NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 27-Feb-2015

Day Change Summary
	Previous	Current
	26-Feb-2015	27-Feb-2015	Change	Change %	Previous Week
Open	2.988	2.842	-0.146	-4.9%	3.085
High	2.994	2.882	-0.112	-3.7%	3.116
Low	2.828	2.830	0.002	0.1%	2.828
Close	2.840	2.870	0.030	1.1%	2.870
Range	0.166	0.052	-0.114	-68.7%	0.288
ATR	0.116	0.111	-0.005	-3.9%	0.000
Volume	7,709	8,443	734	9.5%	44,388

Daily Pivots for day following 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.017	2.995	2.899
R3	2.965	2.943	2.884
R2	2.913	2.913	2.880
R1	2.891	2.891	2.875	2.902
PP	2.861	2.861	2.861	2.866
S1	2.839	2.839	2.865	2.850
S2	2.809	2.809	2.860
S3	2.757	2.787	2.856
S4	2.705	2.735	2.841

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.802	3.624	3.028
R3	3.514	3.336	2.949
R2	3.226	3.226	2.923
R1	3.048	3.048	2.896	2.993
PP	2.938	2.938	2.938	2.911
S1	2.760	2.760	2.844	2.705
S2	2.650	2.650	2.817
S3	2.362	2.472	2.791
S4	2.074	2.184	2.712

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.116	2.828	0.288	10.0%	0.107	3.7%	15%	False	False	8,877
10	3.116	2.828	0.288	10.0%	0.111	3.9%	15%	False	False	8,635
20	3.116	2.740	0.376	13.1%	0.103	3.6%	35%	False	False	7,717
40	3.257	2.740	0.517	18.0%	0.115	4.0%	25%	False	False	7,393

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	3.103
2.618	3.018
1.618	2.966
1.000	2.934
0.618	2.914
HIGH	2.882
0.618	2.862
0.500	2.856
0.382	2.850
LOW	2.830
0.618	2.798
1.000	2.778
1.618	2.746
2.618	2.694
4.250	2.609

Fisher Pivots for day following 27-Feb-2015
Pivot	1 day	3 day
R1	2.865	2.932
PP	2.861	2.911
S1	2.856	2.891

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

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