NYMEX Natural Gas Future December 2015

Trading Metrics calculated at close of trading on 07-Jul-2015

Day Change Summary
	Previous	Current
	06-Jul-2015	07-Jul-2015	Change	Change %	Previous Week
Open	3.102	3.085	-0.017	-0.5%	3.101
High	3.110	3.120	0.010	0.3%	3.187
Low	3.070	3.038	-0.032	-1.0%	3.078
Close	3.089	3.059	-0.030	-1.0%	3.149
Range	0.040	0.082	0.042	105.0%	0.109
ATR	0.076	0.076	0.000	0.6%	0.000
Volume	16,356	7,105	-9,251	-56.6%	65,411

Daily Pivots for day following 07-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.318	3.271	3.104
R3	3.236	3.189	3.082
R2	3.154	3.154	3.074
R1	3.107	3.107	3.067	3.090
PP	3.072	3.072	3.072	3.064
S1	3.025	3.025	3.051	3.008
S2	2.990	2.990	3.044
S3	2.908	2.943	3.036
S4	2.826	2.861	3.014

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	3.038	0.149	4.9%	0.061	2.0%	14%	False	True	15,003
10	3.196	3.038	0.158	5.2%	0.065	2.1%	13%	False	True	12,853
20	3.283	3.038	0.245	8.0%	0.072	2.3%	9%	False	True	12,367
40	3.391	2.969	0.422	13.8%	0.076	2.5%	21%	False	False	10,552
60	3.391	2.927	0.464	15.2%	0.071	2.3%	28%	False	False	8,799
80	3.391	2.927	0.464	15.2%	0.069	2.3%	28%	False	False	7,659

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.469
2.618	3.335
1.618	3.253
1.000	3.202
0.618	3.171
HIGH	3.120
0.618	3.089
0.500	3.079
0.382	3.069
LOW	3.038
0.618	2.987
1.000	2.956
1.618	2.905
2.618	2.823
4.250	2.690

Fisher Pivots for day following 07-Jul-2015
Pivot	1 day	3 day
R1	3.079	3.113
PP	3.072	3.095
S1	3.066	3.077

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

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