NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 03-Jun-2015

Day Change Summary
	Previous	Current
	02-Jun-2015	03-Jun-2015	Change	Change %	Previous Week
Open	2.724	2.773	0.049	1.8%	2.953
High	2.798	2.800	0.002	0.1%	2.963
Low	2.679	2.707	0.028	1.0%	2.706
Close	2.773	2.713	-0.060	-2.2%	2.714
Range	0.119	0.093	-0.026	-21.8%	0.257
ATR	0.095	0.095	0.000	-0.2%	0.000
Volume	27,688	33,287	5,599	20.2%	116,357

Daily Pivots for day following 03-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.019	2.959	2.764
R3	2.926	2.866	2.739
R2	2.833	2.833	2.730
R1	2.773	2.773	2.722	2.757
PP	2.740	2.740	2.740	2.732
S1	2.680	2.680	2.704	2.664
S2	2.647	2.647	2.696
S3	2.554	2.587	2.687
S4	2.461	2.494	2.662

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.565	3.397	2.855
R3	3.308	3.140	2.785
R2	3.051	3.051	2.761
R1	2.883	2.883	2.738	2.839
PP	2.794	2.794	2.794	2.772
S1	2.626	2.626	2.690	2.582
S2	2.537	2.537	2.667
S3	2.280	2.369	2.643
S4	2.023	2.112	2.573

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.899	2.675	0.224	8.3%	0.097	3.6%	17%	False	False	32,206
10	3.121	2.675	0.446	16.4%	0.096	3.5%	9%	False	False	32,728
20	3.180	2.675	0.505	18.6%	0.099	3.7%	8%	False	False	32,975
40	3.180	2.638	0.542	20.0%	0.086	3.2%	14%	False	False	26,184
60	3.180	2.638	0.542	20.0%	0.084	3.1%	14%	False	False	24,061
80	3.180	2.638	0.542	20.0%	0.089	3.3%	14%	False	False	24,009
100	3.283	2.638	0.645	23.8%	0.094	3.5%	12%	False	False	23,032

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.195
2.618	3.043
1.618	2.950
1.000	2.893
0.618	2.857
HIGH	2.800
0.618	2.764
0.500	2.754
0.382	2.743
LOW	2.707
0.618	2.650
1.000	2.614
1.618	2.557
2.618	2.464
4.250	2.312

Fisher Pivots for day following 03-Jun-2015
Pivot	1 day	3 day
R1	2.754	2.738
PP	2.740	2.729
S1	2.727	2.721

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

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