NYMEX Natural Gas Future February 2015

Trading Metrics calculated at close of trading on 28-Jan-2015

Day Change Summary
	Previous	Current
	27-Jan-2015	28-Jan-2015	Change	Change %	Previous Week
Open	2.895	2.917	0.022	0.8%	3.045
High	3.005	2.930	-0.075	-2.5%	3.048
Low	2.888	2.828	-0.060	-2.1%	2.766
Close	2.981	2.866	-0.115	-3.9%	2.986
Range	0.117	0.102	-0.015	-12.8%	0.282
ATR	0.200	0.196	-0.003	-1.7%	0.000
Volume	55,623	12,652	-42,971	-77.3%	602,217

Daily Pivots for day following 28-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.181	3.125	2.922
R3	3.079	3.023	2.894
R2	2.977	2.977	2.885
R1	2.921	2.921	2.875	2.898
PP	2.875	2.875	2.875	2.863
S1	2.819	2.819	2.857	2.796
S2	2.773	2.773	2.847
S3	2.671	2.717	2.838
S4	2.569	2.615	2.810

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.779	3.665	3.141
R3	3.497	3.383	3.064
R2	3.215	3.215	3.038
R1	3.101	3.101	3.012	3.017
PP	2.933	2.933	2.933	2.892
S1	2.819	2.819	2.960	2.735
S2	2.651	2.651	2.934
S3	2.369	2.537	2.908
S4	2.087	2.255	2.831

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.048	2.766	0.282	9.8%	0.151	5.3%	35%	False	False	79,874
10	3.352	2.766	0.586	20.4%	0.203	7.1%	17%	False	False	133,777
20	3.352	2.766	0.586	20.4%	0.194	6.8%	17%	False	False	127,178
40	4.040	2.766	1.274	44.5%	0.177	6.2%	8%	False	False	93,595
60	4.639	2.766	1.873	65.4%	0.182	6.3%	5%	False	False	72,746
80	4.639	2.766	1.873	65.4%	0.159	5.6%	5%	False	False	57,558
100	4.639	2.766	1.873	65.4%	0.146	5.1%	5%	False	False	47,678
120	4.639	2.766	1.873	65.4%	0.136	4.8%	5%	False	False	40,507

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	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	3.364
2.618	3.197
1.618	3.095
1.000	3.032
0.618	2.993
HIGH	2.930
0.618	2.891
0.500	2.879
0.382	2.867
LOW	2.828
0.618	2.765
1.000	2.726
1.618	2.663
2.618	2.561
4.250	2.395

Fisher Pivots for day following 28-Jan-2015
Pivot	1 day	3 day
R1	2.879	2.917
PP	2.875	2.900
S1	2.870	2.883

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

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