NYMEX Natural Gas Future December 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Jun-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-May-2015 | 
                    01-Jun-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.070 | 
                        2.994 | 
                        -0.076 | 
                        -2.5% | 
                        3.216 | 
                     
                    
                        | High | 
                        3.070 | 
                        3.040 | 
                        -0.030 | 
                        -1.0% | 
                        3.216 | 
                     
                    
                        | Low | 
                        3.004 | 
                        2.980 | 
                        -0.024 | 
                        -0.8% | 
                        3.004 | 
                     
                    
                        | Close | 
                        3.012 | 
                        3.028 | 
                        0.016 | 
                        0.5% | 
                        3.012 | 
                     
                    
                        | Range | 
                        0.066 | 
                        0.060 | 
                        -0.006 | 
                        -9.1% | 
                        0.212 | 
                     
                    
                        | ATR | 
                        0.078 | 
                        0.077 | 
                        -0.001 | 
                        -1.6% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        9,717 | 
                        9,819 | 
                        102 | 
                        1.0% | 
                        22,723 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Jun-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.196 | 
                3.172 | 
                3.061 | 
                 | 
             
            
                | R3 | 
                3.136 | 
                3.112 | 
                3.045 | 
                 | 
             
            
                | R2 | 
                3.076 | 
                3.076 | 
                3.039 | 
                 | 
             
            
                | R1 | 
                3.052 | 
                3.052 | 
                3.034 | 
                3.064 | 
             
            
                | PP | 
                3.016 | 
                3.016 | 
                3.016 | 
                3.022 | 
             
            
                | S1 | 
                2.992 | 
                2.992 | 
                3.023 | 
                3.004 | 
             
            
                | S2 | 
                2.956 | 
                2.956 | 
                3.017 | 
                 | 
             
            
                | S3 | 
                2.896 | 
                2.932 | 
                3.012 | 
                 | 
             
            
                | S4 | 
                2.836 | 
                2.872 | 
                2.995 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 29-May-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.713 | 
                3.575 | 
                3.129 | 
                 | 
             
            
                | R3 | 
                3.501 | 
                3.363 | 
                3.070 | 
                 | 
             
            
                | R2 | 
                3.289 | 
                3.289 | 
                3.051 | 
                 | 
             
            
                | R1 | 
                3.151 | 
                3.151 | 
                3.031 | 
                3.114 | 
             
            
                | PP | 
                3.077 | 
                3.077 | 
                3.077 | 
                3.059 | 
             
            
                | S1 | 
                2.939 | 
                2.939 | 
                2.993 | 
                2.902 | 
             
            
                | S2 | 
                2.865 | 
                2.865 | 
                2.973 | 
                 | 
             
            
                | S3 | 
                2.653 | 
                2.727 | 
                2.954 | 
                 | 
             
            
                | S4 | 
                2.441 | 
                2.515 | 
                2.895 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3.216 | 
                2.980 | 
                0.236 | 
                7.8% | 
                0.077 | 
                2.6% | 
                20% | 
                False | 
                True | 
                6,508 | 
                 
                
                | 10 | 
                3.391 | 
                2.980 | 
                0.411 | 
                13.6% | 
                0.080 | 
                2.6% | 
                12% | 
                False | 
                True | 
                7,155 | 
                 
                
                | 20 | 
                3.391 | 
                2.980 | 
                0.411 | 
                13.6% | 
                0.077 | 
                2.5% | 
                12% | 
                False | 
                True | 
                7,617 | 
                 
                
                | 40 | 
                3.391 | 
                2.927 | 
                0.464 | 
                15.3% | 
                0.068 | 
                2.2% | 
                22% | 
                False | 
                False | 
                6,362 | 
                 
                
                | 60 | 
                3.391 | 
                2.927 | 
                0.464 | 
                15.3% | 
                0.067 | 
                2.2% | 
                22% | 
                False | 
                False | 
                5,513 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.295 | 
         
        
            | 
2.618             | 
            3.197 | 
         
        
            | 
1.618             | 
            3.137 | 
         
        
            | 
1.000             | 
            3.100 | 
         
        
            | 
0.618             | 
            3.077 | 
         
        
            | 
HIGH             | 
            3.040 | 
         
        
            | 
0.618             | 
            3.017 | 
         
        
            | 
0.500             | 
            3.010 | 
         
        
            | 
0.382             | 
            3.003 | 
         
        
            | 
LOW             | 
            2.980 | 
         
        
            | 
0.618             | 
            2.943 | 
         
        
            | 
1.000             | 
            2.920 | 
         
        
            | 
1.618             | 
            2.883 | 
         
        
            | 
2.618             | 
            2.823 | 
         
        
            | 
4.250             | 
            2.725 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Jun-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.022 | 
                                3.070 | 
                             
                            
                                | PP | 
                                3.016 | 
                                3.056 | 
                             
                            
                                | S1 | 
                                3.010 | 
                                3.042 | 
                             
             
         |