NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 24-Jun-2015

Day Change Summary
	Previous	Current
	23-Jun-2015	24-Jun-2015	Change	Change %	Previous Week
Open	2.819	2.799	-0.020	-0.7%	2.846
High	2.870	2.850	-0.020	-0.7%	3.013
Low	2.786	2.785	-0.001	0.0%	2.813
Close	2.796	2.829	0.033	1.2%	2.884
Range	0.084	0.065	-0.019	-22.6%	0.200
ATR	0.098	0.095	-0.002	-2.4%	0.000
Volume	29,536	22,259	-7,277	-24.6%	169,027

Daily Pivots for day following 24-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.016	2.988	2.865
R3	2.951	2.923	2.847
R2	2.886	2.886	2.841
R1	2.858	2.858	2.835	2.872
PP	2.821	2.821	2.821	2.829
S1	2.793	2.793	2.823	2.807
S2	2.756	2.756	2.817
S3	2.691	2.728	2.811
S4	2.626	2.663	2.793

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	2.938	2.785	0.153	5.4%	0.079	2.8%	29%	False	True	32,112
10	3.013	2.785	0.228	8.1%	0.088	3.1%	19%	False	True	33,982
20	3.013	2.640	0.373	13.2%	0.093	3.3%	51%	False	False	33,680
40	3.180	2.640	0.540	19.1%	0.096	3.4%	35%	False	False	32,086
60	3.180	2.638	0.542	19.2%	0.086	3.0%	35%	False	False	27,141
80	3.180	2.638	0.542	19.2%	0.085	3.0%	35%	False	False	25,671
100	3.180	2.638	0.542	19.2%	0.089	3.2%	35%	False	False	25,145

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	3.126
2.618	3.020
1.618	2.955
1.000	2.915
0.618	2.890
HIGH	2.850
0.618	2.825
0.500	2.818
0.382	2.810
LOW	2.785
0.618	2.745
1.000	2.720
1.618	2.680
2.618	2.615
4.250	2.509

Fisher Pivots for day following 24-Jun-2015
Pivot	1 day	3 day
R1	2.825	2.829
PP	2.821	2.828
S1	2.818	2.828

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

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