This is a very powerful piece, I think it is because of the explosion in the background. XD
You did an excellent job on color choices, the warm and cool really compliment each other. Your anatomy is also very well done, I don't see anything in your anatomy that could be or is off. The dress design is also well thought out. Your shading and texture is superb. You did an excellent job on the piece.
Your guns, could use some work, they seem rather flat and don't look right. Also the explosion is very bright and sort of takes away from the girl; your subject. Perhaps tone it down a bit, finally the impact of the explosion would make her hair fly forward, maybe work on those a bit next time.
Firstly this is awesome!! Your understanding of anatomy is good. You even know how the light source casts shadows. Maybe just the random black blotches in the fire. I'm not sure what those are but they don't need to be there but there's not much I can say hey looks awesome. The only real thing is just try add more detail. Practice a background, to make the scene more elaborate so that the viewer knows what she's walking away from nice work