NYMEX Natural Gas Future December 2015

Trading Metrics calculated at close of trading on 09-Jul-2015

Day Change Summary
	Previous	Current
	08-Jul-2015	09-Jul-2015	Change	Change %	Previous Week
Open	3.058	3.046	-0.012	-0.4%	3.101
High	3.088	3.082	-0.006	-0.2%	3.187
Low	3.035	3.020	-0.015	-0.5%	3.078
Close	3.046	3.076	0.030	1.0%	3.149
Range	0.053	0.062	0.009	17.0%	0.109
ATR	0.075	0.074	-0.001	-1.2%	0.000
Volume	14,301	14,039	-262	-1.8%	65,411

Daily Pivots for day following 09-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.245	3.223	3.110
R3	3.183	3.161	3.093
R2	3.121	3.121	3.087
R1	3.099	3.099	3.082	3.110
PP	3.059	3.059	3.059	3.065
S1	3.037	3.037	3.070	3.048
S2	2.997	2.997	3.065
S3	2.935	2.975	3.059
S4	2.873	2.913	3.042

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	3.020	0.167	5.4%	0.060	1.9%	34%	False	True	14,228
10	3.196	3.020	0.176	5.7%	0.065	2.1%	32%	False	True	13,785
20	3.283	3.020	0.263	8.6%	0.067	2.2%	21%	False	True	12,300
40	3.391	2.969	0.422	13.7%	0.074	2.4%	25%	False	False	10,689
60	3.391	2.938	0.453	14.7%	0.071	2.3%	30%	False	False	9,105
80	3.391	2.927	0.464	15.1%	0.069	2.3%	32%	False	False	7,927

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.346
2.618	3.244
1.618	3.182
1.000	3.144
0.618	3.120
HIGH	3.082
0.618	3.058
0.500	3.051
0.382	3.044
LOW	3.020
0.618	2.982
1.000	2.958
1.618	2.920
2.618	2.858
4.250	2.757

Fisher Pivots for day following 09-Jul-2015
Pivot	1 day	3 day
R1	3.068	3.074
PP	3.059	3.072
S1	3.051	3.070

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

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