NYMEX Natural Gas Future January 2014

Trading Metrics calculated at close of trading on 05-Sep-2013

Day Change Summary
	Previous	Current
	04-Sep-2013	05-Sep-2013	Change	Change %	Previous Week
Open	3.995	3.990	-0.005	-0.1%	3.932
High	4.010	4.025	0.015	0.4%	3.990
Low	3.958	3.902	-0.056	-1.4%	3.856
Close	3.994	3.912	-0.082	-2.1%	3.926
Range	0.052	0.123	0.071	136.5%	0.134
ATR	0.084	0.087	0.003	3.3%	0.000
Volume	34,022	30,341	-3,681	-10.8%	98,276

Daily Pivots for day following 05-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.315	4.237	3.980
R3	4.192	4.114	3.946
R2	4.069	4.069	3.935
R1	3.991	3.991	3.923	3.969
PP	3.946	3.946	3.946	3.935
S1	3.868	3.868	3.901	3.846
S2	3.823	3.823	3.889
S3	3.700	3.745	3.878
S4	3.577	3.622	3.844

Weekly Pivots for week ending 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.326	4.260	4.000
R3	4.192	4.126	3.963
R2	4.058	4.058	3.951
R1	3.992	3.992	3.938	3.958
PP	3.924	3.924	3.924	3.907
S1	3.858	3.858	3.914	3.824
S2	3.790	3.790	3.901
S3	3.656	3.724	3.889
S4	3.522	3.590	3.852

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.025	3.865	0.160	4.1%	0.086	2.2%	29%	True	False	31,425
10	4.025	3.856	0.169	4.3%	0.081	2.1%	33%	True	False	25,372
20	4.025	3.565	0.460	11.8%	0.084	2.1%	75%	True	False	27,137
40	4.137	3.565	0.572	14.6%	0.083	2.1%	61%	False	False	23,415
60	4.295	3.565	0.730	18.7%	0.087	2.2%	48%	False	False	21,994
80	4.665	3.565	1.100	28.1%	0.087	2.2%	32%	False	False	20,601

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.548
2.618	4.347
1.618	4.224
1.000	4.148
0.618	4.101
HIGH	4.025
0.618	3.978
0.500	3.964
0.382	3.949
LOW	3.902
0.618	3.826
1.000	3.779
1.618	3.703
2.618	3.580
4.250	3.379

Fisher Pivots for day following 05-Sep-2013
Pivot	1 day	3 day
R1	3.964	3.964
PP	3.946	3.946
S1	3.929	3.929

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

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