NYMEX Natural Gas Future October 2014

Trading Metrics calculated at close of trading on 18-Aug-2014

Day Change Summary
	Previous	Current
	15-Aug-2014	18-Aug-2014	Change	Change %	Previous Week
Open	3.917	3.764	-0.153	-3.9%	4.003
High	3.926	3.858	-0.068	-1.7%	4.041
Low	3.793	3.760	-0.033	-0.9%	3.793
Close	3.807	3.828	0.021	0.6%	3.807
Range	0.133	0.098	-0.035	-26.3%	0.248
ATR	0.104	0.103	0.000	-0.4%	0.000
Volume	58,562	56,295	-2,267	-3.9%	365,689

Daily Pivots for day following 18-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.109	4.067	3.882
R3	4.011	3.969	3.855
R2	3.913	3.913	3.846
R1	3.871	3.871	3.837	3.892
PP	3.815	3.815	3.815	3.826
S1	3.773	3.773	3.819	3.794
S2	3.717	3.717	3.810
S3	3.619	3.675	3.801
S4	3.521	3.577	3.774

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.624	4.464	3.943
R3	4.376	4.216	3.875
R2	4.128	4.128	3.852
R1	3.968	3.968	3.830	3.924
PP	3.880	3.880	3.880	3.859
S1	3.720	3.720	3.784	3.676
S2	3.632	3.632	3.762
S3	3.384	3.472	3.739
S4	3.136	3.224	3.671

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.041	3.760	0.281	7.3%	0.119	3.1%	24%	False	True	70,739
10	4.041	3.760	0.281	7.3%	0.106	2.8%	24%	False	True	60,717
20	4.041	3.740	0.301	7.9%	0.102	2.7%	29%	False	False	45,654
40	4.575	3.740	0.835	21.8%	0.098	2.5%	11%	False	False	34,562
60	4.879	3.740	1.139	29.8%	0.100	2.6%	8%	False	False	31,083
80	4.879	3.740	1.139	29.8%	0.102	2.7%	8%	False	False	27,881
100	4.879	3.740	1.139	29.8%	0.103	2.7%	8%	False	False	25,258
120	4.879	3.740	1.139	29.8%	0.103	2.7%	8%	False	False	23,599

Crabel Price Patterns
NR	True
NR4	True
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	True
Bull Hook	False
Stretch	0.016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.275
2.618	4.115
1.618	4.017
1.000	3.956
0.618	3.919
HIGH	3.858
0.618	3.821
0.500	3.809
0.382	3.797
LOW	3.760
0.618	3.699
1.000	3.662
1.618	3.601
2.618	3.503
4.250	3.344

Fisher Pivots for day following 18-Aug-2014
Pivot	1 day	3 day
R1	3.822	3.866
PP	3.815	3.853
S1	3.809	3.841

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

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