NYMEX Natural Gas Future June 2015

Trading Metrics calculated at close of trading on 23-Jan-2015

Day Change Summary
	Previous	Current
	22-Jan-2015	23-Jan-2015	Change	Change %	Previous Week
Open	3.010	2.896	-0.114	-3.8%	2.990
High	3.024	2.985	-0.039	-1.3%	3.024
Low	2.832	2.896	0.064	2.3%	2.832
Close	2.890	2.985	0.095	3.3%	2.985
Range	0.192	0.089	-0.103	-53.6%	0.192
ATR	0.140	0.137	-0.003	-2.3%	0.000
Volume	13,704	15,108	1,404	10.2%	59,692

Daily Pivots for day following 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.222	3.193	3.034
R3	3.133	3.104	3.009
R2	3.044	3.044	3.001
R1	3.015	3.015	2.993	3.030
PP	2.955	2.955	2.955	2.963
S1	2.926	2.926	2.977	2.941
S2	2.866	2.866	2.969
S3	2.777	2.837	2.961
S4	2.688	2.748	2.936

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.523	3.446	3.091
R3	3.331	3.254	3.038
R2	3.139	3.139	3.020
R1	3.062	3.062	3.003	3.005
PP	2.947	2.947	2.947	2.918
S1	2.870	2.870	2.967	2.813
S2	2.755	2.755	2.950
S3	2.563	2.678	2.932
S4	2.371	2.486	2.879

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.111	2.832	0.279	9.3%	0.135	4.5%	55%	False	False	16,639
10	3.229	2.832	0.397	13.3%	0.142	4.8%	39%	False	False	16,424
20	3.229	2.832	0.397	13.3%	0.135	4.5%	39%	False	False	11,639
40	3.773	2.832	0.941	31.5%	0.110	3.7%	16%	False	False	7,782
60	3.872	2.832	1.040	34.8%	0.099	3.3%	15%	False	False	6,471
80	3.885	2.832	1.053	35.3%	0.088	2.9%	15%	False	False	5,315

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.363
2.618	3.218
1.618	3.129
1.000	3.074
0.618	3.040
HIGH	2.985
0.618	2.951
0.500	2.941
0.382	2.930
LOW	2.896
0.618	2.841
1.000	2.807
1.618	2.752
2.618	2.663
4.250	2.518

Fisher Pivots for day following 23-Jan-2015
Pivot	1 day	3 day
R1	2.970	2.966
PP	2.955	2.947
S1	2.941	2.928

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

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