NYMEX Natural Gas Future May 2015

Trading Metrics calculated at close of trading on 16-Mar-2015

Day Change Summary
	Previous	Current
	13-Mar-2015	16-Mar-2015	Change	Change %	Previous Week
Open	2.779	2.731	-0.048	-1.7%	2.809
High	2.789	2.774	-0.015	-0.5%	2.889
Low	2.706	2.707	0.001	0.0%	2.693
Close	2.756	2.739	-0.017	-0.6%	2.756
Range	0.083	0.067	-0.016	-19.3%	0.196
ATR	0.119	0.115	-0.004	-3.1%	0.000
Volume	52,259	58,679	6,420	12.3%	343,250

Daily Pivots for day following 16-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.941	2.907	2.776
R3	2.874	2.840	2.757
R2	2.807	2.807	2.751
R1	2.773	2.773	2.745	2.790
PP	2.740	2.740	2.740	2.749
S1	2.706	2.706	2.733	2.723
S2	2.673	2.673	2.727
S3	2.606	2.639	2.721
S4	2.539	2.572	2.702

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.367	3.258	2.864
R3	3.171	3.062	2.810
R2	2.975	2.975	2.792
R1	2.866	2.866	2.774	2.823
PP	2.779	2.779	2.779	2.758
S1	2.670	2.670	2.738	2.627
S2	2.583	2.583	2.720
S3	2.387	2.474	2.702
S4	2.191	2.278	2.648

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.889	2.693	0.196	7.2%	0.103	3.8%	23%	False	False	68,976
10	2.900	2.685	0.215	7.8%	0.097	3.5%	25%	False	False	55,013
20	3.068	2.685	0.383	14.0%	0.112	4.1%	14%	False	False	49,300
40	3.080	2.620	0.460	16.8%	0.116	4.3%	26%	False	False	44,009
60	3.471	2.620	0.851	31.1%	0.122	4.5%	14%	False	False	35,535
80	3.782	2.620	1.162	42.4%	0.115	4.2%	10%	False	False	30,233
100	3.853	2.620	1.233	45.0%	0.107	3.9%	10%	False	False	26,182
120	3.880	2.620	1.260	46.0%	0.099	3.6%	9%	False	False	22,586

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.059
2.618	2.949
1.618	2.882
1.000	2.841
0.618	2.815
HIGH	2.774
0.618	2.748
0.500	2.741
0.382	2.733
LOW	2.707
0.618	2.666
1.000	2.640
1.618	2.599
2.618	2.532
4.250	2.422

Fisher Pivots for day following 16-Mar-2015
Pivot	1 day	3 day
R1	2.741	2.798
PP	2.740	2.778
S1	2.740	2.759

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

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