NYMEX Natural Gas Future June 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	3.247	3.130	-0.117	-3.6%	3.622
High	3.250	3.198	-0.052	-1.6%	3.622
Low	3.128	3.115	-0.013	-0.4%	3.302
Close	3.137	3.177	0.040	1.3%	3.316
Range	0.122	0.083	-0.039	-32.0%	0.320
ATR	0.095	0.094	-0.001	-0.9%	0.000
Volume	7,945	5,180	-2,765	-34.8%	20,736

Daily Pivots for day following 23-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.412	3.378	3.223
R3	3.329	3.295	3.200
R2	3.246	3.246	3.192
R1	3.212	3.212	3.185	3.229
PP	3.163	3.163	3.163	3.172
S1	3.129	3.129	3.169	3.146
S2	3.080	3.080	3.162
S3	2.997	3.046	3.154
S4	2.914	2.963	3.131

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.373	4.165	3.492
R3	4.053	3.845	3.404
R2	3.733	3.733	3.375
R1	3.525	3.525	3.345	3.469
PP	3.413	3.413	3.413	3.386
S1	3.205	3.205	3.287	3.149
S2	3.093	3.093	3.257
S3	2.773	2.885	3.228
S4	2.453	2.565	3.140

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.495	3.115	0.380	12.0%	0.089	2.8%	16%	False	True	5,607
10	3.622	3.115	0.507	16.0%	0.093	2.9%	12%	False	True	4,332
20	3.773	3.115	0.658	20.7%	0.086	2.7%	9%	False	True	3,925
40	3.872	3.115	0.757	23.8%	0.082	2.6%	8%	False	True	3,888
60	3.885	3.115	0.770	24.2%	0.072	2.3%	8%	False	True	3,207

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	0.013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.551
2.618	3.415
1.618	3.332
1.000	3.281
0.618	3.249
HIGH	3.198
0.618	3.166
0.500	3.157
0.382	3.147
LOW	3.115
0.618	3.064
1.000	3.032
1.618	2.981
2.618	2.898
4.250	2.762

Fisher Pivots for day following 23-Dec-2014
Pivot	1 day	3 day
R1	3.170	3.272
PP	3.163	3.240
S1	3.157	3.209

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

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