NYMEX Natural Gas Future June 2015

Trading Metrics calculated at close of trading on 31-Dec-2014

Day Change Summary
	Previous	Current
	30-Dec-2014	31-Dec-2014	Change	Change %	Previous Week
Open	3.136	3.080	-0.056	-1.8%	3.247
High	3.146	3.080	-0.066	-2.1%	3.250
Low	3.081	2.952	-0.129	-4.2%	3.024
Close	3.096	2.953	-0.143	-4.6%	3.060
Range	0.065	0.128	0.063	96.9%	0.226
ATR	0.094	0.098	0.004	3.8%	0.000
Volume	4,846	3,419	-1,427	-29.4%	22,260

Daily Pivots for day following 31-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.379	3.294	3.023
R3	3.251	3.166	2.988
R2	3.123	3.123	2.976
R1	3.038	3.038	2.965	3.017
PP	2.995	2.995	2.995	2.984
S1	2.910	2.910	2.941	2.889
S2	2.867	2.867	2.930
S3	2.739	2.782	2.918
S4	2.611	2.654	2.883

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	3.170	2.952	0.218	7.4%	0.093	3.1%	0%	False	True	4,109
10	3.495	2.952	0.543	18.4%	0.091	3.1%	0%	False	True	4,858
20	3.622	2.952	0.670	22.7%	0.090	3.0%	0%	False	True	4,208
40	3.872	2.952	0.920	31.2%	0.084	2.9%	0%	False	True	4,171
60	3.872	2.952	0.920	31.2%	0.075	2.5%	0%	False	True	3,374
80	3.905	2.952	0.953	32.3%	0.069	2.3%	0%	False	True	2,914

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.011
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	3.624
2.618	3.415
1.618	3.287
1.000	3.208
0.618	3.159
HIGH	3.080
0.618	3.031
0.500	3.016
0.382	3.001
LOW	2.952
0.618	2.873
1.000	2.824
1.618	2.745
2.618	2.617
4.250	2.408

Fisher Pivots for day following 31-Dec-2014
Pivot	1 day	3 day
R1	3.016	3.061
PP	2.995	3.025
S1	2.974	2.989

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

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