NYMEX Natural Gas Future March 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	2.956	2.916	-0.040	-1.4%	3.075
High	2.986	2.933	-0.053	-1.8%	3.154
Low	2.887	2.781	-0.106	-3.7%	2.803
Close	2.947	2.795	-0.152	-5.2%	2.947
Range	0.099	0.152	0.053	53.5%	0.351
ATR	0.173	0.173	-0.001	-0.3%	0.000
Volume	89,627	80,620	-9,007	-10.0%	304,155

Daily Pivots for day following 12-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.292	3.196	2.879
R3	3.140	3.044	2.837
R2	2.988	2.988	2.823
R1	2.892	2.892	2.809	2.864
PP	2.836	2.836	2.836	2.823
S1	2.740	2.740	2.781	2.712
S2	2.684	2.684	2.767
S3	2.532	2.588	2.753
S4	2.380	2.436	2.711

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	4.021	3.835	3.140
R3	3.670	3.484	3.044
R2	3.319	3.319	3.011
R1	3.133	3.133	2.979	3.051
PP	2.968	2.968	2.968	2.927
S1	2.782	2.782	2.915	2.700
S2	2.617	2.617	2.883
S3	2.266	2.431	2.850
S4	1.915	2.080	2.754

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.996	2.781	0.215	7.7%	0.144	5.1%	7%	False	True	67,606
10	3.199	2.781	0.418	15.0%	0.174	6.2%	3%	False	True	52,985
20	3.907	2.781	1.126	40.3%	0.168	6.0%	1%	False	True	49,081
40	4.530	2.781	1.749	62.6%	0.171	6.1%	1%	False	True	48,132
60	4.530	2.781	1.749	62.6%	0.156	5.6%	1%	False	True	43,547
80	4.530	2.781	1.749	62.6%	0.140	5.0%	1%	False	True	37,536
100	4.530	2.781	1.749	62.6%	0.128	4.6%	1%	False	True	32,818
120	4.530	2.781	1.749	62.6%	0.119	4.3%	1%	False	True	28,852

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	0.037
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.579
2.618	3.331
1.618	3.179
1.000	3.085
0.618	3.027
HIGH	2.933
0.618	2.875
0.500	2.857
0.382	2.839
LOW	2.781
0.618	2.687
1.000	2.629
1.618	2.535
2.618	2.383
4.250	2.135

Fisher Pivots for day following 12-Jan-2015
Pivot	1 day	3 day
R1	2.857	2.884
PP	2.836	2.854
S1	2.816	2.825

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

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