NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 26-Mar-2015

Day Change Summary
	Previous	Current
	25-Mar-2015	26-Mar-2015	Change	Change %	Previous Week
Open	2.895	2.872	-0.023	-0.8%	2.849
High	2.921	2.887	-0.034	-1.2%	3.025
Low	2.853	2.805	-0.048	-1.7%	2.824
Close	2.870	2.823	-0.047	-1.6%	2.918
Range	0.068	0.082	0.014	20.6%	0.201
ATR	0.098	0.097	-0.001	-1.2%	0.000
Volume	6,559	10,796	4,237	64.6%	56,857

Daily Pivots for day following 26-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.084	3.036	2.868
R3	3.002	2.954	2.846
R2	2.920	2.920	2.838
R1	2.872	2.872	2.831	2.855
PP	2.838	2.838	2.838	2.830
S1	2.790	2.790	2.815	2.773
S2	2.756	2.756	2.808
S3	2.674	2.708	2.800
S4	2.592	2.626	2.778

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	2.805	0.220	7.8%	0.078	2.8%	8%	False	True	10,374
10	3.025	2.805	0.220	7.8%	0.084	3.0%	8%	False	True	10,722
20	3.025	2.796	0.229	8.1%	0.082	2.9%	12%	False	False	9,466
40	3.116	2.740	0.376	13.3%	0.096	3.4%	22%	False	False	8,548
60	3.257	2.740	0.517	18.3%	0.104	3.7%	16%	False	False	7,991

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.023
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.236
2.618	3.102
1.618	3.020
1.000	2.969
0.618	2.938
HIGH	2.887
0.618	2.856
0.500	2.846
0.382	2.836
LOW	2.805
0.618	2.754
1.000	2.723
1.618	2.672
2.618	2.590
4.250	2.457

Fisher Pivots for day following 26-Mar-2015
Pivot	1 day	3 day
R1	2.846	2.875
PP	2.838	2.858
S1	2.831	2.840

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

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