NYMEX Natural Gas Future December 2013

Trading Metrics calculated at close of trading on 03-Oct-2013

Day Change Summary
	Previous	Current
	02-Oct-2013	03-Oct-2013	Change	Change %	Previous Week
Open	3.760	3.694	-0.066	-1.8%	3.923
High	3.798	3.725	-0.073	-1.9%	3.923
Low	3.692	3.648	-0.044	-1.2%	3.629
Close	3.702	3.664	-0.038	-1.0%	3.769
Range	0.106	0.077	-0.029	-27.4%	0.294
ATR	0.092	0.091	-0.001	-1.1%	0.000
Volume	41,575	47,555	5,980	14.4%	144,434

Daily Pivots for day following 03-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	3.910	3.864	3.706
R3	3.833	3.787	3.685
R2	3.756	3.756	3.678
R1	3.710	3.710	3.671	3.695
PP	3.679	3.679	3.679	3.671
S1	3.633	3.633	3.657	3.618
S2	3.602	3.602	3.650
S3	3.525	3.556	3.643
S4	3.448	3.479	3.622

Weekly Pivots for week ending 27-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.656	4.506	3.931
R3	4.362	4.212	3.850
R2	4.068	4.068	3.823
R1	3.918	3.918	3.796	3.846
PP	3.774	3.774	3.774	3.738
S1	3.624	3.624	3.742	3.552
S2	3.480	3.480	3.715
S3	3.186	3.330	3.688
S4	2.892	3.036	3.607

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.805	3.648	0.157	4.3%	0.086	2.4%	10%	False	True	42,446
10	3.953	3.629	0.324	8.8%	0.089	2.4%	11%	False	False	34,530
20	4.041	3.629	0.412	11.2%	0.089	2.4%	8%	False	False	29,318
40	4.041	3.469	0.572	15.6%	0.088	2.4%	34%	False	False	24,706
60	4.061	3.469	0.592	16.2%	0.087	2.4%	33%	False	False	20,006
80	4.215	3.469	0.746	20.4%	0.089	2.4%	26%	False	False	17,217
100	4.583	3.469	1.114	30.4%	0.089	2.4%	18%	False	False	14,964
120	4.744	3.469	1.275	34.8%	0.092	2.5%	15%	False	False	13,686

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	0.020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.052
2.618	3.927
1.618	3.850
1.000	3.802
0.618	3.773
HIGH	3.725
0.618	3.696
0.500	3.687
0.382	3.677
LOW	3.648
0.618	3.600
1.000	3.571
1.618	3.523
2.618	3.446
4.250	3.321

Fisher Pivots for day following 03-Oct-2013
Pivot	1 day	3 day
R1	3.687	3.727
PP	3.679	3.706
S1	3.672	3.685

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

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