NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 12-Jun-2015

Day Change Summary
	Previous	Current
	11-Jun-2015	12-Jun-2015	Change	Change %	Previous Week
Open	3.070	3.012	-0.058	-1.9%	2.850
High	3.090	3.012	-0.078	-2.5%	3.096
Low	3.006	2.948	-0.058	-1.9%	2.829
Close	3.018	2.949	-0.069	-2.3%	2.949
Range	0.084	0.064	-0.020	-23.8%	0.267
ATR	0.088	0.087	-0.001	-1.5%	0.000
Volume	29,596	18,243	-11,353	-38.4%	112,785

Daily Pivots for day following 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.162	3.119	2.984
R3	3.098	3.055	2.967
R2	3.034	3.034	2.961
R1	2.991	2.991	2.955	2.981
PP	2.970	2.970	2.970	2.964
S1	2.927	2.927	2.943	2.917
S2	2.906	2.906	2.937
S3	2.842	2.863	2.931
S4	2.778	2.799	2.914

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.759	3.621	3.096
R3	3.492	3.354	3.022
R2	3.225	3.225	2.998
R1	3.087	3.087	2.973	3.156
PP	2.958	2.958	2.958	2.993
S1	2.820	2.820	2.925	2.889
S2	2.691	2.691	2.900
S3	2.424	2.553	2.876
S4	2.157	2.286	2.802

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.096	2.829	0.267	9.1%	0.092	3.1%	45%	False	False	22,557
10	3.096	2.770	0.326	11.1%	0.085	2.9%	55%	False	False	18,581
20	3.254	2.770	0.484	16.4%	0.085	2.9%	37%	False	False	15,438
40	3.254	2.764	0.490	16.6%	0.078	2.6%	38%	False	False	12,349
60	3.254	2.750	0.504	17.1%	0.075	2.5%	39%	False	False	10,146
80	3.254	2.750	0.504	17.1%	0.075	2.5%	39%	False	False	9,141

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.018
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.284
2.618	3.180
1.618	3.116
1.000	3.076
0.618	3.052
HIGH	3.012
0.618	2.988
0.500	2.980
0.382	2.972
LOW	2.948
0.618	2.908
1.000	2.884
1.618	2.844
2.618	2.780
4.250	2.676

Fisher Pivots for day following 12-Jun-2015
Pivot	1 day	3 day
R1	2.980	3.022
PP	2.970	2.998
S1	2.959	2.973

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

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