NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 22-Jun-2015

Day Change Summary
	Previous	Current
	19-Jun-2015	22-Jun-2015	Change	Change %	Previous Week
Open	2.852	2.852	0.000	0.0%	2.846
High	2.900	2.852	-0.048	-1.7%	3.013
Low	2.813	2.786	-0.027	-1.0%	2.813
Close	2.884	2.810	-0.074	-2.6%	2.884
Range	0.087	0.066	-0.021	-24.1%	0.200
ATR	0.099	0.099	0.000	-0.1%	0.000
Volume	33,929	30,111	-3,818	-11.3%	169,027

Daily Pivots for day following 22-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.014	2.978	2.846
R3	2.948	2.912	2.828
R2	2.882	2.882	2.822
R1	2.846	2.846	2.816	2.831
PP	2.816	2.816	2.816	2.809
S1	2.780	2.780	2.804	2.765
S2	2.750	2.750	2.798
S3	2.684	2.714	2.792
S4	2.618	2.648	2.774

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.503	3.394	2.994
R3	3.303	3.194	2.939
R2	3.103	3.103	2.921
R1	2.994	2.994	2.902	3.049
PP	2.903	2.903	2.903	2.931
S1	2.794	2.794	2.866	2.849
S2	2.703	2.703	2.847
S3	2.503	2.594	2.829
S4	2.303	2.394	2.774

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.013	2.786	0.227	8.1%	0.087	3.1%	11%	False	True	34,805
10	3.013	2.779	0.234	8.3%	0.098	3.5%	13%	False	False	37,049
20	3.013	2.640	0.373	13.3%	0.094	3.4%	46%	False	False	33,360
40	3.180	2.638	0.542	19.3%	0.095	3.4%	32%	False	False	31,605
60	3.180	2.638	0.542	19.3%	0.086	3.0%	32%	False	False	26,835
80	3.180	2.638	0.542	19.3%	0.085	3.0%	32%	False	False	25,498
100	3.180	2.638	0.542	19.3%	0.091	3.2%	32%	False	False	25,030

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	0.015
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	3.133
2.618	3.025
1.618	2.959
1.000	2.918
0.618	2.893
HIGH	2.852
0.618	2.827
0.500	2.819
0.382	2.811
LOW	2.786
0.618	2.745
1.000	2.720
1.618	2.679
2.618	2.613
4.250	2.506

Fisher Pivots for day following 22-Jun-2015
Pivot	1 day	3 day
R1	2.819	2.862
PP	2.816	2.845
S1	2.813	2.827

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

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