NYMEX Natural Gas Future May 2015

Trading Metrics calculated at close of trading on 24-Mar-2015

Day Change Summary
	Previous	Current
	23-Mar-2015	24-Mar-2015	Change	Change %	Previous Week
Open	2.738	2.774	0.036	1.3%	2.731
High	2.782	2.833	0.051	1.8%	2.949
Low	2.717	2.760	0.043	1.6%	2.707
Close	2.760	2.810	0.050	1.8%	2.803
Range	0.065	0.073	0.008	12.3%	0.242
ATR	0.121	0.117	-0.003	-2.8%	0.000
Volume	99,848	84,656	-15,192	-15.2%	464,737

Daily Pivots for day following 24-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.020	2.988	2.850
R3	2.947	2.915	2.830
R2	2.874	2.874	2.823
R1	2.842	2.842	2.817	2.858
PP	2.801	2.801	2.801	2.809
S1	2.769	2.769	2.803	2.785
S2	2.728	2.728	2.797
S3	2.655	2.696	2.790
S4	2.582	2.623	2.770

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.546	3.416	2.936
R3	3.304	3.174	2.870
R2	3.062	3.062	2.847
R1	2.932	2.932	2.825	2.997
PP	2.820	2.820	2.820	2.852
S1	2.690	2.690	2.781	2.755
S2	2.578	2.578	2.759
S3	2.336	2.448	2.736
S4	2.094	2.206	2.670

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.949	2.717	0.232	8.3%	0.118	4.2%	40%	False	False	96,731
10	2.949	2.693	0.256	9.1%	0.117	4.2%	46%	False	False	85,151
20	2.970	2.685	0.285	10.1%	0.107	3.8%	44%	False	False	64,015
40	3.068	2.620	0.448	15.9%	0.114	4.1%	42%	False	False	54,262
60	3.200	2.620	0.580	20.6%	0.124	4.4%	33%	False	False	43,983
80	3.775	2.620	1.155	41.1%	0.116	4.1%	16%	False	False	36,448
100	3.853	2.620	1.233	43.9%	0.111	3.9%	15%	False	False	31,768
120	3.865	2.620	1.245	44.3%	0.103	3.7%	15%	False	False	27,330

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.143
2.618	3.024
1.618	2.951
1.000	2.906
0.618	2.878
HIGH	2.833
0.618	2.805
0.500	2.797
0.382	2.788
LOW	2.760
0.618	2.715
1.000	2.687
1.618	2.642
2.618	2.569
4.250	2.450

Fisher Pivots for day following 24-Mar-2015
Pivot	1 day	3 day
R1	2.806	2.825
PP	2.801	2.820
S1	2.797	2.815

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

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