NYMEX Natural Gas Future October 2013

Trading Metrics calculated at close of trading on 06-Sep-2013

Day Change Summary
	Previous	Current
	05-Sep-2013	06-Sep-2013	Change	Change %	Previous Week
Open	3.672	3.575	-0.097	-2.6%	3.601
High	3.719	3.595	-0.124	-3.3%	3.719
Low	3.562	3.517	-0.045	-1.3%	3.517
Close	3.575	3.530	-0.045	-1.3%	3.530
Range	0.157	0.078	-0.079	-50.3%	0.202
ATR	0.103	0.101	-0.002	-1.7%	0.000
Volume	150,604	84,492	-66,112	-43.9%	471,046

Daily Pivots for day following 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	3.781	3.734	3.573
R3	3.703	3.656	3.551
R2	3.625	3.625	3.544
R1	3.578	3.578	3.537	3.563
PP	3.547	3.547	3.547	3.540
S1	3.500	3.500	3.523	3.485
S2	3.469	3.469	3.516
S3	3.391	3.422	3.509
S4	3.313	3.344	3.487

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.195	4.064	3.641
R3	3.993	3.862	3.586
R2	3.791	3.791	3.567
R1	3.660	3.660	3.549	3.625
PP	3.589	3.589	3.589	3.571
S1	3.458	3.458	3.511	3.423
S2	3.387	3.387	3.493
S3	3.185	3.256	3.474
S4	2.983	3.054	3.419

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.719	3.517	0.202	5.7%	0.094	2.7%	6%	False	True	112,051
10	3.719	3.483	0.236	6.7%	0.098	2.8%	20%	False	False	106,154
20	3.719	3.242	0.477	13.5%	0.097	2.8%	60%	False	False	95,154
40	3.844	3.154	0.690	19.5%	0.099	2.8%	54%	False	False	66,746
60	4.004	3.154	0.850	24.1%	0.103	2.9%	44%	False	False	53,298
80	4.373	3.154	1.219	34.5%	0.102	2.9%	31%	False	False	46,046
100	4.525	3.154	1.371	38.8%	0.105	3.0%	27%	False	False	42,139
120	4.525	3.154	1.371	38.8%	0.106	3.0%	27%	False	False	40,849

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.927
2.618	3.799
1.618	3.721
1.000	3.673
0.618	3.643
HIGH	3.595
0.618	3.565
0.500	3.556
0.382	3.547
LOW	3.517
0.618	3.469
1.000	3.439
1.618	3.391
2.618	3.313
4.250	3.186

Fisher Pivots for day following 06-Sep-2013
Pivot	1 day	3 day
R1	3.556	3.618
PP	3.547	3.589
S1	3.539	3.559

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

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