NYMEX Natural Gas Future September 2014

Trading Metrics calculated at close of trading on 27-Aug-2014

Day Change Summary
	Previous	Current
	26-Aug-2014	27-Aug-2014	Change	Change %	Previous Week
Open	3.936	3.934	-0.002	-0.1%	3.746
High	3.978	3.996	0.018	0.5%	3.955
Low	3.899	3.897	-0.002	-0.1%	3.727
Close	3.911	3.957	0.046	1.2%	3.840
Range	0.079	0.099	0.020	25.3%	0.228
ATR	0.107	0.106	-0.001	-0.5%	0.000
Volume	41,264	11,204	-30,060	-72.8%	460,172

Daily Pivots for day following 27-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.247	4.201	4.011
R3	4.148	4.102	3.984
R2	4.049	4.049	3.975
R1	4.003	4.003	3.966	4.026
PP	3.950	3.950	3.950	3.962
S1	3.904	3.904	3.948	3.927
S2	3.851	3.851	3.939
S3	3.752	3.805	3.930
S4	3.653	3.706	3.903

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	3.996	3.786	0.210	5.3%	0.103	2.6%	81%	True	False	55,907
10	3.996	3.727	0.269	6.8%	0.113	2.9%	86%	True	False	81,371
20	4.020	3.727	0.293	7.4%	0.109	2.7%	78%	False	False	95,133
40	4.399	3.725	0.674	17.0%	0.099	2.5%	34%	False	False	76,951
60	4.874	3.725	1.149	29.0%	0.103	2.6%	20%	False	False	61,418
80	4.874	3.725	1.149	29.0%	0.105	2.6%	20%	False	False	49,997
100	4.874	3.725	1.149	29.0%	0.103	2.6%	20%	False	False	42,088
120	4.874	3.725	1.149	29.0%	0.102	2.6%	20%	False	False	36,017

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.417
2.618	4.255
1.618	4.156
1.000	4.095
0.618	4.057
HIGH	3.996
0.618	3.958
0.500	3.947
0.382	3.935
LOW	3.897
0.618	3.836
1.000	3.798
1.618	3.737
2.618	3.638
4.250	3.476

Fisher Pivots for day following 27-Aug-2014
Pivot	1 day	3 day
R1	3.954	3.945
PP	3.950	3.932
S1	3.947	3.920

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

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