NYMEX Natural Gas Future November 2014

Trading Metrics calculated at close of trading on 29-Sep-2014

Day Change Summary
	Previous	Current
	26-Sep-2014	29-Sep-2014	Change	Change %	Previous Week
Open	4.008	4.032	0.024	0.6%	3.904
High	4.040	4.162	0.122	3.0%	4.040
Low	3.969	4.011	0.042	1.1%	3.845
Close	4.029	4.154	0.125	3.1%	4.029
Range	0.071	0.151	0.080	112.7%	0.195
ATR	0.104	0.108	0.003	3.2%	0.000
Volume	100,546	129,263	28,717	28.6%	455,421

Daily Pivots for day following 29-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.562	4.509	4.237
R3	4.411	4.358	4.196
R2	4.260	4.260	4.182
R1	4.207	4.207	4.168	4.234
PP	4.109	4.109	4.109	4.122
S1	4.056	4.056	4.140	4.083
S2	3.958	3.958	4.126
S3	3.807	3.905	4.112
S4	3.656	3.754	4.071

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.556	4.488	4.136
R3	4.361	4.293	4.083
R2	4.166	4.166	4.065
R1	4.098	4.098	4.047	4.132
PP	3.971	3.971	3.971	3.989
S1	3.903	3.903	4.011	3.937
S2	3.776	3.776	3.993
S3	3.581	3.708	3.975
S4	3.386	3.513	3.922

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.162	3.845	0.317	7.6%	0.118	2.8%	97%	True	False	103,737
10	4.162	3.845	0.317	7.6%	0.110	2.6%	97%	True	False	85,091
20	4.162	3.812	0.350	8.4%	0.110	2.7%	98%	True	False	66,907
40	4.163	3.812	0.351	8.4%	0.104	2.5%	97%	False	False	50,595
60	4.412	3.786	0.626	15.1%	0.098	2.4%	59%	False	False	38,883
80	4.905	3.786	1.119	26.9%	0.099	2.4%	33%	False	False	32,107
100	4.905	3.786	1.119	26.9%	0.099	2.4%	33%	False	False	27,345
120	4.905	3.786	1.119	26.9%	0.097	2.3%	33%	False	False	23,505

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.037
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	4.804
2.618	4.557
1.618	4.406
1.000	4.313
0.618	4.255
HIGH	4.162
0.618	4.104
0.500	4.087
0.382	4.069
LOW	4.011
0.618	3.918
1.000	3.860
1.618	3.767
2.618	3.616
4.250	3.369

Fisher Pivots for day following 29-Sep-2014
Pivot	1 day	3 day
R1	4.132	4.109
PP	4.109	4.063
S1	4.087	4.018

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

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