NYMEX Natural Gas Future March 2015

Trading Metrics calculated at close of trading on 31-Dec-2014

Day Change Summary
	Previous	Current
	30-Dec-2014	31-Dec-2014	Change	Change %	Previous Week
Open	3.164	3.103	-0.061	-1.9%	3.349
High	3.171	3.116	-0.055	-1.7%	3.355
Low	3.082	2.891	-0.191	-6.2%	3.013
Close	3.096	2.896	-0.200	-6.5%	3.041
Range	0.089	0.225	0.136	152.8%	0.342
ATR	0.164	0.169	0.004	2.6%	0.000
Volume	40,261	30,626	-9,635	-23.9%	191,458

Daily Pivots for day following 31-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.643	3.494	3.020
R3	3.418	3.269	2.958
R2	3.193	3.193	2.937
R1	3.044	3.044	2.917	3.006
PP	2.968	2.968	2.968	2.949
S1	2.819	2.819	2.875	2.781
S2	2.743	2.743	2.855
S3	2.518	2.594	2.834
S4	2.293	2.369	2.772

Weekly Pivots for week ending 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.162	3.944	3.229
R3	3.820	3.602	3.135
R2	3.478	3.478	3.104
R1	3.260	3.260	3.072	3.198
PP	3.136	3.136	3.136	3.106
S1	2.918	2.918	3.010	2.856
S2	2.794	2.794	2.978
S3	2.452	2.576	2.947
S4	2.110	2.234	2.853

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.210	2.891	0.319	11.0%	0.149	5.2%	2%	False	True	32,257
10	3.770	2.891	0.879	30.4%	0.152	5.2%	1%	False	True	39,059
20	3.907	2.891	1.016	35.1%	0.154	5.3%	0%	False	True	45,713
40	4.530	2.891	1.639	56.6%	0.170	5.9%	0%	False	True	47,138
60	4.530	2.891	1.639	56.6%	0.145	5.0%	0%	False	True	38,745
80	4.530	2.891	1.639	56.6%	0.131	4.5%	0%	False	True	33,429
100	4.530	2.891	1.639	56.6%	0.120	4.2%	0%	False	True	29,141
120	4.530	2.891	1.639	56.6%	0.112	3.9%	0%	False	True	25,654

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	4.072
2.618	3.705
1.618	3.480
1.000	3.341
0.618	3.255
HIGH	3.116
0.618	3.030
0.500	3.004
0.382	2.977
LOW	2.891
0.618	2.752
1.000	2.666
1.618	2.527
2.618	2.302
4.250	1.935

Fisher Pivots for day following 31-Dec-2014
Pivot	1 day	3 day
R1	3.004	3.045
PP	2.968	2.995
S1	2.932	2.946

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

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