NYMEX Natural Gas Future October 2014

Trading Metrics calculated at close of trading on 04-Aug-2014

Day Change Summary
	Previous	Current
	01-Aug-2014	04-Aug-2014	Change	Change %	Previous Week
Open	3.858	3.812	-0.046	-1.2%	3.766
High	3.900	3.877	-0.023	-0.6%	3.914
Low	3.809	3.790	-0.019	-0.5%	3.740
Close	3.822	3.859	0.037	1.0%	3.822
Range	0.091	0.087	-0.004	-4.4%	0.174
ATR	0.098	0.097	-0.001	-0.8%	0.000
Volume	49,889	39,886	-10,003	-20.1%	147,217

Daily Pivots for day following 04-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.103	4.068	3.907
R3	4.016	3.981	3.883
R2	3.929	3.929	3.875
R1	3.894	3.894	3.867	3.912
PP	3.842	3.842	3.842	3.851
S1	3.807	3.807	3.851	3.825
S2	3.755	3.755	3.843
S3	3.668	3.720	3.835
S4	3.581	3.633	3.811

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.347	4.259	3.918
R3	4.173	4.085	3.870
R2	3.999	3.999	3.854
R1	3.911	3.911	3.838	3.955
PP	3.825	3.825	3.825	3.848
S1	3.737	3.737	3.806	3.781
S2	3.651	3.651	3.790
S3	3.477	3.563	3.774
S4	3.303	3.389	3.726

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.914	3.752	0.162	4.2%	0.095	2.5%	66%	False	False	34,465
10	3.914	3.740	0.174	4.5%	0.098	2.5%	68%	False	False	30,590
20	4.229	3.740	0.489	12.7%	0.087	2.2%	24%	False	False	28,628
40	4.879	3.740	1.139	29.5%	0.100	2.6%	10%	False	False	25,591
60	4.879	3.740	1.139	29.5%	0.101	2.6%	10%	False	False	24,626
80	4.879	3.740	1.139	29.5%	0.102	2.6%	10%	False	False	22,164
100	4.879	3.740	1.139	29.5%	0.101	2.6%	10%	False	False	20,522
120	4.879	3.740	1.139	29.5%	0.107	2.8%	10%	False	False	20,317

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.247
2.618	4.105
1.618	4.018
1.000	3.964
0.618	3.931
HIGH	3.877
0.618	3.844
0.500	3.834
0.382	3.823
LOW	3.790
0.618	3.736
1.000	3.703
1.618	3.649
2.618	3.562
4.250	3.420

Fisher Pivots for day following 04-Aug-2014
Pivot	1 day	3 day
R1	3.851	3.856
PP	3.842	3.852
S1	3.834	3.849

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

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