NYMEX Natural Gas Future July 2015

Trading Metrics calculated at close of trading on 30-Dec-2014

Day Change Summary
	Previous	Current
	29-Dec-2014	30-Dec-2014	Change	Change %	Previous Week
Open	3.132	3.193	0.061	1.9%	3.287
High	3.221	3.197	-0.024	-0.7%	3.292
Low	3.132	3.137	0.005	0.2%	3.088
Close	3.221	3.152	-0.069	-2.1%	3.117
Range	0.089	0.060	-0.029	-32.6%	0.204
ATR	0.092	0.091	-0.001	-0.6%	0.000
Volume	2,362	3,770	1,408	59.6%	16,799

Daily Pivots for day following 30-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.342	3.307	3.185
R3	3.282	3.247	3.169
R2	3.222	3.222	3.163
R1	3.187	3.187	3.158	3.175
PP	3.162	3.162	3.162	3.156
S1	3.127	3.127	3.147	3.115
S2	3.102	3.102	3.141
S3	3.042	3.067	3.136
S4	2.982	3.007	3.119

Weekly Pivots for week ending 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.778	3.651	3.229
R3	3.574	3.447	3.173
R2	3.370	3.370	3.154
R1	3.243	3.243	3.136	3.205
PP	3.166	3.166	3.166	3.146
S1	3.039	3.039	3.098	3.001
S2	2.962	2.962	3.080
S3	2.758	2.835	3.061
S4	2.554	2.631	3.005

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.236	3.088	0.148	4.7%	0.077	2.4%	43%	False	False	3,704
10	3.554	3.088	0.466	14.8%	0.085	2.7%	14%	False	False	3,704
20	3.666	3.088	0.578	18.3%	0.084	2.6%	11%	False	False	3,825
40	3.900	3.088	0.812	25.8%	0.079	2.5%	8%	False	False	3,702

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.452
2.618	3.354
1.618	3.294
1.000	3.257
0.618	3.234
HIGH	3.197
0.618	3.174
0.500	3.167
0.382	3.160
LOW	3.137
0.618	3.100
1.000	3.077
1.618	3.040
2.618	2.980
4.250	2.882

Fisher Pivots for day following 30-Dec-2014
Pivot	1 day	3 day
R1	3.167	3.155
PP	3.162	3.154
S1	3.157	3.153

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

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