4/16/2015 Weekly Natural Gas Storage Report (1030 EDT)
Forecast: 52B
Actual: 63B
SPIKE / REVERSE
Started @ 2.606
1st Peak @ 2.545 – 1030:00 (1 min)
61 ticks

Reversal to 2.564 – 1034 (4 min)
19 ticks

Pullback to 2.547 – 1039 (9 min)
17 ticks

Reversal to 2.593 – 1103 (33 min)
46 ticks

Continued Reversal to 2.690 – 1239 (129 min)
143 ticks

Notes: We saw a larger gain on the reserve compared to the forecast which caused a healthy short move that fell to reach the S1 Mid Pivot, and extend the LOD. With JOBB and a 10 tick bracket, your short order would have filled around 2.555 with abnormally high 41 ticks of slippage. Then you would have seen it hover just below the fill point for about 15 sec to allow up to 5 ticks to be captured. Then it reversed 19 ticks in 3 min before pulling back 17 ticks in 5 min. After that it reversed 46 ticks in 33 min to the 200 SMA, and another 97 ticks in the next 100 min after crossing the R2 Mid Pivot.

4/30/2015 Weekly Natural Gas Storage Report (1030 EDT)
Forecast: 79B
Actual: 81B
SPIKE WITH 2ND PEAK
Started @ 2.559
1st Peak @ 2.692 – 1030:47 (1 min)
133 ticks

Reversal to 2.658 – 1033 (3 min)
34 ticks

2nd Peak @ 2.713 – 1035 (5 min)
154 ticks

Reversal to 2.677 – 1038 (8 min)
36 ticks

Final Peak @ 2.732 – 1107 (37 min)
173 ticks

Reversal to 2.707 – 1114 (44 min)
25 ticks

Notes: We saw a slightly larger gain on the reserve compared to the forecast which caused a large long move that rose to cross all 3 major SMAs near the origin, the R2 Pivot and extend the HOD. It spiked 72 ticks immediately to the R1 Pivot, then climbed another 61 ticks in the next 46 sec. With JOBB and a 10 tick bracket, your long order would have filled around 2.610 with 41 ticks of slippage. Then you would have seen it continue to step higher slowly until peaking late in the bar. This would have allowed up to 80 ticks to be captured. Then it reversed for 34 ticks in 2 min before climbing for a 2nd peak of 21 more ticks in 2 min. After that it reversed 36 ticks in 3 min before climbing for a final peak of 19 more ticks in 29 min. Then it reversed 25 ticks in 7 min.

5/14/2015 Weekly Natural Gas Storage Report (1030 EDT)
Forecast: 112B
Actual: 111B
SPIKE / REVERSE
Started @ 2.893
1st Peak @ 3.020 – 1031:02 (2 min)
127 ticks

Reversal to 2.976 – 1049 (19 min)
44 ticks

Pullback to 3.011 – 1122 (52 min)
35 ticks

Notes: We saw a near matching gain on the reserve compared to the forecast which caused a large long move that rose 73 ticks immediately to cross the HOD and R1 Mid Pivot. Then it achieved another 54 ticks in the next min to eclipse the R2 Mid Pivot. With JOBB and a 10 tick bracket, your long order would have filled around 2.943 with about 40 ticks of slippage. Then you would have seen it slowly climb until it encountered resistance on the R2 Mid Pivot and chopped. Look to exit there with about 60+ ticks. After that it reversed 44 ticks in 17 min to the R1 Pivot / 20 SMA before pulling back 35 ticks in 33 min to the R2 Mid Pivot.

5/28/2015 Weekly Natural Gas Storage Report (1030 EDT)
Forecast: 95B
Actual: 112B
SPIKE / REVERSE
Started @ 2.790
1st Peak @ 2.708 – 1030:00 (1 min)
82 ticks

Reversal to 2.745 – 1033 (3 min)
37 ticks

Pullback to 2.710 – 1047 (17 min)
35 ticks

Reversal to 2.733 – 1113 (43 min)
30 ticks

Notes: We saw a greater gain on the reserve compared to the forecast which caused a large short move that fell 82 ticks immediately to cross the S3 Mid Pivot. Then it hovered around the pivot for about 10 sec before backing off long. With JOBB and a 10 tick bracket, your short order would have filled around 2.759 with about 31 ticks of slippage. Then you would have seen it chop around the S3 Mid Pivot to allow about 35 ticks to be captured. After that it reversed 37 ticks in 2 min before pulling back 35 ticks in 14 min. Then it reversed 23 ticks in 26 min to the 50 SMA.

6/11/2015 Weekly Natural Gas Storage Report (1030 EDT)
Forecast: 114B
Actual: 111B
INDECISIVE
Started @ 2.887
Whipsaw between 2.919 and 2.884 – 1030:00 (1 min)
35 ticks

Reversal to 2.868 – 1032 (2 min)
51 ticks

Pullback to 2.888 – 1033 (3 min)
20 ticks

Reversal to 2.850 – 1038 (8 min)
38 ticks

Pullback to 2.884 – 1111 (41 min)
34 ticks

Reversal to 2.818 – 1222 (112 min)
66 ticks

Notes: We saw a slightly lesser gain on the reserve compared to the forecast which caused a whipsaw initially that spanned 35 ticks and continued to chop for the first min between the HOD / R1 Mid Pivot and PP Pivot. With JOBB and a 10 tick bracket, your order may have errored out on the setup as the :59 sec bar was volatile. Otherwise it is hard to say where the fill would have been but it is a certainty you would have been stopped for about 20 -25 ticks. It reversed 51 ticks in the next min to the S1 Mid Pivot before pulling back 20 ticks in 1 min to the PP Pivot. Then it reversed 38 ticks in 8 min to the S1 Pivot as it extended the LOD before pulling back 34 ticks in 33 min to the 200 SMA. Finally it reversed 66 ticks in 71 min to the S2 Mid Pivot.