NYMEX Natural Gas Future December 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Jun-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Jun-2015 | 
                    29-Jun-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.189 | 
                        3.101 | 
                        -0.088 | 
                        -2.8% | 
                        3.144 | 
                     
                    
                        | High | 
                        3.193 | 
                        3.150 | 
                        -0.043 | 
                        -1.3% | 
                        3.196 | 
                     
                    
                        | Low | 
                        3.101 | 
                        3.078 | 
                        -0.023 | 
                        -0.7% | 
                        3.097 | 
                     
                    
                        | Close | 
                        3.106 | 
                        3.120 | 
                        0.014 | 
                        0.5% | 
                        3.106 | 
                     
                    
                        | Range | 
                        0.092 | 
                        0.072 | 
                        -0.020 | 
                        -21.7% | 
                        0.099 | 
                     
                    
                        | ATR | 
                        0.078 | 
                        0.077 | 
                        0.000 | 
                        -0.5% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        15,369 | 
                        13,853 | 
                        -1,516 | 
                        -9.9% | 
                        46,948 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Jun-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.332 | 
                3.298 | 
                3.160 | 
                 | 
             
            
                | R3 | 
                3.260 | 
                3.226 | 
                3.140 | 
                 | 
             
            
                | R2 | 
                3.188 | 
                3.188 | 
                3.133 | 
                 | 
             
            
                | R1 | 
                3.154 | 
                3.154 | 
                3.127 | 
                3.171 | 
             
            
                | PP | 
                3.116 | 
                3.116 | 
                3.116 | 
                3.125 | 
             
            
                | S1 | 
                3.082 | 
                3.082 | 
                3.113 | 
                3.099 | 
             
            
                | S2 | 
                3.044 | 
                3.044 | 
                3.107 | 
                 | 
             
            
                | S3 | 
                2.972 | 
                3.010 | 
                3.100 | 
                 | 
             
            
                | S4 | 
                2.900 | 
                2.938 | 
                3.080 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                3.078 | 
                0.118 | 
                3.8% | 
                0.069 | 
                2.2% | 
                36% | 
                False | 
                True | 
                10,703 | 
                 
                
                | 10 | 
                3.283 | 
                3.078 | 
                0.205 | 
                6.6% | 
                0.068 | 
                2.2% | 
                20% | 
                False | 
                True | 
                10,817 | 
                 
                
                | 20 | 
                3.283 | 
                2.969 | 
                0.314 | 
                10.1% | 
                0.076 | 
                2.4% | 
                48% | 
                False | 
                False | 
                11,121 | 
                 
                
                | 40 | 
                3.391 | 
                2.969 | 
                0.422 | 
                13.5% | 
                0.076 | 
                2.4% | 
                36% | 
                False | 
                False | 
                9,369 | 
                 
                
                | 60 | 
                3.391 | 
                2.927 | 
                0.464 | 
                14.9% | 
                0.071 | 
                2.3% | 
                42% | 
                False | 
                False | 
                7,948 | 
                 
                
                | 80 | 
                3.391 | 
                2.927 | 
                0.464 | 
                14.9% | 
                0.069 | 
                2.2% | 
                42% | 
                False | 
                False | 
                6,915 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.456 | 
         
        
            | 
2.618             | 
            3.338 | 
         
        
            | 
1.618             | 
            3.266 | 
         
        
            | 
1.000             | 
            3.222 | 
         
        
            | 
0.618             | 
            3.194 | 
         
        
            | 
HIGH             | 
            3.150 | 
         
        
            | 
0.618             | 
            3.122 | 
         
        
            | 
0.500             | 
            3.114 | 
         
        
            | 
0.382             | 
            3.106 | 
         
        
            | 
LOW             | 
            3.078 | 
         
        
            | 
0.618             | 
            3.034 | 
         
        
            | 
1.000             | 
            3.006 | 
         
        
            | 
1.618             | 
            2.962 | 
         
        
            | 
2.618             | 
            2.890 | 
         
        
            | 
4.250             | 
            2.772 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Jun-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.118 | 
                                3.137 | 
                             
                            
                                | PP | 
                                3.116 | 
                                3.131 | 
                             
                            
                                | S1 | 
                                3.114 | 
                                3.126 | 
                             
             
         |