NYMEX Natural Gas Future October 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	3.053	2.978	-0.075	-2.5%	3.041
High	3.067	3.055	-0.012	-0.4%	3.283
Low	2.929	2.961	0.032	1.1%	2.922
Close	2.938	3.041	0.103	3.5%	3.114
Range	0.138	0.094	-0.044	-31.9%	0.361
ATR
Volume	18,167	24,265	6,098	33.6%	115,110

Daily Pivots for day following 21-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.301	3.265	3.093
R3	3.207	3.171	3.067
R2	3.113	3.113	3.058
R1	3.077	3.077	3.050	3.095
PP	3.019	3.019	3.019	3.028
S1	2.983	2.983	3.032	3.001
S2	2.925	2.925	3.024
S3	2.831	2.889	3.015
S4	2.737	2.795	2.989

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	4.189	4.013	3.313
R3	3.828	3.652	3.213
R2	3.467	3.467	3.180
R1	3.291	3.291	3.147	3.379
PP	3.106	3.106	3.106	3.151
S1	2.930	2.930	3.081	3.018
S2	2.745	2.745	3.048
S3	2.384	2.569	3.015
S4	2.023	2.208	2.915

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.283	2.929	0.354	11.6%	0.153	5.0%	32%	False	False	24,158
10	3.283	2.922	0.361	11.9%	0.132	4.3%	33%	False	False	19,978

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3.455
2.618	3.301
1.618	3.207
1.000	3.149
0.618	3.113
HIGH	3.055
0.618	3.019
0.500	3.008
0.382	2.997
LOW	2.961
0.618	2.903
1.000	2.867
1.618	2.809
2.618	2.715
4.250	2.562

Fisher Pivots for day following 21-Jan-2015
Pivot	1 day	3 day
R1	3.030	3.046
PP	3.019	3.044
S1	3.008	3.043

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

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