NYMEX Natural Gas Future December 2015

Trading Metrics calculated at close of trading on 02-Jun-2015

Day Change Summary
	Previous	Current
	01-Jun-2015	02-Jun-2015	Change	Change %	Previous Week
Open	2.994	3.031	0.037	1.2%	3.216
High	3.040	3.089	0.049	1.6%	3.216
Low	2.980	2.990	0.010	0.3%	3.004
Close	3.028	3.064	0.036	1.2%	3.012
Range	0.060	0.099	0.039	65.0%	0.212
ATR	0.077	0.078	0.002	2.1%	0.000
Volume	9,819	6,815	-3,004	-30.6%	22,723

Daily Pivots for day following 02-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.345	3.303	3.118
R3	3.246	3.204	3.091
R2	3.147	3.147	3.082
R1	3.105	3.105	3.073	3.126
PP	3.048	3.048	3.048	3.058
S1	3.006	3.006	3.055	3.027
S2	2.949	2.949	3.046
S3	2.850	2.907	3.037
S4	2.751	2.808	3.010

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	7.7%	0.083	2.7%	36%	False	False	7,086
10	3.391	2.980	0.411	13.4%	0.085	2.8%	20%	False	False	7,195
20	3.391	2.980	0.411	13.4%	0.079	2.6%	20%	False	False	7,612
40	3.391	2.927	0.464	15.1%	0.069	2.3%	30%	False	False	6,382
60	3.391	2.927	0.464	15.1%	0.068	2.2%	30%	False	False	5,562

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.510
2.618	3.348
1.618	3.249
1.000	3.188
0.618	3.150
HIGH	3.089
0.618	3.051
0.500	3.040
0.382	3.028
LOW	2.990
0.618	2.929
1.000	2.891
1.618	2.830
2.618	2.731
4.250	2.569

Fisher Pivots for day following 02-Jun-2015
Pivot	1 day	3 day
R1	3.056	3.054
PP	3.048	3.044
S1	3.040	3.035

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

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