NYMEX Natural Gas Future December 2013

Trading Metrics calculated at close of trading on 24-Sep-2013

Day Change Summary
	Previous	Current
	23-Sep-2013	24-Sep-2013	Change	Change %	Previous Week
Open	3.923	3.831	-0.092	-2.3%	3.911
High	3.923	3.860	-0.063	-1.6%	4.041
Low	3.842	3.730	-0.112	-2.9%	3.847
Close	3.847	3.734	-0.113	-2.9%	3.932
Range	0.081	0.130	0.049	60.5%	0.194
ATR	0.088	0.091	0.003	3.5%	0.000
Volume	14,678	19,144	4,466	30.4%	137,139

Daily Pivots for day following 24-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.165	4.079	3.806
R3	4.035	3.949	3.770
R2	3.905	3.905	3.758
R1	3.819	3.819	3.746	3.797
PP	3.775	3.775	3.775	3.764
S1	3.689	3.689	3.722	3.667
S2	3.645	3.645	3.710
S3	3.515	3.559	3.698
S4	3.385	3.429	3.663

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	3.730	0.311	8.3%	0.093	2.5%	1%	False	True	25,055
10	4.041	3.730	0.311	8.3%	0.092	2.5%	1%	False	True	24,283
20	4.041	3.730	0.311	8.3%	0.090	2.4%	1%	False	True	22,971
40	4.041	3.469	0.572	15.3%	0.083	2.2%	46%	False	False	20,251
60	4.061	3.469	0.592	15.9%	0.089	2.4%	45%	False	False	16,788
80	4.282	3.469	0.813	21.8%	0.087	2.3%	33%	False	False	14,426
100	4.583	3.469	1.114	29.8%	0.089	2.4%	24%	False	False	12,733
120	4.744	3.469	1.275	34.1%	0.094	2.5%	21%	False	False	12,111

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 32 trading days

Fibonacci Retracements and Extensions
4.250	4.413
2.618	4.200
1.618	4.070
1.000	3.990
0.618	3.940
HIGH	3.860
0.618	3.810
0.500	3.795
0.382	3.780
LOW	3.730
0.618	3.650
1.000	3.600
1.618	3.520
2.618	3.390
4.250	3.178

Fisher Pivots for day following 24-Sep-2013
Pivot	1 day	3 day
R1	3.795	3.842
PP	3.775	3.806
S1	3.754	3.770

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

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