NYMEX Natural Gas Future August 2015

Trading Metrics calculated at close of trading on 21-Jan-2015

Day Change Summary
	Previous	Current
	20-Jan-2015	21-Jan-2015	Change	Change %	Previous Week
Open	3.045	3.034	-0.011	-0.4%	3.024
High	3.045	3.054	0.009	0.3%	3.268
Low	2.917	2.949	0.032	1.1%	2.918
Close	2.925	3.027	0.102	3.5%	3.108
Range	0.128	0.105	-0.023	-18.0%	0.350
ATR	0.127	0.127	0.000	0.1%	0.000
Volume	7,102	8,454	1,352	19.0%	42,350

Daily Pivots for day following 21-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.325	3.281	3.085
R3	3.220	3.176	3.056
R2	3.115	3.115	3.046
R1	3.071	3.071	3.037	3.041
PP	3.010	3.010	3.010	2.995
S1	2.966	2.966	3.017	2.936
S2	2.905	2.905	3.008
S3	2.800	2.861	2.998
S4	2.695	2.756	2.969

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	4.148	3.978	3.301
R3	3.798	3.628	3.204
R2	3.448	3.448	3.172
R1	3.278	3.278	3.140	3.363
PP	3.098	3.098	3.098	3.141
S1	2.928	2.928	3.076	3.013
S2	2.748	2.748	3.044
S3	2.398	2.578	3.012
S4	2.048	2.228	2.916

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.268	2.917	0.351	11.6%	0.153	5.1%	31%	False	False	8,427
10	3.268	2.917	0.351	11.6%	0.130	4.3%	31%	False	False	7,768
20	3.287	2.917	0.370	12.2%	0.119	3.9%	30%	False	False	5,824
40	3.800	2.917	0.883	29.2%	0.096	3.2%	12%	False	False	4,287

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.020
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.500
2.618	3.329
1.618	3.224
1.000	3.159
0.618	3.119
HIGH	3.054
0.618	3.014
0.500	3.002
0.382	2.989
LOW	2.949
0.618	2.884
1.000	2.844
1.618	2.779
2.618	2.674
4.250	2.503

Fisher Pivots for day following 21-Jan-2015
Pivot	1 day	3 day
R1	3.019	3.037
PP	3.010	3.034
S1	3.002	3.030

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

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