NYMEX Natural Gas Future March 2015

Trading Metrics calculated at close of trading on 23-Jan-2015

Day Change Summary
	Previous	Current
	22-Jan-2015	23-Jan-2015	Change	Change %	Previous Week
Open	2.966	2.842	-0.124	-4.2%	3.013
High	3.010	2.967	-0.043	-1.4%	3.013
Low	2.762	2.840	0.078	2.8%	2.762
Close	2.827	2.958	0.131	4.6%	2.958
Range	0.248	0.127	-0.121	-48.8%	0.251
ATR	0.199	0.195	-0.004	-2.1%	0.000
Volume	137,572	105,806	-31,766	-23.1%	518,556

Daily Pivots for day following 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.303	3.257	3.028
R3	3.176	3.130	2.993
R2	3.049	3.049	2.981
R1	3.003	3.003	2.970	3.026
PP	2.922	2.922	2.922	2.933
S1	2.876	2.876	2.946	2.899
S2	2.795	2.795	2.935
S3	2.668	2.749	2.923
S4	2.541	2.622	2.888

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.664	3.562	3.096
R3	3.413	3.311	3.027
R2	3.162	3.162	3.004
R1	3.060	3.060	2.981	2.986
PP	2.911	2.911	2.911	2.874
S1	2.809	2.809	2.935	2.735
S2	2.660	2.660	2.912
S3	2.409	2.558	2.889
S4	2.158	2.307	2.820

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.178	2.762	0.416	14.1%	0.182	6.2%	47%	False	False	123,764
10	3.299	2.762	0.537	18.2%	0.196	6.6%	36%	False	False	121,071
20	3.299	2.762	0.537	18.2%	0.187	6.3%	36%	False	False	82,043
40	4.412	2.762	1.650	55.8%	0.174	5.9%	12%	False	False	64,137
60	4.530	2.762	1.768	59.8%	0.172	5.8%	11%	False	False	58,343
80	4.530	2.762	1.768	59.8%	0.152	5.1%	11%	False	False	49,003
100	4.530	2.762	1.768	59.8%	0.139	4.7%	11%	False	False	42,287
120	4.530	2.762	1.768	59.8%	0.128	4.3%	11%	False	False	36,983

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.507
2.618	3.299
1.618	3.172
1.000	3.094
0.618	3.045
HIGH	2.967
0.618	2.918
0.500	2.904
0.382	2.889
LOW	2.840
0.618	2.762
1.000	2.713
1.618	2.635
2.618	2.508
4.250	2.300

Fisher Pivots for day following 23-Jan-2015
Pivot	1 day	3 day
R1	2.940	2.934
PP	2.922	2.910
S1	2.904	2.886

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

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