NYMEX Natural Gas Future February 2015

Trading Metrics calculated at close of trading on 12-Jan-2015

Day Change Summary
	Previous	Current
	09-Jan-2015	12-Jan-2015	Change	Change %	Previous Week
Open	2.959	2.917	-0.042	-1.4%	3.076
High	2.990	2.934	-0.056	-1.9%	3.176
Low	2.888	2.783	-0.105	-3.6%	2.811
Close	2.946	2.795	-0.151	-5.1%	2.946
Range	0.102	0.151	0.049	48.0%	0.365
ATR	0.182	0.181	-0.001	-0.8%	0.000
Volume	107,333	130,404	23,071	21.5%	643,077

Daily Pivots for day following 12-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.290	3.194	2.878
R3	3.139	3.043	2.837
R2	2.988	2.988	2.823
R1	2.892	2.892	2.809	2.865
PP	2.837	2.837	2.837	2.824
S1	2.741	2.741	2.781	2.714
S2	2.686	2.686	2.767
S3	2.535	2.590	2.753
S4	2.384	2.439	2.712

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	4.073	3.874	3.147
R3	3.708	3.509	3.046
R2	3.343	3.343	3.013
R1	3.144	3.144	2.979	3.061
PP	2.978	2.978	2.978	2.936
S1	2.779	2.779	2.913	2.696
S2	2.613	2.613	2.879
S3	2.248	2.414	2.846
S4	1.883	2.049	2.745

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.012	2.783	0.229	8.2%	0.147	5.3%	5%	False	True	126,339
10	3.211	2.783	0.428	15.3%	0.184	6.6%	3%	False	True	115,901
20	3.950	2.783	1.167	41.8%	0.179	6.4%	1%	False	True	92,817
40	4.639	2.783	1.856	66.4%	0.180	6.4%	1%	False	True	65,180
60	4.639	2.783	1.856	66.4%	0.162	5.8%	1%	False	True	50,379
80	4.639	2.783	1.856	66.4%	0.145	5.2%	1%	False	True	40,243
100	4.639	2.783	1.856	66.4%	0.134	4.8%	1%	False	True	33,528
120	4.639	2.783	1.856	66.4%	0.125	4.5%	1%	False	True	28,465

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.043
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.576
2.618	3.329
1.618	3.178
1.000	3.085
0.618	3.027
HIGH	2.934
0.618	2.876
0.500	2.859
0.382	2.841
LOW	2.783
0.618	2.690
1.000	2.632
1.618	2.539
2.618	2.388
4.250	2.141

Fisher Pivots for day following 12-Jan-2015
Pivot	1 day	3 day
R1	2.859	2.887
PP	2.837	2.856
S1	2.816	2.826

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

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