NYMEX Natural Gas Future August 2015

Trading Metrics calculated at close of trading on 22-Jan-2015

Day Change Summary
	Previous	Current
	21-Jan-2015	22-Jan-2015	Change	Change %	Previous Week
Open	3.034	3.066	0.032	1.1%	3.024
High	3.054	3.066	0.012	0.4%	3.268
Low	2.949	2.900	-0.049	-1.7%	2.918
Close	3.027	2.960	-0.067	-2.2%	3.108
Range	0.105	0.166	0.061	58.1%	0.350
ATR	0.127	0.130	0.003	2.2%	0.000
Volume	8,454	6,655	-1,799	-21.3%	42,350

Daily Pivots for day following 22-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.473	3.383	3.051
R3	3.307	3.217	3.006
R2	3.141	3.141	2.990
R1	3.051	3.051	2.975	3.013
PP	2.975	2.975	2.975	2.957
S1	2.885	2.885	2.945	2.847
S2	2.809	2.809	2.930
S3	2.643	2.719	2.914
S4	2.477	2.553	2.869

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	2.900	0.368	12.4%	0.145	4.9%	16%	False	True	8,420
10	3.268	2.900	0.368	12.4%	0.133	4.5%	16%	False	True	7,758
20	3.268	2.900	0.368	12.4%	0.122	4.1%	16%	False	True	6,012
40	3.800	2.900	0.900	30.4%	0.099	3.4%	7%	False	True	4,376

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.772
2.618	3.501
1.618	3.335
1.000	3.232
0.618	3.169
HIGH	3.066
0.618	3.003
0.500	2.983
0.382	2.963
LOW	2.900
0.618	2.797
1.000	2.734
1.618	2.631
2.618	2.465
4.250	2.195

Fisher Pivots for day following 22-Jan-2015
Pivot	1 day	3 day
R1	2.983	2.983
PP	2.975	2.975
S1	2.968	2.968

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

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