NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 01-Jul-2015

Day Change Summary
	Previous	Current
	30-Jun-2015	01-Jul-2015	Change	Change %	Previous Week
Open	2.819	2.842	0.023	0.8%	2.797
High	2.850	2.865	0.015	0.5%	2.881
Low	2.767	2.777	0.010	0.4%	2.748
Close	2.842	2.799	-0.043	-1.5%	2.785
Range	0.083	0.088	0.005	6.0%	0.133
ATR	0.098	0.097	-0.001	-0.7%	0.000
Volume	26,289	32,731	6,442	24.5%	160,000

Daily Pivots for day following 01-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.078	3.026	2.847
R3	2.990	2.938	2.823
R2	2.902	2.902	2.815
R1	2.850	2.850	2.807	2.832
PP	2.814	2.814	2.814	2.805
S1	2.762	2.762	2.791	2.744
S2	2.726	2.726	2.783
S3	2.638	2.674	2.775
S4	2.550	2.586	2.751

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	2.750	0.131	4.7%	0.093	3.3%	37%	False	False	31,522
10	2.914	2.748	0.166	5.9%	0.086	3.1%	31%	False	False	33,659
20	2.988	2.600	0.388	13.9%	0.095	3.4%	51%	False	False	41,289
40	3.163	2.600	0.563	20.1%	0.099	3.5%	35%	False	False	34,465
60	3.163	2.589	0.574	20.5%	0.091	3.2%	37%	False	False	27,830
80	3.163	2.589	0.574	20.5%	0.088	3.1%	37%	False	False	23,429
100	3.163	2.589	0.574	20.5%	0.091	3.2%	37%	False	False	20,378
120	3.257	2.589	0.668	23.9%	0.093	3.3%	31%	False	False	18,202

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

Fibonacci Retracements and Extensions
4.250	3.239
2.618	3.095
1.618	3.007
1.000	2.953
0.618	2.919
HIGH	2.865
0.618	2.831
0.500	2.821
0.382	2.811
LOW	2.777
0.618	2.723
1.000	2.689
1.618	2.635
2.618	2.547
4.250	2.403

Fisher Pivots for day following 01-Jul-2015
Pivot	1 day	3 day
R1	2.821	2.808
PP	2.814	2.805
S1	2.806	2.802

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

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