NYMEX Natural Gas Future December 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Jul-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Jul-2015 | 
                    06-Jul-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.125 | 
                        3.102 | 
                        -0.023 | 
                        -0.7% | 
                        3.101 | 
                     
                    
                        | High | 
                        3.187 | 
                        3.110 | 
                        -0.077 | 
                        -2.4% | 
                        3.187 | 
                     
                    
                        | Low | 
                        3.125 | 
                        3.070 | 
                        -0.055 | 
                        -1.8% | 
                        3.078 | 
                     
                    
                        | Close | 
                        3.149 | 
                        3.089 | 
                        -0.060 | 
                        -1.9% | 
                        3.149 | 
                     
                    
                        | Range | 
                        0.062 | 
                        0.040 | 
                        -0.022 | 
                        -35.5% | 
                        0.109 | 
                     
                    
                        | ATR | 
                        0.076 | 
                        0.076 | 
                        0.000 | 
                        0.3% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        19,339 | 
                        16,356 | 
                        -2,983 | 
                        -15.4% | 
                        65,411 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Jul-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.210 | 
                3.189 | 
                3.111 | 
                 | 
             
            
                | R3 | 
                3.170 | 
                3.149 | 
                3.100 | 
                 | 
             
            
                | R2 | 
                3.130 | 
                3.130 | 
                3.096 | 
                 | 
             
            
                | R1 | 
                3.109 | 
                3.109 | 
                3.093 | 
                3.100 | 
             
            
                | PP | 
                3.090 | 
                3.090 | 
                3.090 | 
                3.085 | 
             
            
                | S1 | 
                3.069 | 
                3.069 | 
                3.085 | 
                3.060 | 
             
            
                | S2 | 
                3.050 | 
                3.050 | 
                3.082 | 
                 | 
             
            
                | S3 | 
                3.010 | 
                3.029 | 
                3.078 | 
                 | 
             
            
                | S4 | 
                2.970 | 
                2.989 | 
                3.067 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 03-Jul-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.465 | 
                3.416 | 
                3.209 | 
                 | 
             
            
                | R3 | 
                3.356 | 
                3.307 | 
                3.179 | 
                 | 
             
            
                | R2 | 
                3.247 | 
                3.247 | 
                3.169 | 
                 | 
             
            
                | R1 | 
                3.198 | 
                3.198 | 
                3.159 | 
                3.223 | 
             
            
                | PP | 
                3.138 | 
                3.138 | 
                3.138 | 
                3.150 | 
             
            
                | S1 | 
                3.089 | 
                3.089 | 
                3.139 | 
                3.114 | 
             
            
                | S2 | 
                3.029 | 
                3.029 | 
                3.129 | 
                 | 
             
            
                | S3 | 
                2.920 | 
                2.980 | 
                3.119 | 
                 | 
             
            
                | S4 | 
                2.811 | 
                2.871 | 
                3.089 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3.187 | 
                3.070 | 
                0.117 | 
                3.8% | 
                0.059 | 
                1.9% | 
                16% | 
                False | 
                True | 
                16,353 | 
                 
                
                | 10 | 
                3.196 | 
                3.070 | 
                0.126 | 
                4.1% | 
                0.062 | 
                2.0% | 
                15% | 
                False | 
                True | 
                12,871 | 
                 
                
                | 20 | 
                3.283 | 
                3.019 | 
                0.264 | 
                8.5% | 
                0.072 | 
                2.3% | 
                27% | 
                False | 
                False | 
                12,554 | 
                 
                
                | 40 | 
                3.391 | 
                2.969 | 
                0.422 | 
                13.7% | 
                0.076 | 
                2.5% | 
                28% | 
                False | 
                False | 
                10,527 | 
                 
                
                | 60 | 
                3.391 | 
                2.927 | 
                0.464 | 
                15.0% | 
                0.070 | 
                2.3% | 
                35% | 
                False | 
                False | 
                8,777 | 
                 
                
                | 80 | 
                3.391 | 
                2.927 | 
                0.464 | 
                15.0% | 
                0.069 | 
                2.2% | 
                35% | 
                False | 
                False | 
                7,628 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.280 | 
         
        
            | 
2.618             | 
            3.215 | 
         
        
            | 
1.618             | 
            3.175 | 
         
        
            | 
1.000             | 
            3.150 | 
         
        
            | 
0.618             | 
            3.135 | 
         
        
            | 
HIGH             | 
            3.110 | 
         
        
            | 
0.618             | 
            3.095 | 
         
        
            | 
0.500             | 
            3.090 | 
         
        
            | 
0.382             | 
            3.085 | 
         
        
            | 
LOW             | 
            3.070 | 
         
        
            | 
0.618             | 
            3.045 | 
         
        
            | 
1.000             | 
            3.030 | 
         
        
            | 
1.618             | 
            3.005 | 
         
        
            | 
2.618             | 
            2.965 | 
         
        
            | 
4.250             | 
            2.900 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Jul-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.090 | 
                                3.129 | 
                             
                            
                                | PP | 
                                3.090 | 
                                3.115 | 
                             
                            
                                | S1 | 
                                3.089 | 
                                3.102 | 
                             
             
         |