NYMEX Natural Gas Future December 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Jul-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Jul-2015 | 
                    02-Jul-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.135 | 
                        3.125 | 
                        -0.010 | 
                        -0.3% | 
                        3.144 | 
                     
                    
                        | High | 
                        3.153 | 
                        3.187 | 
                        0.034 | 
                        1.1% | 
                        3.196 | 
                     
                    
                        | Low | 
                        3.084 | 
                        3.125 | 
                        0.041 | 
                        1.3% | 
                        3.097 | 
                     
                    
                        | Close | 
                        3.104 | 
                        3.149 | 
                        0.045 | 
                        1.4% | 
                        3.106 | 
                     
                    
                        | Range | 
                        0.069 | 
                        0.062 | 
                        -0.007 | 
                        -10.1% | 
                        0.099 | 
                     
                    
                        | ATR | 
                        0.075 | 
                        0.076 | 
                        0.001 | 
                        0.8% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        16,329 | 
                        19,339 | 
                        3,010 | 
                        18.4% | 
                        46,948 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Jul-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.340 | 
                3.306 | 
                3.183 | 
                 | 
             
            
                | R3 | 
                3.278 | 
                3.244 | 
                3.166 | 
                 | 
             
            
                | R2 | 
                3.216 | 
                3.216 | 
                3.160 | 
                 | 
             
            
                | R1 | 
                3.182 | 
                3.182 | 
                3.155 | 
                3.199 | 
             
            
                | PP | 
                3.154 | 
                3.154 | 
                3.154 | 
                3.162 | 
             
            
                | S1 | 
                3.120 | 
                3.120 | 
                3.143 | 
                3.137 | 
             
            
                | S2 | 
                3.092 | 
                3.092 | 
                3.138 | 
                 | 
             
            
                | S3 | 
                3.030 | 
                3.058 | 
                3.132 | 
                 | 
             
            
                | S4 | 
                2.968 | 
                2.996 | 
                3.115 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                3.193 | 
                3.078 | 
                0.115 | 
                3.7% | 
                0.070 | 
                2.2% | 
                62% | 
                False | 
                False | 
                16,156 | 
                 
                
                | 10 | 
                3.196 | 
                3.078 | 
                0.118 | 
                3.7% | 
                0.065 | 
                2.1% | 
                60% | 
                False | 
                False | 
                12,382 | 
                 
                
                | 20 | 
                3.283 | 
                2.983 | 
                0.300 | 
                9.5% | 
                0.073 | 
                2.3% | 
                55% | 
                False | 
                False | 
                12,304 | 
                 
                
                | 40 | 
                3.391 | 
                2.969 | 
                0.422 | 
                13.4% | 
                0.077 | 
                2.4% | 
                43% | 
                False | 
                False | 
                10,223 | 
                 
                
                | 60 | 
                3.391 | 
                2.927 | 
                0.464 | 
                14.7% | 
                0.071 | 
                2.3% | 
                48% | 
                False | 
                False | 
                8,581 | 
                 
                
                | 80 | 
                3.391 | 
                2.927 | 
                0.464 | 
                14.7% | 
                0.070 | 
                2.2% | 
                48% | 
                False | 
                False | 
                7,449 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.451 | 
         
        
            | 
2.618             | 
            3.349 | 
         
        
            | 
1.618             | 
            3.287 | 
         
        
            | 
1.000             | 
            3.249 | 
         
        
            | 
0.618             | 
            3.225 | 
         
        
            | 
HIGH             | 
            3.187 | 
         
        
            | 
0.618             | 
            3.163 | 
         
        
            | 
0.500             | 
            3.156 | 
         
        
            | 
0.382             | 
            3.149 | 
         
        
            | 
LOW             | 
            3.125 | 
         
        
            | 
0.618             | 
            3.087 | 
         
        
            | 
1.000             | 
            3.063 | 
         
        
            | 
1.618             | 
            3.025 | 
         
        
            | 
2.618             | 
            2.963 | 
         
        
            | 
4.250             | 
            2.862 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Jul-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.156 | 
                                3.144 | 
                             
                            
                                | PP | 
                                3.154 | 
                                3.140 | 
                             
                            
                                | S1 | 
                                3.151 | 
                                3.135 | 
                             
             
         |