NYMEX Natural Gas Future December 2013

Trading Metrics calculated at close of trading on 20-Sep-2013

Day Change Summary
	Previous	Current
	19-Sep-2013	20-Sep-2013	Change	Change %	Previous Week
Open	3.955	3.949	-0.006	-0.2%	3.911
High	4.041	3.953	-0.088	-2.2%	4.041
Low	3.913	3.903	-0.010	-0.3%	3.847
Close	3.960	3.932	-0.028	-0.7%	3.932
Range	0.128	0.050	-0.078	-60.9%	0.194
ATR	0.090	0.087	-0.002	-2.6%	0.000
Volume	28,483	42,060	13,577	47.7%	137,139

Daily Pivots for day following 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.079	4.056	3.960
R3	4.029	4.006	3.946
R2	3.979	3.979	3.941
R1	3.956	3.956	3.937	3.943
PP	3.929	3.929	3.929	3.923
S1	3.906	3.906	3.927	3.893
S2	3.879	3.879	3.923
S3	3.829	3.856	3.918
S4	3.779	3.806	3.905

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.522	4.421	4.039
R3	4.328	4.227	3.985
R2	4.134	4.134	3.968
R1	4.033	4.033	3.950	4.084
PP	3.940	3.940	3.940	3.965
S1	3.839	3.839	3.914	3.890
S2	3.746	3.746	3.896
S3	3.552	3.645	3.879
S4	3.358	3.451	3.825

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.041	3.847	0.194	4.9%	0.085	2.2%	44%	False	False	27,427
10	4.041	3.760	0.281	7.1%	0.086	2.2%	61%	False	False	24,744
20	4.041	3.760	0.281	7.1%	0.086	2.2%	61%	False	False	22,714
40	4.041	3.469	0.572	14.5%	0.082	2.1%	81%	False	False	19,843
60	4.061	3.469	0.592	15.1%	0.089	2.3%	78%	False	False	16,598
80	4.431	3.469	0.962	24.5%	0.087	2.2%	48%	False	False	14,189
100	4.744	3.469	1.275	32.4%	0.091	2.3%	36%	False	False	12,576
120	4.744	3.469	1.275	32.4%	0.093	2.4%	36%	False	False	11,919

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 22 trading days

Fibonacci Retracements and Extensions
4.250	4.166
2.618	4.084
1.618	4.034
1.000	4.003
0.618	3.984
HIGH	3.953
0.618	3.934
0.500	3.928
0.382	3.922
LOW	3.903
0.618	3.872
1.000	3.853
1.618	3.822
2.618	3.772
4.250	3.691

Fisher Pivots for day following 20-Sep-2013
Pivot	1 day	3 day
R1	3.931	3.972
PP	3.929	3.959
S1	3.928	3.945

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

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