NYMEX Natural Gas Future July 2015

Trading Metrics calculated at close of trading on 22-Dec-2014

Day Change Summary
	Previous	Current
	19-Dec-2014	22-Dec-2014	Change	Change %	Previous Week
Open	3.464	3.287	-0.177	-5.1%	3.647
High	3.464	3.292	-0.172	-5.0%	3.650
Low	3.341	3.171	-0.170	-5.1%	3.341
Close	3.357	3.181	-0.176	-5.2%	3.357
Range	0.123	0.121	-0.002	-1.6%	0.309
ATR	0.086	0.093	0.007	8.2%	0.000
Volume	3,773	4,411	638	16.9%	18,351

Daily Pivots for day following 22-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.578	3.500	3.248
R3	3.457	3.379	3.214
R2	3.336	3.336	3.203
R1	3.258	3.258	3.192	3.237
PP	3.215	3.215	3.215	3.204
S1	3.137	3.137	3.170	3.116
S2	3.094	3.094	3.159
S3	2.973	3.016	3.148
S4	2.852	2.895	3.114

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.376	4.176	3.527
R3	4.067	3.867	3.442
R2	3.758	3.758	3.414
R1	3.558	3.558	3.385	3.504
PP	3.449	3.449	3.449	3.422
S1	3.249	3.249	3.329	3.195
S2	3.140	3.140	3.300
S3	2.831	2.940	3.272
S4	2.522	2.631	3.187

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.554	3.171	0.383	12.0%	0.092	2.9%	3%	False	True	3,705
10	3.650	3.171	0.479	15.1%	0.090	2.8%	2%	False	True	3,688
20	3.806	3.171	0.635	20.0%	0.084	2.6%	2%	False	True	3,639
40	3.900	3.171	0.729	22.9%	0.077	2.4%	1%	False	True	3,392

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	0.015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.806
2.618	3.609
1.618	3.488
1.000	3.413
0.618	3.367
HIGH	3.292
0.618	3.246
0.500	3.232
0.382	3.217
LOW	3.171
0.618	3.096
1.000	3.050
1.618	2.975
2.618	2.854
4.250	2.657

Fisher Pivots for day following 22-Dec-2014
Pivot	1 day	3 day
R1	3.232	3.356
PP	3.215	3.298
S1	3.198	3.239

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

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