NYMEX Natural Gas Future January 2015

Trading Metrics calculated at close of trading on 05-Dec-2014

Day Change Summary
	Previous	Current
	04-Dec-2014	05-Dec-2014	Change	Change %	Previous Week
Open	3.787	3.676	-0.111	-2.9%	3.975
High	3.808	3.824	0.016	0.4%	4.041
Low	3.638	3.664	0.026	0.7%	3.638
Close	3.649	3.802	0.153	4.2%	3.802
Range	0.170	0.160	-0.010	-5.9%	0.403
ATR	0.190	0.189	-0.001	-0.5%	0.000
Volume	143,648	162,625	18,977	13.2%	763,659

Daily Pivots for day following 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.243	4.183	3.890
R3	4.083	4.023	3.846
R2	3.923	3.923	3.831
R1	3.863	3.863	3.817	3.893
PP	3.763	3.763	3.763	3.779
S1	3.703	3.703	3.787	3.733
S2	3.603	3.603	3.773
S3	3.443	3.543	3.758
S4	3.283	3.383	3.714

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.036	4.822	4.024
R3	4.633	4.419	3.913
R2	4.230	4.230	3.876
R1	4.016	4.016	3.839	3.922
PP	3.827	3.827	3.827	3.780
S1	3.613	3.613	3.765	3.519
S2	3.424	3.424	3.728
S3	3.021	3.210	3.691
S4	2.618	2.807	3.580

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.041	3.638	0.403	10.6%	0.144	3.8%	41%	False	False	152,731
10	4.689	3.638	1.051	27.6%	0.188	5.0%	16%	False	False	141,949
20	4.689	3.638	1.051	27.6%	0.197	5.2%	16%	False	False	126,205
40	4.689	3.638	1.051	27.6%	0.155	4.1%	16%	False	False	86,552
60	4.689	3.638	1.051	27.6%	0.137	3.6%	16%	False	False	67,641
80	4.689	3.638	1.051	27.6%	0.127	3.3%	16%	False	False	56,389
100	4.689	3.638	1.051	27.6%	0.119	3.1%	16%	False	False	48,834
120	4.915	3.638	1.277	33.6%	0.113	3.0%	13%	False	False	42,827

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.037
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.504
2.618	4.243
1.618	4.083
1.000	3.984
0.618	3.923
HIGH	3.824
0.618	3.763
0.500	3.744
0.382	3.725
LOW	3.664
0.618	3.565
1.000	3.504
1.618	3.405
2.618	3.245
4.250	2.984

Fisher Pivots for day following 05-Dec-2014
Pivot	1 day	3 day
R1	3.783	3.785
PP	3.763	3.769
S1	3.744	3.752

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

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