NYMEX Natural Gas Future August 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Mar-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Mar-2015 | 03-Mar-2015 | Change | Change % | Previous Week |  
                        | Open | 2.859 | 2.829 | -0.030 | -1.0% | 3.100 |  
                        | High | 2.902 | 2.871 | -0.031 | -1.1% | 3.125 |  
                        | Low | 2.831 | 2.809 | -0.022 | -0.8% | 2.839 |  
                        | Close | 2.849 | 2.865 | 0.016 | 0.6% | 2.880 |  
                        | Range | 0.071 | 0.062 | -0.009 | -12.7% | 0.286 |  
                        | ATR | 0.107 | 0.104 | -0.003 | -3.0% | 0.000 |  
                        | Volume | 5,288 | 6,352 | 1,064 | 20.1% | 55,004 |  | 
    
| 
        
            | Daily Pivots for day following 03-Mar-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.034 | 3.012 | 2.899 |  |  
                | R3 | 2.972 | 2.950 | 2.882 |  |  
                | R2 | 2.910 | 2.910 | 2.876 |  |  
                | R1 | 2.888 | 2.888 | 2.871 | 2.899 |  
                | PP | 2.848 | 2.848 | 2.848 | 2.854 |  
                | S1 | 2.826 | 2.826 | 2.859 | 2.837 |  
                | S2 | 2.786 | 2.786 | 2.854 |  |  
                | S3 | 2.724 | 2.764 | 2.848 |  |  
                | S4 | 2.662 | 2.702 | 2.831 |  |  | 
        
            | Weekly Pivots for week ending 27-Feb-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.806 | 3.629 | 3.037 |  |  
                | R3 | 3.520 | 3.343 | 2.959 |  |  
                | R2 | 3.234 | 3.234 | 2.932 |  |  
                | R1 | 3.057 | 3.057 | 2.906 | 3.003 |  
                | PP | 2.948 | 2.948 | 2.948 | 2.921 |  
                | S1 | 2.771 | 2.771 | 2.854 | 2.717 |  
                | S2 | 2.662 | 2.662 | 2.828 |  |  
                | S3 | 2.376 | 2.485 | 2.801 |  |  
                | S4 | 2.090 | 2.199 | 2.723 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3.050 | 2.809 | 0.241 | 8.4% | 0.089 | 3.1% | 23% | False | True | 8,802 |  
                | 10 | 3.125 | 2.809 | 0.316 | 11.0% | 0.094 | 3.3% | 18% | False | True | 9,172 |  
                | 20 | 3.125 | 2.746 | 0.379 | 13.2% | 0.099 | 3.5% | 31% | False | False | 7,682 |  
                | 40 | 3.268 | 2.746 | 0.522 | 18.2% | 0.109 | 3.8% | 23% | False | False | 7,063 |  
                | 60 | 3.639 | 2.746 | 0.893 | 31.2% | 0.101 | 3.5% | 13% | False | False | 5,821 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.135 |  
            | 2.618 | 3.033 |  
            | 1.618 | 2.971 |  
            | 1.000 | 2.933 |  
            | 0.618 | 2.909 |  
            | HIGH | 2.871 |  
            | 0.618 | 2.847 |  
            | 0.500 | 2.840 |  
            | 0.382 | 2.833 |  
            | LOW | 2.809 |  
            | 0.618 | 2.771 |  
            | 1.000 | 2.747 |  
            | 1.618 | 2.709 |  
            | 2.618 | 2.647 |  
            | 4.250 | 2.546 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Mar-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 2.857 | 2.862 |  
                                | PP | 2.848 | 2.859 |  
                                | S1 | 2.840 | 2.856 |  |