NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 16-Mar-2015

Day Change Summary
	Previous	Current
	13-Mar-2015	16-Mar-2015	Change	Change %	Previous Week
Open	2.904	2.865	-0.039	-1.3%	2.918
High	2.909	2.907	-0.002	-0.1%	2.999
Low	2.843	2.845	0.002	0.1%	2.825
Close	2.889	2.878	-0.011	-0.4%	2.889
Range	0.066	0.062	-0.004	-6.1%	0.174
ATR	0.104	0.101	-0.003	-2.9%	0.000
Volume	26,930	16,144	-10,786	-40.1%	107,977

Daily Pivots for day following 16-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.063	3.032	2.912
R3	3.001	2.970	2.895
R2	2.939	2.939	2.889
R1	2.908	2.908	2.884	2.924
PP	2.877	2.877	2.877	2.884
S1	2.846	2.846	2.872	2.862
S2	2.815	2.815	2.867
S3	2.753	2.784	2.861
S4	2.691	2.722	2.844

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.426	3.332	2.985
R3	3.252	3.158	2.937
R2	3.078	3.078	2.921
R1	2.984	2.984	2.905	2.944
PP	2.904	2.904	2.904	2.885
S1	2.810	2.810	2.873	2.770
S2	2.730	2.730	2.857
S3	2.556	2.636	2.841
S4	2.382	2.462	2.793

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.999	2.825	0.174	6.0%	0.087	3.0%	30%	False	False	21,109
10	3.013	2.825	0.188	6.5%	0.080	2.8%	28%	False	False	20,299
20	3.145	2.823	0.322	11.2%	0.095	3.3%	17%	False	False	23,178
40	3.162	2.770	0.392	13.6%	0.101	3.5%	28%	False	False	21,626

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.171
2.618	3.069
1.618	3.007
1.000	2.969
0.618	2.945
HIGH	2.907
0.618	2.883
0.500	2.876
0.382	2.869
LOW	2.845
0.618	2.807
1.000	2.783
1.618	2.745
2.618	2.683
4.250	2.582

Fisher Pivots for day following 16-Mar-2015
Pivot	1 day	3 day
R1	2.877	2.921
PP	2.877	2.907
S1	2.876	2.892

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

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