NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 11-Mar-2015

Day Change Summary
	Previous	Current
	10-Mar-2015	11-Mar-2015	Change	Change %	Previous Week
Open	2.867	2.891	0.024	0.8%	2.876
High	2.895	2.980	0.085	2.9%	3.013
Low	2.861	2.825	-0.036	-1.3%	2.823
Close	2.888	2.958	0.070	2.4%	2.987
Range	0.034	0.155	0.121	355.9%	0.190
ATR	0.103	0.107	0.004	3.6%	0.000
Volume	23,113	12,980	-10,133	-43.8%	91,143

Daily Pivots for day following 11-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.386	3.327	3.043
R3	3.231	3.172	3.001
R2	3.076	3.076	2.986
R1	3.017	3.017	2.972	3.047
PP	2.921	2.921	2.921	2.936
S1	2.862	2.862	2.944	2.892
S2	2.766	2.766	2.930
S3	2.611	2.707	2.915
S4	2.456	2.552	2.873

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.511	3.439	3.092
R3	3.321	3.249	3.039
R2	3.131	3.131	3.022
R1	3.059	3.059	3.004	3.095
PP	2.941	2.941	2.941	2.959
S1	2.869	2.869	2.970	2.905
S2	2.751	2.751	2.952
S3	2.561	2.679	2.935
S4	2.371	2.489	2.883

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.013	2.825	0.188	6.4%	0.090	3.0%	71%	False	True	18,550
10	3.020	2.823	0.197	6.7%	0.087	2.9%	69%	False	False	19,237
20	3.145	2.823	0.322	10.9%	0.103	3.5%	42%	False	False	24,025
40	3.283	2.770	0.513	17.3%	0.108	3.6%	37%	False	False	21,584

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.639
2.618	3.386
1.618	3.231
1.000	3.135
0.618	3.076
HIGH	2.980
0.618	2.921
0.500	2.903
0.382	2.884
LOW	2.825
0.618	2.729
1.000	2.670
1.618	2.574
2.618	2.419
4.250	2.166

Fisher Pivots for day following 11-Mar-2015
Pivot	1 day	3 day
R1	2.940	2.940
PP	2.921	2.921
S1	2.903	2.903

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

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