NYMEX Natural Gas Future September 2014

Trading Metrics calculated at close of trading on 26-Aug-2014

Day Change Summary
	Previous	Current
	25-Aug-2014	26-Aug-2014	Change	Change %	Previous Week
Open	3.869	3.936	0.067	1.7%	3.746
High	3.944	3.978	0.034	0.9%	3.955
Low	3.843	3.899	0.056	1.5%	3.727
Close	3.937	3.911	-0.026	-0.7%	3.840
Range	0.101	0.079	-0.022	-21.8%	0.228
ATR	0.109	0.107	-0.002	-2.0%	0.000
Volume	51,206	41,264	-9,942	-19.4%	460,172

Daily Pivots for day following 26-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.166	4.118	3.954
R3	4.087	4.039	3.933
R2	4.008	4.008	3.925
R1	3.960	3.960	3.918	3.945
PP	3.929	3.929	3.929	3.922
S1	3.881	3.881	3.904	3.866
S2	3.850	3.850	3.897
S3	3.771	3.802	3.889
S4	3.692	3.723	3.868

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.525	4.410	3.965
R3	4.297	4.182	3.903
R2	4.069	4.069	3.882
R1	3.954	3.954	3.861	4.012
PP	3.841	3.841	3.841	3.869
S1	3.726	3.726	3.819	3.784
S2	3.613	3.613	3.798
S3	3.385	3.498	3.777
S4	3.157	3.270	3.715

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.978	3.786	0.192	4.9%	0.102	2.6%	65%	True	False	72,660
10	3.986	3.727	0.259	6.6%	0.121	3.1%	71%	False	False	95,605
20	4.020	3.727	0.293	7.5%	0.108	2.8%	63%	False	False	97,940
40	4.439	3.725	0.714	18.3%	0.099	2.5%	26%	False	False	77,166
60	4.874	3.725	1.149	29.4%	0.103	2.6%	16%	False	False	61,518
80	4.874	3.725	1.149	29.4%	0.104	2.7%	16%	False	False	49,933
100	4.874	3.725	1.149	29.4%	0.103	2.6%	16%	False	False	42,029
120	4.874	3.725	1.149	29.4%	0.102	2.6%	16%	False	False	35,978

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	0.021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.314
2.618	4.185
1.618	4.106
1.000	4.057
0.618	4.027
HIGH	3.978
0.618	3.948
0.500	3.939
0.382	3.929
LOW	3.899
0.618	3.850
1.000	3.820
1.618	3.771
2.618	3.692
4.250	3.563

Fisher Pivots for day following 26-Aug-2014
Pivot	1 day	3 day
R1	3.939	3.908
PP	3.929	3.906
S1	3.920	3.903

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

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