NYMEX Natural Gas Future November 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	2.843	2.881	0.038	1.3%	3.046
High	2.908	2.908	0.000	0.0%	3.055
Low	2.801	2.831	0.030	1.1%	2.823
Close	2.885	2.836	-0.049	-1.7%	2.830
Range	0.107	0.077	-0.030	-28.0%	0.232
ATR	0.086	0.085	-0.001	-0.7%	0.000
Volume	13,162	16,037	2,875	21.8%	46,940

Daily Pivots for day following 03-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.089	3.040	2.878
R3	3.012	2.963	2.857
R2	2.935	2.935	2.850
R1	2.886	2.886	2.843	2.872
PP	2.858	2.858	2.858	2.852
S1	2.809	2.809	2.829	2.795
S2	2.781	2.781	2.822
S3	2.704	2.732	2.815
S4	2.627	2.655	2.794

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.599	3.446	2.958
R3	3.367	3.214	2.894
R2	3.135	3.135	2.873
R1	2.982	2.982	2.851	2.943
PP	2.903	2.903	2.903	2.883
S1	2.750	2.750	2.809	2.711
S2	2.671	2.671	2.787
S3	2.439	2.518	2.766
S4	2.207	2.286	2.702

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.992	2.794	0.198	7.0%	0.087	3.1%	21%	False	False	14,092
10	3.190	2.794	0.396	14.0%	0.085	3.0%	11%	False	False	13,004
20	3.254	2.794	0.460	16.2%	0.088	3.1%	9%	False	False	12,969
40	3.254	2.750	0.504	17.8%	0.076	2.7%	17%	False	False	9,777
60	3.254	2.750	0.504	17.8%	0.074	2.6%	17%	False	False	8,505
80	3.254	2.750	0.504	17.8%	0.077	2.7%	17%	False	False	7,680

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	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.235
2.618	3.110
1.618	3.033
1.000	2.985
0.618	2.956
HIGH	2.908
0.618	2.879
0.500	2.870
0.382	2.860
LOW	2.831
0.618	2.783
1.000	2.754
1.618	2.706
2.618	2.629
4.250	2.504

Fisher Pivots for day following 03-Jun-2015
Pivot	1 day	3 day
R1	2.870	2.851
PP	2.858	2.846
S1	2.847	2.841

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

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