NYMEX Natural Gas Future September 2015

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

Day Change Summary
	Previous	Current
	24-Apr-2015	27-Apr-2015	Change	Change %	Previous Week
Open	2.671	2.640	-0.031	-1.2%	2.730
High	2.697	2.640	-0.057	-2.1%	2.764
Low	2.662	2.589	-0.073	-2.7%	2.662
Close	2.674	2.617	-0.057	-2.1%	2.674
Range	0.035	0.051	0.016	45.7%	0.102
ATR	0.077	0.078	0.001	0.7%	0.000
Volume	20,712	9,515	-11,197	-54.1%	63,520

Daily Pivots for day following 27-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.768	2.744	2.645
R3	2.717	2.693	2.631
R2	2.666	2.666	2.626
R1	2.642	2.642	2.622	2.629
PP	2.615	2.615	2.615	2.609
S1	2.591	2.591	2.612	2.578
S2	2.564	2.564	2.608
S3	2.513	2.540	2.603
S4	2.462	2.489	2.589

Weekly Pivots for week ending 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.006	2.942	2.730
R3	2.904	2.840	2.702
R2	2.802	2.802	2.693
R1	2.738	2.738	2.683	2.719
PP	2.700	2.700	2.700	2.691
S1	2.636	2.636	2.665	2.617
S2	2.598	2.598	2.655
S3	2.496	2.534	2.646
S4	2.394	2.432	2.618

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.764	2.589	0.175	6.7%	0.054	2.1%	16%	False	True	12,967
10	2.810	2.589	0.221	8.4%	0.067	2.6%	13%	False	True	14,335
20	2.852	2.589	0.263	10.0%	0.067	2.5%	11%	False	True	12,514
40	3.025	2.589	0.436	16.7%	0.074	2.8%	6%	False	True	11,023
60	3.116	2.589	0.527	20.1%	0.084	3.2%	5%	False	True	9,921
80	3.257	2.589	0.668	25.5%	0.094	3.6%	4%	False	True	9,208

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.857
2.618	2.774
1.618	2.723
1.000	2.691
0.618	2.672
HIGH	2.640
0.618	2.621
0.500	2.615
0.382	2.608
LOW	2.589
0.618	2.557
1.000	2.538
1.618	2.506
2.618	2.455
4.250	2.372

Fisher Pivots for day following 27-Apr-2015
Pivot	1 day	3 day
R1	2.616	2.666
PP	2.615	2.650
S1	2.615	2.633

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

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