NYMEX Natural Gas Future December 2015

Trading Metrics calculated at close of trading on 26-Jun-2015

Day Change Summary
	Previous	Current
	25-Jun-2015	26-Jun-2015	Change	Change %	Previous Week
Open	3.135	3.189	0.054	1.7%	3.144
High	3.196	3.193	-0.003	-0.1%	3.196
Low	3.135	3.101	-0.034	-1.1%	3.097
Close	3.194	3.106	-0.088	-2.8%	3.106
Range	0.061	0.092	0.031	50.8%	0.099
ATR	0.077	0.078	0.001	1.5%	0.000
Volume	5,273	15,369	10,096	191.5%	46,948

Daily Pivots for day following 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.409	3.350	3.157
R3	3.317	3.258	3.131
R2	3.225	3.225	3.123
R1	3.166	3.166	3.114	3.150
PP	3.133	3.133	3.133	3.125
S1	3.074	3.074	3.098	3.058
S2	3.041	3.041	3.089
S3	2.949	2.982	3.081
S4	2.857	2.890	3.055

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.430	3.367	3.160
R3	3.331	3.268	3.133
R2	3.232	3.232	3.124
R1	3.169	3.169	3.115	3.151
PP	3.133	3.133	3.133	3.124
S1	3.070	3.070	3.097	3.052
S2	3.034	3.034	3.088
S3	2.935	2.971	3.079
S4	2.836	2.872	3.052

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.196	3.097	0.099	3.2%	0.064	2.1%	9%	False	False	9,389
10	3.283	3.097	0.186	6.0%	0.073	2.3%	5%	False	False	10,150
20	3.283	2.969	0.314	10.1%	0.075	2.4%	44%	False	False	10,919
40	3.391	2.969	0.422	13.6%	0.076	2.5%	32%	False	False	9,329
60	3.391	2.927	0.464	14.9%	0.071	2.3%	39%	False	False	7,795
80	3.391	2.927	0.464	14.9%	0.069	2.2%	39%	False	False	6,764

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.011
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.584
2.618	3.434
1.618	3.342
1.000	3.285
0.618	3.250
HIGH	3.193
0.618	3.158
0.500	3.147
0.382	3.136
LOW	3.101
0.618	3.044
1.000	3.009
1.618	2.952
2.618	2.860
4.250	2.710

Fisher Pivots for day following 26-Jun-2015
Pivot	1 day	3 day
R1	3.147	3.149
PP	3.133	3.134
S1	3.120	3.120

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

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