NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Jun-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Jun-2015 | 24-Jun-2015 | Change | Change % | Previous Week |  
                        | Open | 3.223 | 3.224 | 0.001 | 0.0% | 3.270 |  
                        | High | 3.277 | 3.278 | 0.001 | 0.0% | 3.383 |  
                        | Low | 3.212 | 3.220 | 0.008 | 0.2% | 3.230 |  
                        | Close | 3.230 | 3.262 | 0.032 | 1.0% | 3.288 |  
                        | Range | 0.065 | 0.058 | -0.007 | -10.8% | 0.153 |  
                        | ATR | 0.078 | 0.077 | -0.001 | -1.8% | 0.000 |  
                        | Volume | 11,007 | 8,180 | -2,827 | -25.7% | 73,400 |  | 
    
| 
        
            | Daily Pivots for day following 24-Jun-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.427 | 3.403 | 3.294 |  |  
                | R3 | 3.369 | 3.345 | 3.278 |  |  
                | R2 | 3.311 | 3.311 | 3.273 |  |  
                | R1 | 3.287 | 3.287 | 3.267 | 3.299 |  
                | PP | 3.253 | 3.253 | 3.253 | 3.260 |  
                | S1 | 3.229 | 3.229 | 3.257 | 3.241 |  
                | S2 | 3.195 | 3.195 | 3.251 |  |  
                | S3 | 3.137 | 3.171 | 3.246 |  |  
                | S4 | 3.079 | 3.113 | 3.230 |  |  | 
        
            | Weekly Pivots for week ending 19-Jun-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.759 | 3.677 | 3.372 |  |  
                | R3 | 3.606 | 3.524 | 3.330 |  |  
                | R2 | 3.453 | 3.453 | 3.316 |  |  
                | R1 | 3.371 | 3.371 | 3.302 | 3.412 |  
                | PP | 3.300 | 3.300 | 3.300 | 3.321 |  
                | S1 | 3.218 | 3.218 | 3.274 | 3.259 |  
                | S2 | 3.147 | 3.147 | 3.260 |  |  
                | S3 | 2.994 | 3.065 | 3.246 |  |  
                | S4 | 2.841 | 2.912 | 3.204 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.525 |  
            | 2.618 | 3.430 |  
            | 1.618 | 3.372 |  
            | 1.000 | 3.336 |  
            | 0.618 | 3.314 |  
            | HIGH | 3.278 |  
            | 0.618 | 3.256 |  
            | 0.500 | 3.249 |  
            | 0.382 | 3.242 |  
            | LOW | 3.220 |  
            | 0.618 | 3.184 |  
            | 1.000 | 3.162 |  
            | 1.618 | 3.126 |  
            | 2.618 | 3.068 |  
            | 4.250 | 2.974 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Jun-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.258 | 3.255 |  
                                | PP | 3.253 | 3.248 |  
                                | S1 | 3.249 | 3.241 |  |