NYMEX Natural Gas Future April 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Jan-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Jan-2015 | 
                    08-Jan-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        2.881 | 
                        2.862 | 
                        -0.019 | 
                        -0.7% | 
                        3.035 | 
                     
                    
                        | High | 
                        2.949 | 
                        2.929 | 
                        -0.020 | 
                        -0.7% | 
                        3.123 | 
                     
                    
                        | Low | 
                        2.796 | 
                        2.793 | 
                        -0.003 | 
                        -0.1% | 
                        2.801 | 
                     
                    
                        | Close | 
                        2.835 | 
                        2.896 | 
                        0.061 | 
                        2.2% | 
                        2.946 | 
                     
                    
                        | Range | 
                        0.153 | 
                        0.136 | 
                        -0.017 | 
                        -11.1% | 
                        0.322 | 
                     
                    
                        | ATR | 
                        0.131 | 
                        0.131 | 
                        0.000 | 
                        0.3% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        41,582 | 
                        49,917 | 
                        8,335 | 
                        20.0% | 
                        110,395 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Jan-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.281 | 
                3.224 | 
                2.971 | 
                 | 
             
            
                | R3 | 
                3.145 | 
                3.088 | 
                2.933 | 
                 | 
             
            
                | R2 | 
                3.009 | 
                3.009 | 
                2.921 | 
                 | 
             
            
                | R1 | 
                2.952 | 
                2.952 | 
                2.908 | 
                2.981 | 
             
            
                | PP | 
                2.873 | 
                2.873 | 
                2.873 | 
                2.887 | 
             
            
                | S1 | 
                2.816 | 
                2.816 | 
                2.884 | 
                2.845 | 
             
            
                | S2 | 
                2.737 | 
                2.737 | 
                2.871 | 
                 | 
             
            
                | S3 | 
                2.601 | 
                2.680 | 
                2.859 | 
                 | 
             
            
                | S4 | 
                2.465 | 
                2.544 | 
                2.821 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 02-Jan-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.923 | 
                3.756 | 
                3.123 | 
                 | 
             
            
                | R3 | 
                3.601 | 
                3.434 | 
                3.035 | 
                 | 
             
            
                | R2 | 
                3.279 | 
                3.279 | 
                3.005 | 
                 | 
             
            
                | R1 | 
                3.112 | 
                3.112 | 
                2.976 | 
                3.035 | 
             
            
                | PP | 
                2.957 | 
                2.957 | 
                2.957 | 
                2.918 | 
             
            
                | S1 | 
                2.790 | 
                2.790 | 
                2.916 | 
                2.713 | 
             
            
                | S2 | 
                2.635 | 
                2.635 | 
                2.887 | 
                 | 
             
            
                | S3 | 
                2.313 | 
                2.468 | 
                2.857 | 
                 | 
             
            
                | S4 | 
                1.991 | 
                2.146 | 
                2.769 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3.076 | 
                2.779 | 
                0.297 | 
                10.3% | 
                0.173 | 
                6.0% | 
                39% | 
                False | 
                False | 
                44,360 | 
                 
                
                | 10 | 
                3.128 | 
                2.779 | 
                0.349 | 
                12.1% | 
                0.146 | 
                5.1% | 
                34% | 
                False | 
                False | 
                33,572 | 
                 
                
                | 20 | 
                3.613 | 
                2.779 | 
                0.834 | 
                28.8% | 
                0.128 | 
                4.4% | 
                14% | 
                False | 
                False | 
                33,058 | 
                 
                
                | 40 | 
                3.848 | 
                2.779 | 
                1.069 | 
                36.9% | 
                0.113 | 
                3.9% | 
                11% | 
                False | 
                False | 
                34,235 | 
                 
                
                | 60 | 
                3.895 | 
                2.779 | 
                1.116 | 
                38.5% | 
                0.103 | 
                3.5% | 
                10% | 
                False | 
                False | 
                30,802 | 
                 
                
                | 80 | 
                3.910 | 
                2.779 | 
                1.131 | 
                39.1% | 
                0.093 | 
                3.2% | 
                10% | 
                False | 
                False | 
                26,165 | 
                 
                
                | 100 | 
                3.944 | 
                2.779 | 
                1.165 | 
                40.2% | 
                0.087 | 
                3.0% | 
                10% | 
                False | 
                False | 
                22,999 | 
                 
                
                | 120 | 
                3.944 | 
                2.779 | 
                1.165 | 
                40.2% | 
                0.082 | 
                2.8% | 
                10% | 
                False | 
                False | 
                20,338 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.507 | 
         
        
            | 
2.618             | 
            3.285 | 
         
        
            | 
1.618             | 
            3.149 | 
         
        
            | 
1.000             | 
            3.065 | 
         
        
            | 
0.618             | 
            3.013 | 
         
        
            | 
HIGH             | 
            2.929 | 
         
        
            | 
0.618             | 
            2.877 | 
         
        
            | 
0.500             | 
            2.861 | 
         
        
            | 
0.382             | 
            2.845 | 
         
        
            | 
LOW             | 
            2.793 | 
         
        
            | 
0.618             | 
            2.709 | 
         
        
            | 
1.000             | 
            2.657 | 
         
        
            | 
1.618             | 
            2.573 | 
         
        
            | 
2.618             | 
            2.437 | 
         
        
            | 
4.250             | 
            2.215 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Jan-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                2.884 | 
                                2.885 | 
                             
                            
                                | PP | 
                                2.873 | 
                                2.875 | 
                             
                            
                                | S1 | 
                                2.861 | 
                                2.864 | 
                             
             
         |