NYMEX Natural Gas Future December 2013

Trading Metrics calculated at close of trading on 19-Sep-2013

Day Change Summary
	Previous	Current
	18-Sep-2013	19-Sep-2013	Change	Change %	Previous Week
Open	3.968	3.955	-0.013	-0.3%	3.781
High	3.983	4.041	0.058	1.5%	3.910
Low	3.906	3.913	0.007	0.2%	3.760
Close	3.944	3.960	0.016	0.4%	3.902
Range	0.077	0.128	0.051	66.2%	0.150
ATR	0.087	0.090	0.003	3.4%	0.000
Volume	20,914	28,483	7,569	36.2%	110,301

Daily Pivots for day following 19-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.355	4.286	4.030
R3	4.227	4.158	3.995
R2	4.099	4.099	3.983
R1	4.030	4.030	3.972	4.065
PP	3.971	3.971	3.971	3.989
S1	3.902	3.902	3.948	3.937
S2	3.843	3.843	3.937
S3	3.715	3.774	3.925
S4	3.587	3.646	3.890

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.307	4.255	3.985
R3	4.157	4.105	3.943
R2	4.007	4.007	3.930
R1	3.955	3.955	3.916	3.981
PP	3.857	3.857	3.857	3.871
S1	3.805	3.805	3.888	3.831
S2	3.707	3.707	3.875
S3	3.557	3.655	3.861
S4	3.407	3.505	3.820

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.041	3.828	0.213	5.4%	0.092	2.3%	62%	True	False	24,489
10	4.041	3.760	0.281	7.1%	0.089	2.2%	71%	True	False	24,105
20	4.041	3.760	0.281	7.1%	0.087	2.2%	71%	True	False	21,250
40	4.041	3.469	0.572	14.4%	0.084	2.1%	86%	True	False	18,914
60	4.061	3.469	0.592	14.9%	0.089	2.3%	83%	False	False	16,037
80	4.463	3.469	0.994	25.1%	0.088	2.2%	49%	False	False	13,725
100	4.744	3.469	1.275	32.2%	0.091	2.3%	39%	False	False	12,254
120	4.744	3.469	1.275	32.2%	0.093	2.4%	39%	False	False	11,614

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	0.023
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	4.585
2.618	4.376
1.618	4.248
1.000	4.169
0.618	4.120
HIGH	4.041
0.618	3.992
0.500	3.977
0.382	3.962
LOW	3.913
0.618	3.834
1.000	3.785
1.618	3.706
2.618	3.578
4.250	3.369

Fisher Pivots for day following 19-Sep-2013
Pivot	1 day	3 day
R1	3.977	3.974
PP	3.971	3.969
S1	3.966	3.965

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

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