NYMEX Natural Gas Future December 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Jun-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Jun-2015 | 
                    23-Jun-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.144 | 
                        3.112 | 
                        -0.032 | 
                        -1.0% | 
                        3.148 | 
                     
                    
                        | High | 
                        3.144 | 
                        3.172 | 
                        0.028 | 
                        0.9% | 
                        3.283 | 
                     
                    
                        | Low | 
                        3.097 | 
                        3.104 | 
                        0.007 | 
                        0.2% | 
                        3.119 | 
                     
                    
                        | Close | 
                        3.120 | 
                        3.119 | 
                        -0.001 | 
                        0.0% | 
                        3.180 | 
                     
                    
                        | Range | 
                        0.047 | 
                        0.068 | 
                        0.021 | 
                        44.7% | 
                        0.164 | 
                     
                    
                        | ATR | 
                        0.081 | 
                        0.080 | 
                        -0.001 | 
                        -1.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        7,282 | 
                        10,622 | 
                        3,340 | 
                        45.9% | 
                        54,552 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Jun-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.336 | 
                3.295 | 
                3.156 | 
                 | 
             
            
                | R3 | 
                3.268 | 
                3.227 | 
                3.138 | 
                 | 
             
            
                | R2 | 
                3.200 | 
                3.200 | 
                3.131 | 
                 | 
             
            
                | R1 | 
                3.159 | 
                3.159 | 
                3.125 | 
                3.180 | 
             
            
                | PP | 
                3.132 | 
                3.132 | 
                3.132 | 
                3.142 | 
             
            
                | S1 | 
                3.091 | 
                3.091 | 
                3.113 | 
                3.112 | 
             
            
                | S2 | 
                3.064 | 
                3.064 | 
                3.107 | 
                 | 
             
            
                | S3 | 
                2.996 | 
                3.023 | 
                3.100 | 
                 | 
             
            
                | S4 | 
                2.928 | 
                2.955 | 
                3.082 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                3.097 | 
                0.186 | 
                6.0% | 
                0.065 | 
                2.1% | 
                12% | 
                False | 
                False | 
                11,318 | 
                 
                
                | 10 | 
                3.283 | 
                3.097 | 
                0.186 | 
                6.0% | 
                0.073 | 
                2.3% | 
                12% | 
                False | 
                False | 
                11,764 | 
                 
                
                | 20 | 
                3.283 | 
                2.969 | 
                0.314 | 
                10.1% | 
                0.078 | 
                2.5% | 
                48% | 
                False | 
                False | 
                10,407 | 
                 
                
                | 40 | 
                3.391 | 
                2.960 | 
                0.431 | 
                13.8% | 
                0.077 | 
                2.5% | 
                37% | 
                False | 
                False | 
                8,904 | 
                 
                
                | 60 | 
                3.391 | 
                2.927 | 
                0.464 | 
                14.9% | 
                0.070 | 
                2.2% | 
                41% | 
                False | 
                False | 
                7,505 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.461 | 
         
        
            | 
2.618             | 
            3.350 | 
         
        
            | 
1.618             | 
            3.282 | 
         
        
            | 
1.000             | 
            3.240 | 
         
        
            | 
0.618             | 
            3.214 | 
         
        
            | 
HIGH             | 
            3.172 | 
         
        
            | 
0.618             | 
            3.146 | 
         
        
            | 
0.500             | 
            3.138 | 
         
        
            | 
0.382             | 
            3.130 | 
         
        
            | 
LOW             | 
            3.104 | 
         
        
            | 
0.618             | 
            3.062 | 
         
        
            | 
1.000             | 
            3.036 | 
         
        
            | 
1.618             | 
            2.994 | 
         
        
            | 
2.618             | 
            2.926 | 
         
        
            | 
4.250             | 
            2.815 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Jun-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.138 | 
                                3.143 | 
                             
                            
                                | PP | 
                                3.132 | 
                                3.135 | 
                             
                            
                                | S1 | 
                                3.125 | 
                                3.127 | 
                             
             
         |