NYMEX Natural Gas Future May 2015

Trading Metrics calculated at close of trading on 12-Dec-2014

Day Change Summary
	Previous	Current
	11-Dec-2014	12-Dec-2014	Change	Change %	Previous Week
Open	3.486	3.459	-0.027	-0.8%	3.505
High	3.510	3.531	0.021	0.6%	3.531
Low	3.413	3.442	0.029	0.8%	3.390
Close	3.439	3.525	0.086	2.5%	3.525
Range	0.097	0.089	-0.008	-8.2%	0.141
ATR	0.090	0.090	0.000	0.2%	0.000
Volume	19,099	18,316	-783	-4.1%	88,042

Daily Pivots for day following 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.766	3.735	3.574
R3	3.677	3.646	3.549
R2	3.588	3.588	3.541
R1	3.557	3.557	3.533	3.573
PP	3.499	3.499	3.499	3.507
S1	3.468	3.468	3.517	3.484
S2	3.410	3.410	3.509
S3	3.321	3.379	3.501
S4	3.232	3.290	3.476

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.905	3.856	3.603
R3	3.764	3.715	3.564
R2	3.623	3.623	3.551
R1	3.574	3.574	3.538	3.599
PP	3.482	3.482	3.482	3.494
S1	3.433	3.433	3.512	3.458
S2	3.341	3.341	3.499
S3	3.200	3.292	3.486
S4	3.059	3.151	3.447

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.531	3.390	0.141	4.0%	0.089	2.5%	96%	True	False	17,608
10	3.632	3.390	0.242	6.9%	0.085	2.4%	56%	False	False	15,167
20	3.782	3.390	0.392	11.1%	0.088	2.5%	34%	False	False	14,281
40	3.853	3.390	0.463	13.1%	0.081	2.3%	29%	False	False	11,761
60	3.880	3.390	0.490	13.9%	0.074	2.1%	28%	False	False	9,386
80	3.885	3.390	0.495	14.0%	0.069	2.0%	27%	False	False	8,006

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.909
2.618	3.764
1.618	3.675
1.000	3.620
0.618	3.586
HIGH	3.531
0.618	3.497
0.500	3.487
0.382	3.476
LOW	3.442
0.618	3.387
1.000	3.353
1.618	3.298
2.618	3.209
4.250	3.064

Fisher Pivots for day following 12-Dec-2014
Pivot	1 day	3 day
R1	3.512	3.506
PP	3.499	3.488
S1	3.487	3.469

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These figures are updated between 7pm and 10pm EST after a trading day.

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