NYMEX Natural Gas Future September 2015

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

Day Change Summary
	Previous	Current
	26-Mar-2015	27-Mar-2015	Change	Change %	Previous Week
Open	2.872	2.818	-0.054	-1.9%	2.871
High	2.887	2.818	-0.069	-2.4%	2.945
Low	2.805	2.758	-0.047	-1.7%	2.758
Close	2.823	2.781	-0.042	-1.5%	2.781
Range	0.082	0.060	-0.022	-26.8%	0.187
ATR	0.097	0.094	-0.002	-2.3%	0.000
Volume	10,796	9,754	-1,042	-9.7%	46,713

Daily Pivots for day following 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.966	2.933	2.814
R3	2.906	2.873	2.798
R2	2.846	2.846	2.792
R1	2.813	2.813	2.787	2.800
PP	2.786	2.786	2.786	2.779
S1	2.753	2.753	2.776	2.740
S2	2.726	2.726	2.770
S3	2.666	2.693	2.765
S4	2.606	2.633	2.748

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.389	3.272	2.884
R3	3.202	3.085	2.832
R2	3.015	3.015	2.815
R1	2.898	2.898	2.798	2.863
PP	2.828	2.828	2.828	2.811
S1	2.711	2.711	2.764	2.676
S2	2.641	2.641	2.747
S3	2.454	2.524	2.730
S4	2.267	2.337	2.678

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.945	2.758	0.187	6.7%	0.065	2.4%	12%	False	True	9,342
10	3.025	2.758	0.267	9.6%	0.084	3.0%	9%	False	True	10,357
20	3.025	2.758	0.267	9.6%	0.082	2.9%	9%	False	True	9,532
40	3.116	2.740	0.376	13.5%	0.092	3.3%	11%	False	False	8,625
60	3.257	2.740	0.517	18.6%	0.104	3.7%	8%	False	False	8,106

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.023
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.073
2.618	2.975
1.618	2.915
1.000	2.878
0.618	2.855
HIGH	2.818
0.618	2.795
0.500	2.788
0.382	2.781
LOW	2.758
0.618	2.721
1.000	2.698
1.618	2.661
2.618	2.601
4.250	2.503

Fisher Pivots for day following 27-Mar-2015
Pivot	1 day	3 day
R1	2.788	2.840
PP	2.786	2.820
S1	2.783	2.801

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

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