NYMEX Natural Gas Future January 2015

Trading Metrics calculated at close of trading on 17-Oct-2014

Day Change Summary
	Previous	Current
	16-Oct-2014	17-Oct-2014	Change	Change %	Previous Week
Open	3.980	3.978	-0.002	-0.1%	4.025
High	4.003	3.978	-0.025	-0.6%	4.108
Low	3.911	3.898	-0.013	-0.3%	3.898
Close	3.969	3.951	-0.018	-0.5%	3.951
Range	0.092	0.080	-0.012	-13.0%	0.210
ATR	0.102	0.100	-0.002	-1.5%	0.000
Volume	32,773	31,260	-1,513	-4.6%	196,398

Daily Pivots for day following 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.182	4.147	3.995
R3	4.102	4.067	3.973
R2	4.022	4.022	3.966
R1	3.987	3.987	3.958	3.965
PP	3.942	3.942	3.942	3.931
S1	3.907	3.907	3.944	3.885
S2	3.862	3.862	3.936
S3	3.782	3.827	3.929
S4	3.702	3.747	3.907

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.616	4.493	4.067
R3	4.406	4.283	4.009
R2	4.196	4.196	3.990
R1	4.073	4.073	3.970	4.030
PP	3.986	3.986	3.986	3.964
S1	3.863	3.863	3.932	3.820
S2	3.776	3.776	3.913
S3	3.566	3.653	3.893
S4	3.356	3.443	3.836

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.108	3.898	0.210	5.3%	0.098	2.5%	25%	False	True	39,279
10	4.142	3.898	0.244	6.2%	0.094	2.4%	22%	False	True	41,240
20	4.306	3.898	0.408	10.3%	0.099	2.5%	13%	False	True	34,897
40	4.320	3.898	0.422	10.7%	0.096	2.4%	13%	False	True	29,388
60	4.320	3.898	0.422	10.7%	0.096	2.4%	13%	False	True	26,064
80	4.721	3.898	0.823	20.8%	0.092	2.3%	6%	False	True	23,421
100	5.027	3.898	1.129	28.6%	0.092	2.3%	5%	False	True	21,067
120	5.052	3.898	1.154	29.2%	0.093	2.4%	5%	False	True	19,101

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.318
2.618	4.187
1.618	4.107
1.000	4.058
0.618	4.027
HIGH	3.978
0.618	3.947
0.500	3.938
0.382	3.929
LOW	3.898
0.618	3.849
1.000	3.818
1.618	3.769
2.618	3.689
4.250	3.558

Fisher Pivots for day following 17-Oct-2014
Pivot	1 day	3 day
R1	3.947	3.959
PP	3.942	3.956
S1	3.938	3.954

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

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