NYMEX Natural Gas Future April 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 | 
                        2.929 | 
                        2.816 | 
                        -0.113 | 
                        -3.9% | 
                        2.989 | 
                     
                    
                        | High | 
                        2.967 | 
                        2.925 | 
                        -0.042 | 
                        -1.4% | 
                        2.989 | 
                     
                    
                        | Low | 
                        2.754 | 
                        2.816 | 
                        0.062 | 
                        2.3% | 
                        2.754 | 
                     
                    
                        | Close | 
                        2.817 | 
                        2.923 | 
                        0.106 | 
                        3.8% | 
                        2.923 | 
                     
                    
                        | Range | 
                        0.213 | 
                        0.109 | 
                        -0.104 | 
                        -48.8% | 
                        0.235 | 
                     
                    
                        | ATR | 
                        0.157 | 
                        0.153 | 
                        -0.003 | 
                        -2.2% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        58,412 | 
                        60,755 | 
                        2,343 | 
                        4.0% | 
                        232,833 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Jan-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.215 | 
                3.178 | 
                2.983 | 
                 | 
             
            
                | R3 | 
                3.106 | 
                3.069 | 
                2.953 | 
                 | 
             
            
                | R2 | 
                2.997 | 
                2.997 | 
                2.943 | 
                 | 
             
            
                | R1 | 
                2.960 | 
                2.960 | 
                2.933 | 
                2.979 | 
             
            
                | PP | 
                2.888 | 
                2.888 | 
                2.888 | 
                2.897 | 
             
            
                | S1 | 
                2.851 | 
                2.851 | 
                2.913 | 
                2.870 | 
             
            
                | S2 | 
                2.779 | 
                2.779 | 
                2.903 | 
                 | 
             
            
                | S3 | 
                2.670 | 
                2.742 | 
                2.893 | 
                 | 
             
            
                | S4 | 
                2.561 | 
                2.633 | 
                2.863 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-Jan-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.594 | 
                3.493 | 
                3.052 | 
                 | 
             
            
                | R3 | 
                3.359 | 
                3.258 | 
                2.988 | 
                 | 
             
            
                | R2 | 
                3.124 | 
                3.124 | 
                2.966 | 
                 | 
             
            
                | R1 | 
                3.023 | 
                3.023 | 
                2.945 | 
                2.956 | 
             
            
                | PP | 
                2.889 | 
                2.889 | 
                2.889 | 
                2.855 | 
             
            
                | S1 | 
                2.788 | 
                2.788 | 
                2.901 | 
                2.721 | 
             
            
                | S2 | 
                2.654 | 
                2.654 | 
                2.880 | 
                 | 
             
            
                | S3 | 
                2.419 | 
                2.553 | 
                2.858 | 
                 | 
             
            
                | S4 | 
                2.184 | 
                2.318 | 
                2.794 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3.081 | 
                2.754 | 
                0.327 | 
                11.2% | 
                0.160 | 
                5.5% | 
                52% | 
                False | 
                False | 
                64,490 | 
                 
                
                | 10 | 
                3.194 | 
                2.754 | 
                0.440 | 
                15.1% | 
                0.166 | 
                5.7% | 
                38% | 
                False | 
                False | 
                62,093 | 
                 
                
                | 20 | 
                3.194 | 
                2.754 | 
                0.440 | 
                15.1% | 
                0.156 | 
                5.3% | 
                38% | 
                False | 
                False | 
                47,832 | 
                 
                
                | 40 | 
                3.820 | 
                2.754 | 
                1.066 | 
                36.5% | 
                0.130 | 
                4.4% | 
                16% | 
                False | 
                False | 
                40,069 | 
                 
                
                | 60 | 
                3.895 | 
                2.754 | 
                1.141 | 
                39.0% | 
                0.120 | 
                4.1% | 
                15% | 
                False | 
                False | 
                38,991 | 
                 
                
                | 80 | 
                3.905 | 
                2.754 | 
                1.151 | 
                39.4% | 
                0.105 | 
                3.6% | 
                15% | 
                False | 
                False | 
                32,621 | 
                 
                
                | 100 | 
                3.910 | 
                2.754 | 
                1.156 | 
                39.5% | 
                0.097 | 
                3.3% | 
                15% | 
                False | 
                False | 
                28,409 | 
                 
                
                | 120 | 
                3.944 | 
                2.754 | 
                1.190 | 
                40.7% | 
                0.091 | 
                3.1% | 
                14% | 
                False | 
                False | 
                24,982 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.388 | 
         
        
            | 
2.618             | 
            3.210 | 
         
        
            | 
1.618             | 
            3.101 | 
         
        
            | 
1.000             | 
            3.034 | 
         
        
            | 
0.618             | 
            2.992 | 
         
        
            | 
HIGH             | 
            2.925 | 
         
        
            | 
0.618             | 
            2.883 | 
         
        
            | 
0.500             | 
            2.871 | 
         
        
            | 
0.382             | 
            2.858 | 
         
        
            | 
LOW             | 
            2.816 | 
         
        
            | 
0.618             | 
            2.749 | 
         
        
            | 
1.000             | 
            2.707 | 
         
        
            | 
1.618             | 
            2.640 | 
         
        
            | 
2.618             | 
            2.531 | 
         
        
            | 
4.250             | 
            2.353 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Jan-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                2.906 | 
                                2.902 | 
                             
                            
                                | PP | 
                                2.888 | 
                                2.881 | 
                             
                            
                                | S1 | 
                                2.871 | 
                                2.861 | 
                             
             
         |