NYMEX Natural Gas Future October 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	2.850	2.829	-0.021	-0.7%	2.807
High	2.925	2.829	-0.096	-3.3%	2.925
Low	2.849	2.777	-0.072	-2.5%	2.780
Close	2.867	2.797	-0.070	-2.4%	2.867
Range	0.076	0.052	-0.024	-31.6%	0.145
ATR	0.093	0.093	0.000	-0.2%	0.000
Volume	26,440	28,091	1,651	6.2%	113,118

Daily Pivots for day following 06-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.957	2.929	2.826
R3	2.905	2.877	2.811
R2	2.853	2.853	2.807
R1	2.825	2.825	2.802	2.813
PP	2.801	2.801	2.801	2.795
S1	2.773	2.773	2.792	2.761
S2	2.749	2.749	2.787
S3	2.697	2.721	2.783
S4	2.645	2.669	2.768

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.292	3.225	2.947
R3	3.147	3.080	2.907
R2	3.002	3.002	2.894
R1	2.935	2.935	2.880	2.969
PP	2.857	2.857	2.857	2.874
S1	2.790	2.790	2.854	2.824
S2	2.712	2.712	2.840
S3	2.567	2.645	2.827
S4	2.422	2.500	2.787

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.925	2.777	0.148	5.3%	0.078	2.8%	14%	False	True	28,241
10	2.925	2.777	0.148	5.3%	0.078	2.8%	14%	False	True	27,864
20	3.013	2.700	0.313	11.2%	0.089	3.2%	31%	False	False	32,278
40	3.180	2.640	0.540	19.3%	0.095	3.4%	29%	False	False	33,368
60	3.180	2.638	0.542	19.4%	0.087	3.1%	29%	False	False	28,690
80	3.180	2.638	0.542	19.4%	0.085	3.1%	29%	False	False	26,460
100	3.180	2.638	0.542	19.4%	0.089	3.2%	29%	False	False	25,973
120	3.283	2.638	0.645	23.1%	0.093	3.3%	25%	False	False	24,835

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 42 trading days

Fibonacci Retracements and Extensions
4.250	3.050
2.618	2.965
1.618	2.913
1.000	2.881
0.618	2.861
HIGH	2.829
0.618	2.809
0.500	2.803
0.382	2.797
LOW	2.777
0.618	2.745
1.000	2.725
1.618	2.693
2.618	2.641
4.250	2.556

Fisher Pivots for day following 06-Jul-2015
Pivot	1 day	3 day
R1	2.803	2.851
PP	2.801	2.833
S1	2.799	2.815

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

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