NYMEX Natural Gas Future June 2015

Trading Metrics calculated at close of trading on 06-Jan-2015

Day Change Summary
	Previous	Current
	05-Jan-2015	06-Jan-2015	Change	Change %	Previous Week
Open	3.075	2.930	-0.145	-4.7%	3.080
High	3.129	2.947	-0.182	-5.8%	3.170
Low	2.905	2.850	-0.055	-1.9%	2.850
Close	2.909	2.932	0.023	0.8%	3.015
Range	0.224	0.097	-0.127	-56.7%	0.320
ATR	0.115	0.114	-0.001	-1.1%	0.000
Volume	8,092	9,100	1,008	12.5%	18,374

Daily Pivots for day following 06-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.201	3.163	2.985
R3	3.104	3.066	2.959
R2	3.007	3.007	2.950
R1	2.969	2.969	2.941	2.988
PP	2.910	2.910	2.910	2.919
S1	2.872	2.872	2.923	2.891
S2	2.813	2.813	2.914
S3	2.716	2.775	2.905
S4	2.619	2.678	2.879

Weekly Pivots for week ending 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.972	3.813	3.191
R3	3.652	3.493	3.103
R2	3.332	3.332	3.074
R1	3.173	3.173	3.044	3.093
PP	3.012	3.012	3.012	2.971
S1	2.853	2.853	2.986	2.773
S2	2.692	2.692	2.956
S3	2.372	2.533	2.927
S4	2.052	2.213	2.839

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.146	2.850	0.296	10.1%	0.149	5.1%	28%	False	True	6,484
10	3.250	2.850	0.400	13.6%	0.122	4.2%	21%	False	True	5,782
20	3.622	2.850	0.772	26.3%	0.105	3.6%	11%	False	True	4,771
40	3.811	2.850	0.961	32.8%	0.091	3.1%	9%	False	True	4,479
60	3.872	2.850	1.022	34.9%	0.082	2.8%	8%	False	True	3,715
80	3.905	2.850	1.055	36.0%	0.074	2.5%	8%	False	True	3,139

Crabel Price Patterns
NR	True
NR4	True
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	0.023
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.359
2.618	3.201
1.618	3.104
1.000	3.044
0.618	3.007
HIGH	2.947
0.618	2.910
0.500	2.899
0.382	2.887
LOW	2.850
0.618	2.790
1.000	2.753
1.618	2.693
2.618	2.596
4.250	2.438

Fisher Pivots for day following 06-Jan-2015
Pivot	1 day	3 day
R1	2.921	2.990
PP	2.910	2.970
S1	2.899	2.951

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

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