NYMEX Natural Gas Future April 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Dec-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Dec-2014 | 
                    22-Dec-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.418 | 
                        3.213 | 
                        -0.205 | 
                        -6.0% | 
                        3.612 | 
                     
                    
                        | High | 
                        3.426 | 
                        3.218 | 
                        -0.208 | 
                        -6.1% | 
                        3.613 | 
                     
                    
                        | Low | 
                        3.271 | 
                        3.077 | 
                        -0.194 | 
                        -5.9% | 
                        3.271 | 
                     
                    
                        | Close | 
                        3.284 | 
                        3.089 | 
                        -0.195 | 
                        -5.9% | 
                        3.284 | 
                     
                    
                        | Range | 
                        0.155 | 
                        0.141 | 
                        -0.014 | 
                        -9.0% | 
                        0.342 | 
                     
                    
                        | ATR | 
                        0.103 | 
                        0.111 | 
                        0.007 | 
                        7.2% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        33,112 | 
                        41,975 | 
                        8,863 | 
                        26.8% | 
                        132,880 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Dec-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.551 | 
                3.461 | 
                3.167 | 
                 | 
             
            
                | R3 | 
                3.410 | 
                3.320 | 
                3.128 | 
                 | 
             
            
                | R2 | 
                3.269 | 
                3.269 | 
                3.115 | 
                 | 
             
            
                | R1 | 
                3.179 | 
                3.179 | 
                3.102 | 
                3.154 | 
             
            
                | PP | 
                3.128 | 
                3.128 | 
                3.128 | 
                3.115 | 
             
            
                | S1 | 
                3.038 | 
                3.038 | 
                3.076 | 
                3.013 | 
             
            
                | S2 | 
                2.987 | 
                2.987 | 
                3.063 | 
                 | 
             
            
                | S3 | 
                2.846 | 
                2.897 | 
                3.050 | 
                 | 
             
            
                | S4 | 
                2.705 | 
                2.756 | 
                3.011 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Dec-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.415 | 
                4.192 | 
                3.472 | 
                 | 
             
            
                | R3 | 
                4.073 | 
                3.850 | 
                3.378 | 
                 | 
             
            
                | R2 | 
                3.731 | 
                3.731 | 
                3.347 | 
                 | 
             
            
                | R1 | 
                3.508 | 
                3.508 | 
                3.315 | 
                3.449 | 
             
            
                | PP | 
                3.389 | 
                3.389 | 
                3.389 | 
                3.360 | 
             
            
                | S1 | 
                3.166 | 
                3.166 | 
                3.253 | 
                3.107 | 
             
            
                | S2 | 
                3.047 | 
                3.047 | 
                3.221 | 
                 | 
             
            
                | S3 | 
                2.705 | 
                2.824 | 
                3.190 | 
                 | 
             
            
                | S4 | 
                2.363 | 
                2.482 | 
                3.096 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3.512 | 
                3.077 | 
                0.435 | 
                14.1% | 
                0.114 | 
                3.7% | 
                3% | 
                False | 
                True | 
                29,189 | 
                 
                
                | 10 | 
                3.613 | 
                3.077 | 
                0.536 | 
                17.4% | 
                0.107 | 
                3.5% | 
                2% | 
                False | 
                True | 
                32,011 | 
                 
                
                | 20 | 
                3.820 | 
                3.077 | 
                0.743 | 
                24.1% | 
                0.105 | 
                3.4% | 
                2% | 
                False | 
                True | 
                31,590 | 
                 
                
                | 40 | 
                3.895 | 
                3.077 | 
                0.818 | 
                26.5% | 
                0.101 | 
                3.3% | 
                1% | 
                False | 
                True | 
                33,737 | 
                 
                
                | 60 | 
                3.910 | 
                3.077 | 
                0.833 | 
                27.0% | 
                0.088 | 
                2.9% | 
                1% | 
                False | 
                True | 
                26,937 | 
                 
                
                | 80 | 
                3.910 | 
                3.077 | 
                0.833 | 
                27.0% | 
                0.082 | 
                2.6% | 
                1% | 
                False | 
                True | 
                23,108 | 
                 
                
                | 100 | 
                3.944 | 
                3.077 | 
                0.867 | 
                28.1% | 
                0.078 | 
                2.5% | 
                1% | 
                False | 
                True | 
                20,026 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.817 | 
         
        
            | 
2.618             | 
            3.587 | 
         
        
            | 
1.618             | 
            3.446 | 
         
        
            | 
1.000             | 
            3.359 | 
         
        
            | 
0.618             | 
            3.305 | 
         
        
            | 
HIGH             | 
            3.218 | 
         
        
            | 
0.618             | 
            3.164 | 
         
        
            | 
0.500             | 
            3.148 | 
         
        
            | 
0.382             | 
            3.131 | 
         
        
            | 
LOW             | 
            3.077 | 
         
        
            | 
0.618             | 
            2.990 | 
         
        
            | 
1.000             | 
            2.936 | 
         
        
            | 
1.618             | 
            2.849 | 
         
        
            | 
2.618             | 
            2.708 | 
         
        
            | 
4.250             | 
            2.478 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Dec-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.148 | 
                                3.289 | 
                             
                            
                                | PP | 
                                3.128 | 
                                3.222 | 
                             
                            
                                | S1 | 
                                3.109 | 
                                3.156 | 
                             
             
         |