NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 31-Mar-2015

Day Change Summary
	Previous	Current
	30-Mar-2015	31-Mar-2015	Change	Change %	Previous Week
Open	2.802	2.806	0.004	0.1%	2.887
High	2.831	2.845	0.014	0.5%	2.977
Low	2.780	2.795	0.015	0.5%	2.786
Close	2.812	2.814	0.002	0.1%	2.809
Range	0.051	0.050	-0.001	-2.0%	0.191
ATR	0.093	0.090	-0.003	-3.3%	0.000
Volume	12,192	9,802	-2,390	-19.6%	104,576

Daily Pivots for day following 31-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.968	2.941	2.842
R3	2.918	2.891	2.828
R2	2.868	2.868	2.823
R1	2.841	2.841	2.819	2.855
PP	2.818	2.818	2.818	2.825
S1	2.791	2.791	2.809	2.805
S2	2.768	2.768	2.805
S3	2.718	2.741	2.800
S4	2.668	2.691	2.787

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.430	3.311	2.914
R3	3.239	3.120	2.862
R2	3.048	3.048	2.844
R1	2.929	2.929	2.827	2.893
PP	2.857	2.857	2.857	2.840
S1	2.738	2.738	2.791	2.702
S2	2.666	2.666	2.774
S3	2.475	2.547	2.756
S4	2.284	2.356	2.704

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.953	2.780	0.173	6.1%	0.064	2.3%	20%	False	False	15,735
10	3.045	2.780	0.265	9.4%	0.082	2.9%	13%	False	False	22,043
20	3.045	2.780	0.265	9.4%	0.081	2.9%	13%	False	False	20,732
40	3.145	2.770	0.375	13.3%	0.093	3.3%	12%	False	False	21,938
60	3.283	2.770	0.513	18.2%	0.103	3.7%	9%	False	False	20,728

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	3.058
2.618	2.976
1.618	2.926
1.000	2.895
0.618	2.876
HIGH	2.845
0.618	2.826
0.500	2.820
0.382	2.814
LOW	2.795
0.618	2.764
1.000	2.745
1.618	2.714
2.618	2.664
4.250	2.583

Fisher Pivots for day following 31-Mar-2015
Pivot	1 day	3 day
R1	2.820	2.814
PP	2.818	2.813
S1	2.816	2.813

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

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