NYMEX Natural Gas Future December 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	3.031	3.057	0.026	0.9%	3.216
High	3.089	3.090	0.001	0.0%	3.216
Low	2.990	3.016	0.026	0.9%	3.004
Close	3.064	3.020	-0.044	-1.4%	3.012
Range	0.099	0.074	-0.025	-25.3%	0.212
ATR	0.078	0.078	0.000	-0.4%	0.000
Volume	6,815	11,832	5,017	73.6%	22,723

Daily Pivots for day following 03-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.264	3.216	3.061
R3	3.190	3.142	3.040
R2	3.116	3.116	3.034
R1	3.068	3.068	3.027	3.055
PP	3.042	3.042	3.042	3.036
S1	2.994	2.994	3.013	2.981
S2	2.968	2.968	3.006
S3	2.894	2.920	3.000
S4	2.820	2.846	2.979

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	3.160	2.980	0.180	6.0%	0.084	2.8%	22%	False	False	8,491
10	3.345	2.980	0.365	12.1%	0.080	2.7%	11%	False	False	7,761
20	3.391	2.980	0.411	13.6%	0.081	2.7%	10%	False	False	7,932
40	3.391	2.927	0.464	15.4%	0.070	2.3%	20%	False	False	6,594
60	3.391	2.927	0.464	15.4%	0.068	2.3%	20%	False	False	5,723

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	0.015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.405
2.618	3.284
1.618	3.210
1.000	3.164
0.618	3.136
HIGH	3.090
0.618	3.062
0.500	3.053
0.382	3.044
LOW	3.016
0.618	2.970
1.000	2.942
1.618	2.896
2.618	2.822
4.250	2.702

Fisher Pivots for day following 03-Jun-2015
Pivot	1 day	3 day
R1	3.053	3.035
PP	3.042	3.030
S1	3.031	3.025

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

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