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 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |