NYMEX Natural Gas Future October 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	2.840	2.869	0.029	1.0%	2.852
High	2.874	2.891	0.017	0.6%	2.908
Low	2.796	2.809	0.013	0.5%	2.785
Close	2.869	2.831	-0.038	-1.3%	2.814
Range	0.078	0.082	0.004	5.1%	0.123
ATR	0.094	0.093	-0.001	-0.9%	0.000
Volume	29,405	24,784	-4,621	-15.7%	137,431

Daily Pivots for day following 01-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.090	3.042	2.876
R3	3.008	2.960	2.854
R2	2.926	2.926	2.846
R1	2.878	2.878	2.839	2.861
PP	2.844	2.844	2.844	2.835
S1	2.796	2.796	2.823	2.779
S2	2.762	2.762	2.816
S3	2.680	2.714	2.808
S4	2.598	2.632	2.786

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.205	3.132	2.882
R3	3.082	3.009	2.848
R2	2.959	2.959	2.837
R1	2.886	2.886	2.825	2.861
PP	2.836	2.836	2.836	2.823
S1	2.763	2.763	2.803	2.738
S2	2.713	2.713	2.791
S3	2.590	2.640	2.780
S4	2.467	2.517	2.746

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.908	2.780	0.128	4.5%	0.088	3.1%	40%	False	False	28,440
10	2.938	2.780	0.158	5.6%	0.083	2.9%	32%	False	False	30,276
20	3.013	2.640	0.373	13.2%	0.091	3.2%	51%	False	False	32,739
40	3.180	2.640	0.540	19.1%	0.095	3.4%	35%	False	False	32,857
60	3.180	2.638	0.542	19.1%	0.088	3.1%	36%	False	False	28,369
80	3.180	2.638	0.542	19.1%	0.086	3.0%	36%	False	False	26,230
100	3.180	2.638	0.542	19.1%	0.089	3.2%	36%	False	False	25,755
120	3.283	2.638	0.645	22.8%	0.093	3.3%	30%	False	False	24,650

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	3.240
2.618	3.106
1.618	3.024
1.000	2.973
0.618	2.942
HIGH	2.891
0.618	2.860
0.500	2.850
0.382	2.840
LOW	2.809
0.618	2.758
1.000	2.727
1.618	2.676
2.618	2.594
4.250	2.461

Fisher Pivots for day following 01-Jul-2015
Pivot	1 day	3 day
R1	2.850	2.836
PP	2.844	2.834
S1	2.837	2.833

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

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