NYMEX Natural Gas Future February 2015

Trading Metrics calculated at close of trading on 26-Dec-2014

Day Change Summary
	Previous	Current
	24-Dec-2014	26-Dec-2014	Change	Change %	Previous Week
Open	3.196	3.122	-0.074	-2.3%	3.400
High	3.215	3.142	-0.073	-2.3%	3.400
Low	3.043	3.007	-0.036	-1.2%	3.007
Close	3.072	3.033	-0.039	-1.3%	3.033
Range	0.172	0.135	-0.037	-21.5%	0.393
ATR	0.181	0.178	-0.003	-1.8%	0.000
Volume	61,286	55,298	-5,988	-9.8%	302,787

Daily Pivots for day following 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.466	3.384	3.107
R3	3.331	3.249	3.070
R2	3.196	3.196	3.058
R1	3.114	3.114	3.045	3.088
PP	3.061	3.061	3.061	3.047
S1	2.979	2.979	3.021	2.953
S2	2.926	2.926	3.008
S3	2.791	2.844	2.996
S4	2.656	2.709	2.959

Weekly Pivots for week ending 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.326	4.072	3.249
R3	3.933	3.679	3.141
R2	3.540	3.540	3.105
R1	3.286	3.286	3.069	3.217
PP	3.147	3.147	3.147	3.112
S1	2.893	2.893	2.997	2.824
S2	2.754	2.754	2.961
S3	2.361	2.500	2.925
S4	1.968	2.107	2.817

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.704	3.007	0.697	23.0%	0.179	5.9%	4%	False	True	75,648
10	3.950	3.007	0.943	31.1%	0.173	5.7%	3%	False	True	69,733
20	4.350	3.007	1.343	44.3%	0.165	5.4%	2%	False	True	56,704
40	4.639	3.007	1.632	53.8%	0.174	5.7%	2%	False	True	43,725
60	4.639	3.007	1.632	53.8%	0.147	4.9%	2%	False	True	33,034
80	4.639	3.007	1.632	53.8%	0.133	4.4%	2%	False	True	26,760
100	4.639	3.007	1.632	53.8%	0.124	4.1%	2%	False	True	22,283
120	4.639	3.007	1.632	53.8%	0.115	3.8%	2%	False	True	19,082

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.716
2.618	3.495
1.618	3.360
1.000	3.277
0.618	3.225
HIGH	3.142
0.618	3.090
0.500	3.075
0.382	3.059
LOW	3.007
0.618	2.924
1.000	2.872
1.618	2.789
2.618	2.654
4.250	2.433

Fisher Pivots for day following 26-Dec-2014
Pivot	1 day	3 day
R1	3.075	3.141
PP	3.061	3.105
S1	3.047	3.069

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

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