NYMEX Natural Gas Future April 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Dec-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Dec-2014 | 
                    17-Dec-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.511 | 
                        3.414 | 
                        -0.097 | 
                        -2.8% | 
                        3.528 | 
                     
                    
                        | High | 
                        3.512 | 
                        3.454 | 
                        -0.058 | 
                        -1.7% | 
                        3.540 | 
                     
                    
                        | Low | 
                        3.396 | 
                        3.404 | 
                        0.008 | 
                        0.2% | 
                        3.393 | 
                     
                    
                        | Close | 
                        3.405 | 
                        3.451 | 
                        0.046 | 
                        1.4% | 
                        3.530 | 
                     
                    
                        | Range | 
                        0.116 | 
                        0.050 | 
                        -0.066 | 
                        -56.9% | 
                        0.147 | 
                     
                    
                        | ATR | 
                        0.102 | 
                        0.099 | 
                        -0.004 | 
                        -3.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        26,786 | 
                        24,334 | 
                        -2,452 | 
                        -9.2% | 
                        182,779 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Dec-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.586 | 
                3.569 | 
                3.479 | 
                 | 
             
            
                | R3 | 
                3.536 | 
                3.519 | 
                3.465 | 
                 | 
             
            
                | R2 | 
                3.486 | 
                3.486 | 
                3.460 | 
                 | 
             
            
                | R1 | 
                3.469 | 
                3.469 | 
                3.456 | 
                3.478 | 
             
            
                | PP | 
                3.436 | 
                3.436 | 
                3.436 | 
                3.441 | 
             
            
                | S1 | 
                3.419 | 
                3.419 | 
                3.446 | 
                3.428 | 
             
            
                | S2 | 
                3.386 | 
                3.386 | 
                3.442 | 
                 | 
             
            
                | S3 | 
                3.336 | 
                3.369 | 
                3.437 | 
                 | 
             
            
                | S4 | 
                3.286 | 
                3.319 | 
                3.424 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Dec-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.929 | 
                3.876 | 
                3.611 | 
                 | 
             
            
                | R3 | 
                3.782 | 
                3.729 | 
                3.570 | 
                 | 
             
            
                | R2 | 
                3.635 | 
                3.635 | 
                3.557 | 
                 | 
             
            
                | R1 | 
                3.582 | 
                3.582 | 
                3.543 | 
                3.609 | 
             
            
                | PP | 
                3.488 | 
                3.488 | 
                3.488 | 
                3.501 | 
             
            
                | S1 | 
                3.435 | 
                3.435 | 
                3.517 | 
                3.462 | 
             
            
                | S2 | 
                3.341 | 
                3.341 | 
                3.503 | 
                 | 
             
            
                | S3 | 
                3.194 | 
                3.288 | 
                3.490 | 
                 | 
             
            
                | S4 | 
                3.047 | 
                3.141 | 
                3.449 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3.613 | 
                3.396 | 
                0.217 | 
                6.3% | 
                0.103 | 
                3.0% | 
                25% | 
                False | 
                False | 
                30,222 | 
                 
                
                | 10 | 
                3.613 | 
                3.393 | 
                0.220 | 
                6.4% | 
                0.102 | 
                2.9% | 
                26% | 
                False | 
                False | 
                32,293 | 
                 
                
                | 20 | 
                3.848 | 
                3.393 | 
                0.455 | 
                13.2% | 
                0.102 | 
                3.0% | 
                13% | 
                False | 
                False | 
                34,329 | 
                 
                
                | 40 | 
                3.895 | 
                3.393 | 
                0.502 | 
                14.5% | 
                0.096 | 
                2.8% | 
                12% | 
                False | 
                False | 
                32,495 | 
                 
                
                | 60 | 
                3.910 | 
                3.393 | 
                0.517 | 
                15.0% | 
                0.085 | 
                2.5% | 
                11% | 
                False | 
                False | 
                25,861 | 
                 
                
                | 80 | 
                3.944 | 
                3.393 | 
                0.551 | 
                16.0% | 
                0.079 | 
                2.3% | 
                11% | 
                False | 
                False | 
                22,310 | 
                 
                
                | 100 | 
                3.944 | 
                3.393 | 
                0.551 | 
                16.0% | 
                0.075 | 
                2.2% | 
                11% | 
                False | 
                False | 
                19,246 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.667 | 
         
        
            | 
2.618             | 
            3.585 | 
         
        
            | 
1.618             | 
            3.535 | 
         
        
            | 
1.000             | 
            3.504 | 
         
        
            | 
0.618             | 
            3.485 | 
         
        
            | 
HIGH             | 
            3.454 | 
         
        
            | 
0.618             | 
            3.435 | 
         
        
            | 
0.500             | 
            3.429 | 
         
        
            | 
0.382             | 
            3.423 | 
         
        
            | 
LOW             | 
            3.404 | 
         
        
            | 
0.618             | 
            3.373 | 
         
        
            | 
1.000             | 
            3.354 | 
         
        
            | 
1.618             | 
            3.323 | 
         
        
            | 
2.618             | 
            3.273 | 
         
        
            | 
4.250             | 
            3.192 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Dec-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.444 | 
                                3.505 | 
                             
                            
                                | PP | 
                                3.436 | 
                                3.487 | 
                             
                            
                                | S1 | 
                                3.429 | 
                                3.469 | 
                             
             
         |