NYMEX Natural Gas Future July 2015

Trading Metrics calculated at close of trading on 15-Jan-2015

Day Change Summary
	Previous	Current
	14-Jan-2015	15-Jan-2015	Change	Change %	Previous Week
Open	3.025	3.225	0.200	6.6%	3.150
High	3.239	3.264	0.025	0.8%	3.180
Low	3.025	3.053	0.028	0.9%	2.908
Close	3.199	3.121	-0.078	-2.4%	3.054
Range	0.214	0.211	-0.003	-1.4%	0.272
ATR	0.122	0.128	0.006	5.2%	0.000
Volume	12,502	16,268	3,766	30.1%	33,301

Daily Pivots for day following 15-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.779	3.661	3.237
R3	3.568	3.450	3.179
R2	3.357	3.357	3.160
R1	3.239	3.239	3.140	3.193
PP	3.146	3.146	3.146	3.123
S1	3.028	3.028	3.102	2.982
S2	2.935	2.935	3.082
S3	2.724	2.817	3.063
S4	2.513	2.606	3.005

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.863	3.731	3.204
R3	3.591	3.459	3.129
R2	3.319	3.319	3.104
R1	3.187	3.187	3.079	3.117
PP	3.047	3.047	3.047	3.013
S1	2.915	2.915	3.029	2.845
S2	2.775	2.775	3.004
S3	2.503	2.643	2.979
S4	2.231	2.371	2.904

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.264	2.906	0.358	11.5%	0.147	4.7%	60%	True	False	13,456
10	3.264	2.906	0.358	11.5%	0.153	4.9%	60%	True	False	9,378
20	3.541	2.906	0.635	20.3%	0.121	3.9%	34%	False	False	6,480
40	3.812	2.906	0.906	29.0%	0.100	3.2%	24%	False	False	5,088
60	3.900	2.906	0.994	31.8%	0.088	2.8%	22%	False	False	4,245

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	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.161
2.618	3.816
1.618	3.605
1.000	3.475
0.618	3.394
HIGH	3.264
0.618	3.183
0.500	3.159
0.382	3.134
LOW	3.053
0.618	2.923
1.000	2.842
1.618	2.712
2.618	2.501
4.250	2.156

Fisher Pivots for day following 15-Jan-2015
Pivot	1 day	3 day
R1	3.159	3.112
PP	3.146	3.103
S1	3.134	3.094

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

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