NYMEX Natural Gas Future January 2014

Trading Metrics calculated at close of trading on 17-Sep-2013

Day Change Summary
	Previous	Current
	16-Sep-2013	17-Sep-2013	Change	Change %	Previous Week
Open	4.005	4.053	0.048	1.2%	3.866
High	4.053	4.076	0.023	0.6%	3.995
Low	3.935	4.027	0.092	2.3%	3.846
Close	4.041	4.054	0.013	0.3%	3.989
Range	0.118	0.049	-0.069	-58.5%	0.149
ATR	0.088	0.085	-0.003	-3.2%	0.000
Volume	25,463	32,997	7,534	29.6%	132,012

Daily Pivots for day following 17-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.199	4.176	4.081
R3	4.150	4.127	4.067
R2	4.101	4.101	4.063
R1	4.078	4.078	4.058	4.090
PP	4.052	4.052	4.052	4.058
S1	4.029	4.029	4.050	4.041
S2	4.003	4.003	4.045
S3	3.954	3.980	4.041
S4	3.905	3.931	4.027

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	4.076	3.846	0.230	5.7%	0.088	2.2%	90%	True	False	30,005
10	4.076	3.846	0.230	5.7%	0.084	2.1%	90%	True	False	29,445
20	4.076	3.846	0.230	5.7%	0.079	2.0%	90%	True	False	26,521
40	4.094	3.565	0.529	13.0%	0.080	2.0%	92%	False	False	25,286
60	4.156	3.565	0.591	14.6%	0.086	2.1%	83%	False	False	23,091
80	4.665	3.565	1.100	27.1%	0.087	2.1%	44%	False	False	21,904
100	4.825	3.565	1.260	31.1%	0.091	2.2%	39%	False	False	21,218

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	0.020
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	4.284
2.618	4.204
1.618	4.155
1.000	4.125
0.618	4.106
HIGH	4.076
0.618	4.057
0.500	4.052
0.382	4.046
LOW	4.027
0.618	3.997
1.000	3.978
1.618	3.948
2.618	3.899
4.250	3.819

Fisher Pivots for day following 17-Sep-2013
Pivot	1 day	3 day
R1	4.053	4.034
PP	4.052	4.015
S1	4.052	3.995

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

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