2%	0.090	3.2%	44%	False	False	27,393
80	3.163	2.589	0.574	20.2%	0.088	3.1%	44%	False	False	23,133
100	3.163	2.589	0.574	20.2%	0.090	3.2%	44%	False	False	20,100
120	3.257	2.589	0.668	23.5%	0.093	3.3%	38%	False	False	18,013

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

Fibonacci Retracements and Extensions
4.250	3.203
2.618	3.067
1.618	2.984
1.000	2.933
0.618	2.901
HIGH	2.850
0.618	2.818
0.500	2.809
0.382	2.799
LOW	2.767
0.618	2.716
1.000	2.684
1.618	2.633
2.618	2.550
4.250	2.414

Fisher Pivots for day following 30-Jun-2015
Pivot	1 day	3 day
R1	2.831	2.833
PP	2.820	2.823
S1	2.809	2.814

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

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