NYMEX Natural Gas Future June 2015

Trading Metrics calculated at close of trading on 29-Dec-2014

Day Change Summary
	Previous	Current
	26-Dec-2014	29-Dec-2014	Change	Change %	Previous Week
Open	3.081	3.080	-0.001	0.0%	3.247
High	3.089	3.170	0.081	2.6%	3.250
Low	3.024	3.068	0.044	1.5%	3.024
Close	3.060	3.168	0.108	3.5%	3.060
Range	0.065	0.102	0.037	56.9%	0.226
ATR	0.093	0.095	0.001	1.3%	0.000
Volume	5,141	3,145	-1,996	-38.8%	22,260

Daily Pivots for day following 29-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.441	3.407	3.224
R3	3.339	3.305	3.196
R2	3.237	3.237	3.187
R1	3.203	3.203	3.177	3.220
PP	3.135	3.135	3.135	3.144
S1	3.101	3.101	3.159	3.118
S2	3.033	3.033	3.149
S3	2.931	2.999	3.140
S4	2.829	2.897	3.112

Weekly Pivots for week ending 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.789	3.651	3.184
R3	3.563	3.425	3.122
R2	3.337	3.337	3.101
R1	3.199	3.199	3.081	3.155
PP	3.111	3.111	3.111	3.090
S1	2.973	2.973	3.039	2.929
S2	2.885	2.885	3.019
S3	2.659	2.747	2.998
S4	2.433	2.521	2.936

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.250	3.024	0.226	7.1%	0.095	3.0%	64%	False	False	5,081
10	3.622	3.024	0.598	18.9%	0.095	3.0%	24%	False	False	4,614
20	3.652	3.024	0.628	19.8%	0.087	2.8%	23%	False	False	4,122
40	3.872	3.024	0.848	26.8%	0.082	2.6%	17%	False	False	4,062
60	3.872	3.024	0.848	26.8%	0.073	2.3%	17%	False	False	3,298

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.604
2.618	3.437
1.618	3.335
1.000	3.272
0.618	3.233
HIGH	3.170
0.618	3.131
0.500	3.119
0.382	3.107
LOW	3.068
0.618	3.005
1.000	2.966
1.618	2.903
2.618	2.801
4.250	2.635

Fisher Pivots for day following 29-Dec-2014
Pivot	1 day	3 day
R1	3.152	3.144
PP	3.135	3.121
S1	3.119	3.097

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

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