NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 06-Jul-2015

Day Change Summary
	Previous	Current
	02-Jul-2015	06-Jul-2015	Change	Change %	Previous Week
Open	2.814	2.789	-0.025	-0.9%	2.770
High	2.896	2.797	-0.099	-3.4%	2.896
Low	2.814	2.745	-0.069	-2.5%	2.750
Close	2.837	2.766	-0.071	-2.5%	2.837
Range	0.082	0.052	-0.030	-36.6%	0.146
ATR	0.097	0.097	0.000	-0.4%	0.000
Volume	33,445	33,122	-323	-1.0%	128,211

Daily Pivots for day following 06-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.925	2.898	2.795
R3	2.873	2.846	2.780
R2	2.821	2.821	2.776
R1	2.794	2.794	2.771	2.782
PP	2.769	2.769	2.769	2.763
S1	2.742	2.742	2.761	2.730
S2	2.717	2.717	2.756
S3	2.665	2.690	2.752
S4	2.613	2.638	2.737

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.266	3.197	2.917
R3	3.120	3.051	2.877
R2	2.974	2.974	2.864
R1	2.905	2.905	2.850	2.940
PP	2.828	2.828	2.828	2.845
S1	2.759	2.759	2.824	2.794
S2	2.682	2.682	2.810
S3	2.536	2.613	2.797
S4	2.390	2.467	2.757

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.896	2.745	0.151	5.5%	0.082	3.0%	14%	False	True	32,266
10	2.896	2.745	0.151	5.5%	0.080	2.9%	14%	False	True	32,133
20	2.988	2.663	0.325	11.7%	0.093	3.4%	32%	False	False	41,267
40	3.163	2.600	0.563	20.4%	0.098	3.5%	29%	False	False	35,326
60	3.163	2.589	0.574	20.8%	0.090	3.3%	31%	False	False	28,548
80	3.163	2.589	0.574	20.8%	0.087	3.2%	31%	False	False	24,032
100	3.163	2.589	0.574	20.8%	0.090	3.3%	31%	False	False	20,892
120	3.257	2.589	0.668	24.2%	0.093	3.4%	26%	False	False	18,637

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.018
2.618	2.933
1.618	2.881
1.000	2.849
0.618	2.829
HIGH	2.797
0.618	2.777
0.500	2.771
0.382	2.765
LOW	2.745
0.618	2.713
1.000	2.693
1.618	2.661
2.618	2.609
4.250	2.524

Fisher Pivots for day following 06-Jul-2015
Pivot	1 day	3 day
R1	2.771	2.821
PP	2.769	2.802
S1	2.768	2.784

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

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