NYMEX Natural Gas Future June 2015

Trading Metrics calculated at close of trading on 23-Mar-2015

Day Change Summary
	Previous	Current
	20-Mar-2015	23-Mar-2015	Change	Change %	Previous Week
Open	2.891	2.787	-0.104	-3.6%	2.790
High	2.971	2.826	-0.145	-4.9%	2.982
Low	2.833	2.764	-0.069	-2.4%	2.754
Close	2.848	2.807	-0.041	-1.4%	2.848
Range	0.138	0.062	-0.076	-55.1%	0.228
ATR	0.117	0.114	-0.002	-2.0%	0.000
Volume	34,321	25,893	-8,428	-24.6%	118,230

Daily Pivots for day following 23-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.985	2.958	2.841
R3	2.923	2.896	2.824
R2	2.861	2.861	2.818
R1	2.834	2.834	2.813	2.848
PP	2.799	2.799	2.799	2.806
S1	2.772	2.772	2.801	2.786
S2	2.737	2.737	2.796
S3	2.675	2.710	2.790
S4	2.613	2.648	2.773

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.545	3.425	2.973
R3	3.317	3.197	2.911
R2	3.089	3.089	2.890
R1	2.969	2.969	2.869	3.029
PP	2.861	2.861	2.861	2.892
S1	2.741	2.741	2.827	2.801
S2	2.633	2.633	2.806
S3	2.405	2.513	2.785
S4	2.177	2.285	2.723

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.982	2.764	0.218	7.8%	0.116	4.1%	20%	False	True	25,699
10	2.982	2.734	0.248	8.8%	0.107	3.8%	29%	False	False	24,821
20	3.026	2.733	0.293	10.4%	0.102	3.6%	25%	False	False	22,355
40	3.096	2.671	0.425	15.1%	0.108	3.9%	32%	False	False	20,666
60	3.229	2.671	0.558	19.9%	0.117	4.2%	24%	False	False	17,657
80	3.773	2.671	1.102	39.3%	0.109	3.9%	12%	False	False	14,224
100	3.872	2.671	1.201	42.8%	0.103	3.7%	11%	False	False	12,149
120	3.885	2.671	1.214	43.2%	0.095	3.4%	11%	False	False	10,432

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.029
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.090
2.618	2.988
1.618	2.926
1.000	2.888
0.618	2.864
HIGH	2.826
0.618	2.802
0.500	2.795
0.382	2.788
LOW	2.764
0.618	2.726
1.000	2.702
1.618	2.664
2.618	2.602
4.250	2.501

Fisher Pivots for day following 23-Mar-2015
Pivot	1 day	3 day
R1	2.803	2.871
PP	2.799	2.849
S1	2.795	2.828

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

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