NYMEX Natural Gas Future May 2015

Trading Metrics calculated at close of trading on 23-Dec-2014

Day Change Summary
	Previous	Current
	22-Dec-2014	23-Dec-2014	Change	Change %	Previous Week
Open	3.212	3.119	-0.093	-2.9%	3.592
High	3.215	3.161	-0.054	-1.7%	3.600
Low	3.086	3.075	-0.011	-0.4%	3.269
Close	3.097	3.133	0.036	1.2%	3.283
Range	0.129	0.086	-0.043	-33.3%	0.331
ATR	0.102	0.101	-0.001	-1.1%	0.000
Volume	16,575	18,949	2,374	14.3%	56,694

Daily Pivots for day following 23-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.381	3.343	3.180
R3	3.295	3.257	3.157
R2	3.209	3.209	3.149
R1	3.171	3.171	3.141	3.190
PP	3.123	3.123	3.123	3.133
S1	3.085	3.085	3.125	3.104
S2	3.037	3.037	3.117
S3	2.951	2.999	3.109
S4	2.865	2.913	3.086

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.377	4.161	3.465
R3	4.046	3.830	3.374
R2	3.715	3.715	3.344
R1	3.499	3.499	3.313	3.442
PP	3.384	3.384	3.384	3.355
S1	3.168	3.168	3.253	3.111
S2	3.053	3.053	3.222
S3	2.722	2.837	3.192
S4	2.391	2.506	3.101

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.471	3.075	0.396	12.6%	0.099	3.1%	15%	False	True	13,855
10	3.600	3.075	0.525	16.8%	0.101	3.2%	11%	False	True	14,478
20	3.775	3.075	0.700	22.3%	0.092	2.9%	8%	False	True	13,666
40	3.853	3.075	0.778	24.8%	0.090	2.9%	7%	False	True	13,213
60	3.867	3.075	0.792	25.3%	0.080	2.6%	7%	False	True	10,537
80	3.883	3.075	0.808	25.8%	0.074	2.4%	7%	False	True	8,876

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.527
2.618	3.386
1.618	3.300
1.000	3.247
0.618	3.214
HIGH	3.161
0.618	3.128
0.500	3.118
0.382	3.108
LOW	3.075
0.618	3.022
1.000	2.989
1.618	2.936
2.618	2.850
4.250	2.710

Fisher Pivots for day following 23-Dec-2014
Pivot	1 day	3 day
R1	3.128	3.246
PP	3.123	3.208
S1	3.118	3.171

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

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