NYMEX Natural Gas Future December 2015

Trading Metrics calculated at close of trading on 08-Jun-2015

Day Change Summary
	Previous	Current
	05-Jun-2015	08-Jun-2015	Change	Change %	Previous Week
Open	3.023	3.042	0.019	0.6%	2.994
High	3.034	3.106	0.072	2.4%	3.090
Low	2.983	3.019	0.036	1.2%	2.969
Close	2.995	3.103	0.108	3.6%	2.995
Range	0.051	0.087	0.036	70.6%	0.121
ATR	0.076	0.078	0.003	3.3%	0.000
Volume	11,347	10,848	-499	-4.4%	49,069

Daily Pivots for day following 08-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.337	3.307	3.151
R3	3.250	3.220	3.127
R2	3.163	3.163	3.119
R1	3.133	3.133	3.111	3.148
PP	3.076	3.076	3.076	3.084
S1	3.046	3.046	3.095	3.061
S2	2.989	2.989	3.087
S3	2.902	2.959	3.079
S4	2.815	2.872	3.055

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.381	3.309	3.062
R3	3.260	3.188	3.028
R2	3.139	3.139	3.017
R1	3.067	3.067	3.006	3.103
PP	3.018	3.018	3.018	3.036
S1	2.946	2.946	2.984	2.982
S2	2.897	2.897	2.973
S3	2.776	2.825	2.962
S4	2.655	2.704	2.928

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.106	2.969	0.137	4.4%	0.077	2.5%	98%	True	False	10,019
10	3.216	2.969	0.247	8.0%	0.077	2.5%	54%	False	False	8,264
20	3.391	2.969	0.422	13.6%	0.080	2.6%	32%	False	False	8,738
40	3.391	2.927	0.464	15.0%	0.071	2.3%	38%	False	False	7,014
60	3.391	2.927	0.464	15.0%	0.068	2.2%	38%	False	False	6,089

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.476
2.618	3.334
1.618	3.247
1.000	3.193
0.618	3.160
HIGH	3.106
0.618	3.073
0.500	3.063
0.382	3.052
LOW	3.019
0.618	2.965
1.000	2.932
1.618	2.878
2.618	2.791
4.250	2.649

Fisher Pivots for day following 08-Jun-2015
Pivot	1 day	3 day
R1	3.090	3.081
PP	3.076	3.059
S1	3.063	3.038

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

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