NYMEX Natural Gas Future January 2014

Trading Metrics calculated at close of trading on 16-Sep-2013

Day Change Summary
	Previous	Current
	13-Sep-2013	16-Sep-2013	Change	Change %	Previous Week
Open	3.940	4.005	0.065	1.6%	3.866
High	3.995	4.053	0.058	1.5%	3.995
Low	3.914	3.935	0.021	0.5%	3.846
Close	3.989	4.041	0.052	1.3%	3.989
Range	0.081	0.118	0.037	45.7%	0.149
ATR	0.086	0.088	0.002	2.7%	0.000
Volume	37,816	25,463	-12,353	-32.7%	132,012

Daily Pivots for day following 16-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.364	4.320	4.106
R3	4.246	4.202	4.073
R2	4.128	4.128	4.063
R1	4.084	4.084	4.052	4.106
PP	4.010	4.010	4.010	4.021
S1	3.966	3.966	4.030	3.988
S2	3.892	3.892	4.019
S3	3.774	3.848	4.009
S4	3.656	3.730	3.976

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.390	4.339	4.071
R3	4.241	4.190	4.030
R2	4.092	4.092	4.016
R1	4.041	4.041	4.003	4.067
PP	3.943	3.943	3.943	3.956
S1	3.892	3.892	3.975	3.918
S2	3.794	3.794	3.962
S3	3.645	3.743	3.948
S4	3.496	3.594	3.907

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.053	3.846	0.207	5.1%	0.092	2.3%	94%	True	False	27,474
10	4.053	3.846	0.207	5.1%	0.085	2.1%	94%	True	False	29,814
20	4.053	3.807	0.246	6.1%	0.082	2.0%	95%	True	False	25,740
40	4.094	3.565	0.529	13.1%	0.081	2.0%	90%	False	False	24,915
60	4.231	3.565	0.666	16.5%	0.087	2.2%	71%	False	False	22,783
80	4.665	3.565	1.100	27.2%	0.087	2.2%	43%	False	False	21,658
100	4.825	3.565	1.260	31.2%	0.091	2.3%	38%	False	False	20,996

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	0.019
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4.555
2.618	4.362
1.618	4.244
1.000	4.171
0.618	4.126
HIGH	4.053
0.618	4.008
0.500	3.994
0.382	3.980
LOW	3.935
0.618	3.862
1.000	3.817
1.618	3.744
2.618	3.626
4.250	3.434

Fisher Pivots for day following 16-Sep-2013
Pivot	1 day	3 day
R1	4.025	4.012
PP	4.010	3.983
S1	3.994	3.954

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

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