NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 04-Mar-2015

Day Change Summary
	Previous	Current
	03-Mar-2015	04-Mar-2015	Change	Change %	Previous Week
Open	2.819	2.881	0.062	2.2%	3.085
High	2.867	2.910	0.043	1.5%	3.116
Low	2.796	2.874	0.078	2.8%	2.828
Close	2.857	2.903	0.046	1.6%	2.870
Range	0.071	0.036	-0.035	-49.3%	0.288
ATR	0.106	0.102	-0.004	-3.6%	0.000
Volume	7,791	5,827	-1,964	-25.2%	44,388

Daily Pivots for day following 04-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.004	2.989	2.923
R3	2.968	2.953	2.913
R2	2.932	2.932	2.910
R1	2.917	2.917	2.906	2.925
PP	2.896	2.896	2.896	2.899
S1	2.881	2.881	2.900	2.889
S2	2.860	2.860	2.896
S3	2.824	2.845	2.893
S4	2.788	2.809	2.883

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	2.994	2.796	0.198	6.8%	0.079	2.7%	54%	False	False	6,758
10	3.116	2.796	0.320	11.0%	0.092	3.2%	33%	False	False	7,716
20	3.116	2.740	0.376	13.0%	0.100	3.4%	43%	False	False	7,663
40	3.257	2.740	0.517	17.8%	0.106	3.7%	32%	False	False	7,629
60	3.623	2.740	0.883	30.4%	0.103	3.5%	18%	False	False	5,891

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Narrowest range in 61 trading days

Fibonacci Retracements and Extensions
4.250	3.063
2.618	3.004
1.618	2.968
1.000	2.946
0.618	2.932
HIGH	2.910
0.618	2.896
0.500	2.892
0.382	2.888
LOW	2.874
0.618	2.852
1.000	2.838
1.618	2.816
2.618	2.780
4.250	2.721

Fisher Pivots for day following 04-Mar-2015
Pivot	1 day	3 day
R1	2.899	2.886
PP	2.896	2.870
S1	2.892	2.853

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

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