NYMEX Natural Gas Future October 2014

Trading Metrics calculated at close of trading on 02-Sep-2014

Day Change Summary
	Previous	Current
	29-Aug-2014	02-Sep-2014	Change	Change %	Previous Week
Open	4.056	4.048	-0.008	-0.2%	3.898
High	4.085	4.078	-0.007	-0.2%	4.101
Low	4.012	3.885	-0.127	-3.2%	3.885
Close	4.065	3.890	-0.175	-4.3%	4.065
Range	0.073	0.193	0.120	164.4%	0.216
ATR	0.102	0.109	0.006	6.3%	0.000
Volume	72,912	143,803	70,891	97.2%	503,036

Daily Pivots for day following 02-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.530	4.403	3.996
R3	4.337	4.210	3.943
R2	4.144	4.144	3.925
R1	4.017	4.017	3.908	3.984
PP	3.951	3.951	3.951	3.935
S1	3.824	3.824	3.872	3.791
S2	3.758	3.758	3.855
S3	3.565	3.631	3.837
S4	3.372	3.438	3.784

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.665	4.581	4.184
R3	4.449	4.365	4.124
R2	4.233	4.233	4.105
R1	4.149	4.149	4.085	4.191
PP	4.017	4.017	4.017	4.038
S1	3.933	3.933	4.045	3.975
S2	3.801	3.801	4.025
S3	3.585	3.717	4.006
S4	3.369	3.501	3.946

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.101	3.885	0.216	5.6%	0.116	3.0%	2%	False	True	114,599
10	4.101	3.815	0.286	7.4%	0.111	2.9%	26%	False	False	89,112
20	4.101	3.760	0.341	8.8%	0.109	2.8%	38%	False	False	74,915
40	4.229	3.740	0.489	12.6%	0.098	2.5%	31%	False	False	51,771
60	4.879	3.740	1.139	29.3%	0.103	2.6%	13%	False	False	42,032
80	4.879	3.740	1.139	29.3%	0.103	2.6%	13%	False	False	37,198
100	4.879	3.740	1.139	29.3%	0.103	2.7%	13%	False	False	32,714
120	4.879	3.740	1.139	29.3%	0.102	2.6%	13%	False	False	29,587

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Widest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	4.898
2.618	4.583
1.618	4.390
1.000	4.271
0.618	4.197
HIGH	4.078
0.618	4.004
0.500	3.982
0.382	3.959
LOW	3.885
0.618	3.766
1.000	3.692
1.618	3.573
2.618	3.380
4.250	3.065

Fisher Pivots for day following 02-Sep-2014
Pivot	1 day	3 day
R1	3.982	3.993
PP	3.951	3.959
S1	3.921	3.924

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

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