NYMEX Natural Gas Future December 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Jun-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Jun-2015 | 
                    19-Jun-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.208 | 
                        3.157 | 
                        -0.051 | 
                        -1.6% | 
                        3.148 | 
                     
                    
                        | High | 
                        3.215 | 
                        3.188 | 
                        -0.027 | 
                        -0.8% | 
                        3.283 | 
                     
                    
                        | Low | 
                        3.152 | 
                        3.119 | 
                        -0.033 | 
                        -1.0% | 
                        3.119 | 
                     
                    
                        | Close | 
                        3.153 | 
                        3.180 | 
                        0.027 | 
                        0.9% | 
                        3.180 | 
                     
                    
                        | Range | 
                        0.063 | 
                        0.069 | 
                        0.006 | 
                        9.5% | 
                        0.164 | 
                     
                    
                        | ATR | 
                        0.081 | 
                        0.080 | 
                        -0.001 | 
                        -1.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        17,130 | 
                        11,468 | 
                        -5,662 | 
                        -33.1% | 
                        54,552 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Jun-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.369 | 
                3.344 | 
                3.218 | 
                 | 
             
            
                | R3 | 
                3.300 | 
                3.275 | 
                3.199 | 
                 | 
             
            
                | R2 | 
                3.231 | 
                3.231 | 
                3.193 | 
                 | 
             
            
                | R1 | 
                3.206 | 
                3.206 | 
                3.186 | 
                3.219 | 
             
            
                | PP | 
                3.162 | 
                3.162 | 
                3.162 | 
                3.169 | 
             
            
                | S1 | 
                3.137 | 
                3.137 | 
                3.174 | 
                3.150 | 
             
            
                | S2 | 
                3.093 | 
                3.093 | 
                3.167 | 
                 | 
             
            
                | S3 | 
                3.024 | 
                3.068 | 
                3.161 | 
                 | 
             
            
                | S4 | 
                2.955 | 
                2.999 | 
                3.142 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Jun-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.686 | 
                3.597 | 
                3.270 | 
                 | 
             
            
                | R3 | 
                3.522 | 
                3.433 | 
                3.225 | 
                 | 
             
            
                | R2 | 
                3.358 | 
                3.358 | 
                3.210 | 
                 | 
             
            
                | R1 | 
                3.269 | 
                3.269 | 
                3.195 | 
                3.314 | 
             
            
                | PP | 
                3.194 | 
                3.194 | 
                3.194 | 
                3.216 | 
             
            
                | S1 | 
                3.105 | 
                3.105 | 
                3.165 | 
                3.150 | 
             
            
                | S2 | 
                3.030 | 
                3.030 | 
                3.150 | 
                 | 
             
            
                | S3 | 
                2.866 | 
                2.941 | 
                3.135 | 
                 | 
             
            
                | S4 | 
                2.702 | 
                2.777 | 
                3.090 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3.283 | 
                3.119 | 
                0.164 | 
                5.2% | 
                0.081 | 
                2.5% | 
                37% | 
                False | 
                True | 
                10,910 | 
                 
                
                | 10 | 
                3.283 | 
                3.019 | 
                0.264 | 
                8.3% | 
                0.082 | 
                2.6% | 
                61% | 
                False | 
                False | 
                12,238 | 
                 
                
                | 20 | 
                3.292 | 
                2.969 | 
                0.323 | 
                10.2% | 
                0.079 | 
                2.5% | 
                65% | 
                False | 
                False | 
                10,065 | 
                 
                
                | 40 | 
                3.391 | 
                2.946 | 
                0.445 | 
                14.0% | 
                0.076 | 
                2.4% | 
                53% | 
                False | 
                False | 
                8,676 | 
                 
                
                | 60 | 
                3.391 | 
                2.927 | 
                0.464 | 
                14.6% | 
                0.070 | 
                2.2% | 
                55% | 
                False | 
                False | 
                7,338 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.481 | 
         
        
            | 
2.618             | 
            3.369 | 
         
        
            | 
1.618             | 
            3.300 | 
         
        
            | 
1.000             | 
            3.257 | 
         
        
            | 
0.618             | 
            3.231 | 
         
        
            | 
HIGH             | 
            3.188 | 
         
        
            | 
0.618             | 
            3.162 | 
         
        
            | 
0.500             | 
            3.154 | 
         
        
            | 
0.382             | 
            3.145 | 
         
        
            | 
LOW             | 
            3.119 | 
         
        
            | 
0.618             | 
            3.076 | 
         
        
            | 
1.000             | 
            3.050 | 
         
        
            | 
1.618             | 
            3.007 | 
         
        
            | 
2.618             | 
            2.938 | 
         
        
            | 
4.250             | 
            2.826 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Jun-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.171 | 
                                3.201 | 
                             
                            
                                | PP | 
                                3.162 | 
                                3.194 | 
                             
                            
                                | S1 | 
                                3.154 | 
                                3.187 | 
                             
             
         |