NYMEX Natural Gas Future August 2015

Trading Metrics calculated at close of trading on 20-Mar-2015

Day Change Summary
	Previous	Current
	19-Mar-2015	20-Mar-2015	Change	Change %	Previous Week
Open	3.023	2.964	-0.059	-2.0%	2.860
High	3.050	3.035	-0.015	-0.5%	3.050
Low	2.914	2.910	-0.004	-0.1%	2.833
Close	2.947	2.924	-0.023	-0.8%	2.924
Range	0.136	0.125	-0.011	-8.1%	0.217
ATR	0.104	0.105	0.002	1.4%	0.000
Volume	14,358	16,504	2,146	14.9%	57,866

Daily Pivots for day following 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.331	3.253	2.993
R3	3.206	3.128	2.958
R2	3.081	3.081	2.947
R1	3.003	3.003	2.935	2.980
PP	2.956	2.956	2.956	2.945
S1	2.878	2.878	2.913	2.855
S2	2.831	2.831	2.901
S3	2.706	2.753	2.890
S4	2.581	2.628	2.855

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.587	3.472	3.043
R3	3.370	3.255	2.984
R2	3.153	3.153	2.964
R1	3.038	3.038	2.944	3.096
PP	2.936	2.936	2.936	2.964
S1	2.821	2.821	2.904	2.879
S2	2.719	2.719	2.884
S3	2.502	2.604	2.864
S4	2.285	2.387	2.805

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.050	2.833	0.217	7.4%	0.108	3.7%	42%	False	False	11,573
10	3.050	2.818	0.232	7.9%	0.102	3.5%	46%	False	False	10,917
20	3.125	2.809	0.316	10.8%	0.095	3.3%	36%	False	False	9,803
40	3.125	2.746	0.379	13.0%	0.096	3.3%	47%	False	False	7,968
60	3.268	2.746	0.522	17.9%	0.105	3.6%	34%	False	False	7,316
80	3.800	2.746	1.054	36.0%	0.098	3.3%	17%	False	False	6,172

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.566
2.618	3.362
1.618	3.237
1.000	3.160
0.618	3.112
HIGH	3.035
0.618	2.987
0.500	2.973
0.382	2.958
LOW	2.910
0.618	2.833
1.000	2.785
1.618	2.708
2.618	2.583
4.250	2.379

Fisher Pivots for day following 20-Mar-2015
Pivot	1 day	3 day
R1	2.973	2.980
PP	2.956	2.961
S1	2.940	2.943

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

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