NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 24-Mar-2015

Day Change Summary
	Previous	Current
	23-Mar-2015	24-Mar-2015	Change	Change %	Previous Week
Open	2.871	2.901	0.030	1.0%	2.849
High	2.898	2.945	0.047	1.6%	3.025
Low	2.836	2.890	0.054	1.9%	2.824
Close	2.882	2.927	0.045	1.6%	2.918
Range	0.062	0.055	-0.007	-11.3%	0.201
ATR	0.102	0.100	-0.003	-2.7%	0.000
Volume	10,009	9,595	-414	-4.1%	56,857

Daily Pivots for day following 24-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.086	3.061	2.957
R3	3.031	3.006	2.942
R2	2.976	2.976	2.937
R1	2.951	2.951	2.932	2.964
PP	2.921	2.921	2.921	2.927
S1	2.896	2.896	2.922	2.909
S2	2.866	2.866	2.917
S3	2.811	2.841	2.912
S4	2.756	2.786	2.897

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.525	3.423	3.029
R3	3.324	3.222	2.973
R2	3.123	3.123	2.955
R1	3.021	3.021	2.936	3.072
PP	2.922	2.922	2.922	2.948
S1	2.820	2.820	2.900	2.871
S2	2.721	2.721	2.881
S3	2.520	2.619	2.863
S4	2.319	2.418	2.807

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.025	2.836	0.189	6.5%	0.096	3.3%	48%	False	False	12,390
10	3.025	2.796	0.229	7.8%	0.097	3.3%	57%	False	False	11,009
20	3.035	2.796	0.239	8.2%	0.087	3.0%	55%	False	False	9,292
40	3.116	2.740	0.376	12.8%	0.095	3.2%	50%	False	False	8,380
60	3.257	2.740	0.517	17.7%	0.104	3.6%	36%	False	False	7,786

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	0.028
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	3.179
2.618	3.089
1.618	3.034
1.000	3.000
0.618	2.979
HIGH	2.945
0.618	2.924
0.500	2.918
0.382	2.911
LOW	2.890
0.618	2.856
1.000	2.835
1.618	2.801
2.618	2.746
4.250	2.656

Fisher Pivots for day following 24-Mar-2015
Pivot	1 day	3 day
R1	2.924	2.931
PP	2.921	2.929
S1	2.918	2.928

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

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