NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 11-Jun-2015

Day Change Summary
	Previous	Current
	10-Jun-2015	11-Jun-2015	Change	Change %	Previous Week
Open	3.028	3.070	0.042	1.4%	2.802
High	3.096	3.090	-0.006	-0.2%	2.908
Low	3.010	3.006	-0.004	-0.1%	2.770
Close	3.067	3.018	-0.049	-1.6%	2.802
Range	0.086	0.084	-0.002	-2.3%	0.138
ATR	0.089	0.088	0.000	-0.4%	0.000
Volume	29,315	29,596	281	1.0%	73,027

Daily Pivots for day following 11-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.290	3.238	3.064
R3	3.206	3.154	3.041
R2	3.122	3.122	3.033
R1	3.070	3.070	3.026	3.054
PP	3.038	3.038	3.038	3.030
S1	2.986	2.986	3.010	2.970
S2	2.954	2.954	3.003
S3	2.870	2.902	2.995
S4	2.786	2.818	2.972

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.241	3.159	2.878
R3	3.103	3.021	2.840
R2	2.965	2.965	2.827
R1	2.883	2.883	2.815	2.871
PP	2.827	2.827	2.827	2.821
S1	2.745	2.745	2.789	2.733
S2	2.689	2.689	2.777
S3	2.551	2.607	2.764
S4	2.413	2.469	2.726

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.096	2.793	0.303	10.0%	0.090	3.0%	74%	False	False	22,256
10	3.096	2.770	0.326	10.8%	0.086	2.9%	76%	False	False	18,750
20	3.254	2.770	0.484	16.0%	0.086	2.9%	51%	False	False	15,213
40	3.254	2.764	0.490	16.2%	0.079	2.6%	52%	False	False	12,114
60	3.254	2.750	0.504	16.7%	0.075	2.5%	53%	False	False	10,020
80	3.254	2.750	0.504	16.7%	0.075	2.5%	53%	False	False	8,958

Crabel Price Patterns
NR	True
NR4	True
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	0.019
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.447
2.618	3.310
1.618	3.226
1.000	3.174
0.618	3.142
HIGH	3.090
0.618	3.058
0.500	3.048
0.382	3.038
LOW	3.006
0.618	2.954
1.000	2.922
1.618	2.870
2.618	2.786
4.250	2.649

Fisher Pivots for day following 11-Jun-2015
Pivot	1 day	3 day
R1	3.048	3.012
PP	3.038	3.005
S1	3.028	2.999

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

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