NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-May-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-May-2015 | 27-May-2015 | Change | Change % | Previous Week |  
                        | Open | 3.300 | 3.275 | -0.025 | -0.8% | 3.410 |  
                        | High | 3.307 | 3.318 | 0.011 | 0.3% | 3.483 |  
                        | Low | 3.252 | 3.249 | -0.003 | -0.1% | 3.326 |  
                        | Close | 3.277 | 3.265 | -0.012 | -0.4% | 3.333 |  
                        | Range | 0.055 | 0.069 | 0.014 | 25.5% | 0.157 |  
                        | ATR |  |  |  |  |  |  
                        | Volume | 9,898 | 10,165 | 267 | 2.7% | 60,538 |  | 
    
| 
        
            | Daily Pivots for day following 27-May-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.484 | 3.444 | 3.303 |  |  
                | R3 | 3.415 | 3.375 | 3.284 |  |  
                | R2 | 3.346 | 3.346 | 3.278 |  |  
                | R1 | 3.306 | 3.306 | 3.271 | 3.292 |  
                | PP | 3.277 | 3.277 | 3.277 | 3.270 |  
                | S1 | 3.237 | 3.237 | 3.259 | 3.223 |  
                | S2 | 3.208 | 3.208 | 3.252 |  |  
                | S3 | 3.139 | 3.168 | 3.246 |  |  
                | S4 | 3.070 | 3.099 | 3.227 |  |  | 
        
            | Weekly Pivots for week ending 22-May-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.852 | 3.749 | 3.419 |  |  
                | R3 | 3.695 | 3.592 | 3.376 |  |  
                | R2 | 3.538 | 3.538 | 3.362 |  |  
                | R1 | 3.435 | 3.435 | 3.347 | 3.408 |  
                | PP | 3.381 | 3.381 | 3.381 | 3.367 |  
                | S1 | 3.278 | 3.278 | 3.319 | 3.251 |  
                | S2 | 3.224 | 3.224 | 3.304 |  |  
                | S3 | 3.067 | 3.121 | 3.290 |  |  
                | S4 | 2.910 | 2.964 | 3.247 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.611 |  
            | 2.618 | 3.499 |  
            | 1.618 | 3.430 |  
            | 1.000 | 3.387 |  
            | 0.618 | 3.361 |  
            | HIGH | 3.318 |  
            | 0.618 | 3.292 |  
            | 0.500 | 3.284 |  
            | 0.382 | 3.275 |  
            | LOW | 3.249 |  
            | 0.618 | 3.206 |  
            | 1.000 | 3.180 |  
            | 1.618 | 3.137 |  
            | 2.618 | 3.068 |  
            | 4.250 | 2.956 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-May-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.284 | 3.319 |  
                                | PP | 3.277 | 3.301 |  
                                | S1 | 3.271 | 3.283 |  |