NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Jul-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 30-Jun-2015 | 01-Jul-2015 | Change | Change % | Previous Week |  
                        | Open | 3.221 | 3.251 | 0.030 | 0.9% | 3.234 |  
                        | High | 3.246 | 3.262 | 0.016 | 0.5% | 3.305 |  
                        | Low | 3.193 | 3.194 | 0.001 | 0.0% | 3.204 |  
                        | Close | 3.241 | 3.214 | -0.027 | -0.8% | 3.221 |  
                        | Range | 0.053 | 0.068 | 0.015 | 28.3% | 0.101 |  
                        | ATR | 0.074 | 0.073 | 0.000 | -0.6% | 0.000 |  
                        | Volume | 14,804 | 16,684 | 1,880 | 12.7% | 63,676 |  | 
    
| 
        
            | Daily Pivots for day following 01-Jul-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.427 | 3.389 | 3.251 |  |  
                | R3 | 3.359 | 3.321 | 3.233 |  |  
                | R2 | 3.291 | 3.291 | 3.226 |  |  
                | R1 | 3.253 | 3.253 | 3.220 | 3.238 |  
                | PP | 3.223 | 3.223 | 3.223 | 3.216 |  
                | S1 | 3.185 | 3.185 | 3.208 | 3.170 |  
                | S2 | 3.155 | 3.155 | 3.202 |  |  
                | S3 | 3.087 | 3.117 | 3.195 |  |  
                | S4 | 3.019 | 3.049 | 3.177 |  |  | 
        
            | Weekly Pivots for week ending 26-Jun-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.546 | 3.485 | 3.277 |  |  
                | R3 | 3.445 | 3.384 | 3.249 |  |  
                | R2 | 3.344 | 3.344 | 3.240 |  |  
                | R1 | 3.283 | 3.283 | 3.230 | 3.263 |  
                | PP | 3.243 | 3.243 | 3.243 | 3.234 |  
                | S1 | 3.182 | 3.182 | 3.212 | 3.162 |  
                | S2 | 3.142 | 3.142 | 3.202 |  |  
                | S3 | 3.041 | 3.081 | 3.193 |  |  
                | S4 | 2.940 | 2.980 | 3.165 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.551 |  
            | 2.618 | 3.440 |  
            | 1.618 | 3.372 |  
            | 1.000 | 3.330 |  
            | 0.618 | 3.304 |  
            | HIGH | 3.262 |  
            | 0.618 | 3.236 |  
            | 0.500 | 3.228 |  
            | 0.382 | 3.220 |  
            | LOW | 3.194 |  
            | 0.618 | 3.152 |  
            | 1.000 | 3.126 |  
            | 1.618 | 3.084 |  
            | 2.618 | 3.016 |  
            | 4.250 | 2.905 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Jul-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.228 | 3.229 |  
                                | PP | 3.223 | 3.224 |  
                                | S1 | 3.219 | 3.219 |  |