NYMEX Natural Gas Future April 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Dec-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Dec-2014 | 
                    26-Dec-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.108 | 
                        3.065 | 
                        -0.043 | 
                        -1.4% | 
                        3.213 | 
                     
                    
                        | High | 
                        3.128 | 
                        3.065 | 
                        -0.063 | 
                        -2.0% | 
                        3.218 | 
                     
                    
                        | Low | 
                        3.007 | 
                        2.969 | 
                        -0.038 | 
                        -1.3% | 
                        2.969 | 
                     
                    
                        | Close | 
                        3.026 | 
                        2.993 | 
                        -0.033 | 
                        -1.1% | 
                        2.993 | 
                     
                    
                        | Range | 
                        0.121 | 
                        0.096 | 
                        -0.025 | 
                        -20.7% | 
                        0.249 | 
                     
                    
                        | ATR | 
                        0.110 | 
                        0.109 | 
                        -0.001 | 
                        -0.9% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        25,812 | 
                        22,882 | 
                        -2,930 | 
                        -11.4% | 
                        138,879 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Dec-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.297 | 
                3.241 | 
                3.046 | 
                 | 
             
            
                | R3 | 
                3.201 | 
                3.145 | 
                3.019 | 
                 | 
             
            
                | R2 | 
                3.105 | 
                3.105 | 
                3.011 | 
                 | 
             
            
                | R1 | 
                3.049 | 
                3.049 | 
                3.002 | 
                3.029 | 
             
            
                | PP | 
                3.009 | 
                3.009 | 
                3.009 | 
                2.999 | 
             
            
                | S1 | 
                2.953 | 
                2.953 | 
                2.984 | 
                2.933 | 
             
            
                | S2 | 
                2.913 | 
                2.913 | 
                2.975 | 
                 | 
             
            
                | S3 | 
                2.817 | 
                2.857 | 
                2.967 | 
                 | 
             
            
                | S4 | 
                2.721 | 
                2.761 | 
                2.940 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Dec-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.807 | 
                3.649 | 
                3.130 | 
                 | 
             
            
                | R3 | 
                3.558 | 
                3.400 | 
                3.061 | 
                 | 
             
            
                | R2 | 
                3.309 | 
                3.309 | 
                3.039 | 
                 | 
             
            
                | R1 | 
                3.151 | 
                3.151 | 
                3.016 | 
                3.106 | 
             
            
                | PP | 
                3.060 | 
                3.060 | 
                3.060 | 
                3.037 | 
             
            
                | S1 | 
                2.902 | 
                2.902 | 
                2.970 | 
                2.857 | 
             
            
                | S2 | 
                2.811 | 
                2.811 | 
                2.947 | 
                 | 
             
            
                | S3 | 
                2.562 | 
                2.653 | 
                2.925 | 
                 | 
             
            
                | S4 | 
                2.313 | 
                2.404 | 
                2.856 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3.426 | 
                2.969 | 
                0.457 | 
                15.3% | 
                0.120 | 
                4.0% | 
                5% | 
                False | 
                True | 
                34,398 | 
                 
                
                | 10 | 
                3.613 | 
                2.969 | 
                0.644 | 
                21.5% | 
                0.112 | 
                3.7% | 
                4% | 
                False | 
                True | 
                30,595 | 
                 
                
                | 20 | 
                3.753 | 
                2.969 | 
                0.784 | 
                26.2% | 
                0.105 | 
                3.5% | 
                3% | 
                False | 
                True | 
                31,719 | 
                 
                
                | 40 | 
                3.895 | 
                2.969 | 
                0.926 | 
                30.9% | 
                0.102 | 
                3.4% | 
                3% | 
                False | 
                True | 
                34,868 | 
                 
                
                | 60 | 
                3.895 | 
                2.969 | 
                0.926 | 
                30.9% | 
                0.090 | 
                3.0% | 
                3% | 
                False | 
                True | 
                27,796 | 
                 
                
                | 80 | 
                3.910 | 
                2.969 | 
                0.941 | 
                31.4% | 
                0.083 | 
                2.8% | 
                3% | 
                False | 
                True | 
                23,863 | 
                 
                
                | 100 | 
                3.944 | 
                2.969 | 
                0.975 | 
                32.6% | 
                0.079 | 
                2.6% | 
                2% | 
                False | 
                True | 
                20,783 | 
                 
                
                | 120 | 
                3.990 | 
                2.969 | 
                1.021 | 
                34.1% | 
                0.074 | 
                2.5% | 
                2% | 
                False | 
                True | 
                18,335 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.473 | 
         
        
            | 
2.618             | 
            3.316 | 
         
        
            | 
1.618             | 
            3.220 | 
         
        
            | 
1.000             | 
            3.161 | 
         
        
            | 
0.618             | 
            3.124 | 
         
        
            | 
HIGH             | 
            3.065 | 
         
        
            | 
0.618             | 
            3.028 | 
         
        
            | 
0.500             | 
            3.017 | 
         
        
            | 
0.382             | 
            3.006 | 
         
        
            | 
LOW             | 
            2.969 | 
         
        
            | 
0.618             | 
            2.910 | 
         
        
            | 
1.000             | 
            2.873 | 
         
        
            | 
1.618             | 
            2.814 | 
         
        
            | 
2.618             | 
            2.718 | 
         
        
            | 
4.250             | 
            2.561 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Dec-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.017 | 
                                3.062 | 
                             
                            
                                | PP | 
                                3.009 | 
                                3.039 | 
                             
                            
                                | S1 | 
                                3.001 | 
                                3.016 | 
                             
             
         |