NYMEX Natural Gas Future October 2014

Trading Metrics calculated at close of trading on 12-Aug-2014

Day Change Summary
	Previous	Current
	11-Aug-2014	12-Aug-2014	Change	Change %	Previous Week
Open	4.003	4.013	0.010	0.2%	3.812
High	4.030	4.041	0.011	0.3%	4.001
Low	3.945	3.982	0.037	0.9%	3.790
Close	3.988	4.001	0.013	0.3%	3.980
Range	0.085	0.059	-0.026	-30.6%	0.211
ATR	0.096	0.093	-0.003	-2.7%	0.000
Volume	68,287	63,109	-5,178	-7.6%	225,080

Daily Pivots for day following 12-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.185	4.152	4.033
R3	4.126	4.093	4.017
R2	4.067	4.067	4.012
R1	4.034	4.034	4.006	4.021
PP	4.008	4.008	4.008	4.002
S1	3.975	3.975	3.996	3.962
S2	3.949	3.949	3.990
S3	3.890	3.916	3.985
S4	3.831	3.857	3.969

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.557	4.479	4.096
R3	4.346	4.268	4.038
R2	4.135	4.135	4.019
R1	4.057	4.057	3.999	4.096
PP	3.924	3.924	3.924	3.943
S1	3.846	3.846	3.961	3.885
S2	3.713	3.713	3.941
S3	3.502	3.635	3.922
S4	3.291	3.424	3.864

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.041	3.878	0.163	4.1%	0.087	2.2%	75%	True	False	58,729
10	4.041	3.768	0.273	6.8%	0.090	2.3%	85%	True	False	46,386
20	4.144	3.740	0.404	10.1%	0.091	2.3%	65%	False	False	36,339
40	4.757	3.740	1.017	25.4%	0.094	2.3%	26%	False	False	29,158
60	4.879	3.740	1.139	28.5%	0.099	2.5%	23%	False	False	27,339
80	4.879	3.740	1.139	28.5%	0.100	2.5%	23%	False	False	24,963
100	4.879	3.740	1.139	28.5%	0.101	2.5%	23%	False	False	22,884
120	4.879	3.740	1.139	28.5%	0.105	2.6%	23%	False	False	21,938

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	0.024
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	4.292
2.618	4.195
1.618	4.136
1.000	4.100
0.618	4.077
HIGH	4.041
0.618	4.018
0.500	4.012
0.382	4.005
LOW	3.982
0.618	3.946
1.000	3.923
1.618	3.887
2.618	3.828
4.250	3.731

Fisher Pivots for day following 12-Aug-2014
Pivot	1 day	3 day
R1	4.012	3.989
PP	4.008	3.978
S1	4.005	3.966

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

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