NYMEX Natural Gas Future January 2015

Trading Metrics calculated at close of trading on 16-Oct-2014

Day Change Summary
	Previous	Current
	15-Oct-2014	16-Oct-2014	Change	Change %	Previous Week
Open	4.001	3.980	-0.021	-0.5%	4.133
High	4.019	4.003	-0.016	-0.4%	4.142
Low	3.933	3.911	-0.022	-0.6%	3.994
Close	3.967	3.969	0.002	0.1%	4.035
Range	0.086	0.092	0.006	7.0%	0.148
ATR	0.102	0.102	-0.001	-0.7%	0.000
Volume	37,364	32,773	-4,591	-12.3%	216,006

Daily Pivots for day following 16-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.237	4.195	4.020
R3	4.145	4.103	3.994
R2	4.053	4.053	3.986
R1	4.011	4.011	3.977	3.986
PP	3.961	3.961	3.961	3.949
S1	3.919	3.919	3.961	3.894
S2	3.869	3.869	3.952
S3	3.777	3.827	3.944
S4	3.685	3.735	3.918

Weekly Pivots for week ending 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.501	4.416	4.116
R3	4.353	4.268	4.076
R2	4.205	4.205	4.062
R1	4.120	4.120	4.049	4.089
PP	4.057	4.057	4.057	4.041
S1	3.972	3.972	4.021	3.941
S2	3.909	3.909	4.008
S3	3.761	3.824	3.994
S4	3.613	3.676	3.954

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.108	3.911	0.197	5.0%	0.091	2.3%	29%	False	True	45,463
10	4.192	3.911	0.281	7.1%	0.095	2.4%	21%	False	True	41,838
20	4.306	3.911	0.395	10.0%	0.099	2.5%	15%	False	True	34,676
40	4.320	3.911	0.409	10.3%	0.098	2.5%	14%	False	True	29,033
60	4.320	3.911	0.409	10.3%	0.096	2.4%	14%	False	True	25,785
80	4.727	3.911	0.816	20.6%	0.092	2.3%	7%	False	True	23,155
100	5.027	3.911	1.116	28.1%	0.092	2.3%	5%	False	True	20,856
120	5.052	3.911	1.141	28.7%	0.093	2.3%	5%	False	True	18,890

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.394
2.618	4.244
1.618	4.152
1.000	4.095
0.618	4.060
HIGH	4.003
0.618	3.968
0.500	3.957
0.382	3.946
LOW	3.911
0.618	3.854
1.000	3.819
1.618	3.762
2.618	3.670
4.250	3.520

Fisher Pivots for day following 16-Oct-2014
Pivot	1 day	3 day
R1	3.965	4.010
PP	3.961	3.996
S1	3.957	3.983

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

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