NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 05-Mar-2015

Day Change Summary
	Previous	Current
	04-Mar-2015	05-Mar-2015	Change	Change %	Previous Week
Open	2.881	2.911	0.030	1.0%	3.085
High	2.910	2.982	0.072	2.5%	3.116
Low	2.874	2.885	0.011	0.4%	2.828
Close	2.903	2.966	0.063	2.2%	2.870
Range	0.036	0.097	0.061	169.4%	0.288
ATR	0.102	0.102	0.000	-0.4%	0.000
Volume	5,827	6,352	525	9.0%	44,388

Daily Pivots for day following 05-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.235	3.198	3.019
R3	3.138	3.101	2.993
R2	3.041	3.041	2.984
R1	3.004	3.004	2.975	3.023
PP	2.944	2.944	2.944	2.954
S1	2.907	2.907	2.957	2.926
S2	2.847	2.847	2.948
S3	2.750	2.810	2.939
S4	2.653	2.713	2.913

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	2.982	2.796	0.186	6.3%	0.065	2.2%	91%	True	False	6,487
10	3.116	2.796	0.320	10.8%	0.094	3.2%	53%	False	False	7,697
20	3.116	2.740	0.376	12.7%	0.100	3.4%	60%	False	False	7,767
40	3.257	2.740	0.517	17.4%	0.106	3.6%	44%	False	False	7,636
60	3.623	2.740	0.883	29.8%	0.103	3.5%	26%	False	False	5,960

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.394
2.618	3.236
1.618	3.139
1.000	3.079
0.618	3.042
HIGH	2.982
0.618	2.945
0.500	2.934
0.382	2.922
LOW	2.885
0.618	2.825
1.000	2.788
1.618	2.728
2.618	2.631
4.250	2.473

Fisher Pivots for day following 05-Mar-2015
Pivot	1 day	3 day
R1	2.955	2.940
PP	2.944	2.915
S1	2.934	2.889

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

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