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

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.013
Narrowest range in 2 trading days

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

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

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