NYMEX Natural Gas Future December 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Jun-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Jun-2015 | 
                    24-Jun-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.112 | 
                        3.115 | 
                        0.003 | 
                        0.1% | 
                        3.148 | 
                     
                    
                        | High | 
                        3.172 | 
                        3.165 | 
                        -0.007 | 
                        -0.2% | 
                        3.283 | 
                     
                    
                        | Low | 
                        3.104 | 
                        3.112 | 
                        0.008 | 
                        0.3% | 
                        3.119 | 
                     
                    
                        | Close | 
                        3.119 | 
                        3.149 | 
                        0.030 | 
                        1.0% | 
                        3.180 | 
                     
                    
                        | Range | 
                        0.068 | 
                        0.053 | 
                        -0.015 | 
                        -22.1% | 
                        0.164 | 
                     
                    
                        | ATR | 
                        0.080 | 
                        0.078 | 
                        -0.002 | 
                        -2.4% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        10,622 | 
                        8,402 | 
                        -2,220 | 
                        -20.9% | 
                        54,552 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Jun-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.301 | 
                3.278 | 
                3.178 | 
                 | 
             
            
                | R3 | 
                3.248 | 
                3.225 | 
                3.164 | 
                 | 
             
            
                | R2 | 
                3.195 | 
                3.195 | 
                3.159 | 
                 | 
             
            
                | R1 | 
                3.172 | 
                3.172 | 
                3.154 | 
                3.184 | 
             
            
                | PP | 
                3.142 | 
                3.142 | 
                3.142 | 
                3.148 | 
             
            
                | S1 | 
                3.119 | 
                3.119 | 
                3.144 | 
                3.131 | 
             
            
                | S2 | 
                3.089 | 
                3.089 | 
                3.139 | 
                 | 
             
            
                | S3 | 
                3.036 | 
                3.066 | 
                3.134 | 
                 | 
             
            
                | S4 | 
                2.983 | 
                3.013 | 
                3.120 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                3.215 | 
                3.097 | 
                0.118 | 
                3.7% | 
                0.060 | 
                1.9% | 
                44% | 
                False | 
                False | 
                10,980 | 
                 
                
                | 10 | 
                3.283 | 
                3.097 | 
                0.186 | 
                5.9% | 
                0.070 | 
                2.2% | 
                28% | 
                False | 
                False | 
                10,814 | 
                 
                
                | 20 | 
                3.283 | 
                2.969 | 
                0.314 | 
                10.0% | 
                0.077 | 
                2.4% | 
                57% | 
                False | 
                False | 
                10,587 | 
                 
                
                | 40 | 
                3.391 | 
                2.969 | 
                0.422 | 
                13.4% | 
                0.078 | 
                2.5% | 
                43% | 
                False | 
                False | 
                8,980 | 
                 
                
                | 60 | 
                3.391 | 
                2.927 | 
                0.464 | 
                14.7% | 
                0.070 | 
                2.2% | 
                48% | 
                False | 
                False | 
                7,572 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.390 | 
         
        
            | 
2.618             | 
            3.304 | 
         
        
            | 
1.618             | 
            3.251 | 
         
        
            | 
1.000             | 
            3.218 | 
         
        
            | 
0.618             | 
            3.198 | 
         
        
            | 
HIGH             | 
            3.165 | 
         
        
            | 
0.618             | 
            3.145 | 
         
        
            | 
0.500             | 
            3.139 | 
         
        
            | 
0.382             | 
            3.132 | 
         
        
            | 
LOW             | 
            3.112 | 
         
        
            | 
0.618             | 
            3.079 | 
         
        
            | 
1.000             | 
            3.059 | 
         
        
            | 
1.618             | 
            3.026 | 
         
        
            | 
2.618             | 
            2.973 | 
         
        
            | 
4.250             | 
            2.887 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Jun-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.146 | 
                                3.144 | 
                             
                            
                                | PP | 
                                3.142 | 
                                3.139 | 
                             
                            
                                | S1 | 
                                3.139 | 
                                3.135 | 
                             
             
         |