NYMEX Natural Gas Future May 2015

Trading Metrics calculated at close of trading on 26-Mar-2015

Day Change Summary
	Previous	Current
	25-Mar-2015	26-Mar-2015	Change	Change %	Previous Week
Open	2.806	2.749	-0.057	-2.0%	2.731
High	2.813	2.775	-0.038	-1.4%	2.949
Low	2.732	2.667	-0.065	-2.4%	2.707
Close	2.740	2.688	-0.052	-1.9%	2.803
Range	0.081	0.108	0.027	33.3%	0.242
ATR	0.115	0.114	0.000	-0.4%	0.000
Volume	86,440	126,227	39,787	46.0%	464,737

Daily Pivots for day following 26-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.034	2.969	2.747
R3	2.926	2.861	2.718
R2	2.818	2.818	2.708
R1	2.753	2.753	2.698	2.732
PP	2.710	2.710	2.710	2.699
S1	2.645	2.645	2.678	2.624
S2	2.602	2.602	2.668
S3	2.494	2.537	2.658
S4	2.386	2.429	2.629

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	2.933	2.667	0.266	9.9%	0.095	3.5%	8%	False	True	97,648
10	2.949	2.667	0.282	10.5%	0.105	3.9%	7%	False	True	91,416
20	2.949	2.667	0.282	10.5%	0.101	3.8%	7%	False	True	71,249
40	3.068	2.620	0.448	16.7%	0.115	4.3%	15%	False	False	58,375
60	3.200	2.620	0.580	21.6%	0.123	4.6%	12%	False	False	47,163
80	3.632	2.620	1.012	37.6%	0.116	4.3%	7%	False	False	38,874
100	3.853	2.620	1.233	45.9%	0.111	4.1%	6%	False	False	33,784
120	3.853	2.620	1.233	45.9%	0.103	3.8%	6%	False	False	28,976

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.027
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.234
2.618	3.058
1.618	2.950
1.000	2.883
0.618	2.842
HIGH	2.775
0.618	2.734
0.500	2.721
0.382	2.708
LOW	2.667
0.618	2.600
1.000	2.559
1.618	2.492
2.618	2.384
4.250	2.208

Fisher Pivots for day following 26-Mar-2015
Pivot	1 day	3 day
R1	2.721	2.750
PP	2.710	2.729
S1	2.699	2.709

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

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