NYMEX Natural Gas Future October 2014

Trading Metrics calculated at close of trading on 03-Sep-2014

Day Change Summary
	Previous	Current
	02-Sep-2014	03-Sep-2014	Change	Change %	Previous Week
Open	4.048	3.891	-0.157	-3.9%	3.898
High	4.078	3.917	-0.161	-3.9%	4.101
Low	3.885	3.829	-0.056	-1.4%	3.885
Close	3.890	3.847	-0.043	-1.1%	4.065
Range	0.193	0.088	-0.105	-54.4%	0.216
ATR	0.109	0.107	-0.001	-1.4%	0.000
Volume	143,803	109,709	-34,094	-23.7%	503,036

Daily Pivots for day following 03-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.128	4.076	3.895
R3	4.040	3.988	3.871
R2	3.952	3.952	3.863
R1	3.900	3.900	3.855	3.882
PP	3.864	3.864	3.864	3.856
S1	3.812	3.812	3.839	3.794
S2	3.776	3.776	3.831
S3	3.688	3.724	3.823
S4	3.600	3.636	3.799

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	3.829	0.272	7.1%	0.116	3.0%	7%	False	True	118,949
10	4.101	3.829	0.272	7.1%	0.107	2.8%	7%	False	True	93,993
20	4.101	3.760	0.341	8.9%	0.109	2.8%	26%	False	False	79,253
40	4.225	3.740	0.485	12.6%	0.097	2.5%	22%	False	False	53,796
60	4.879	3.740	1.139	29.6%	0.102	2.7%	9%	False	False	43,466
80	4.879	3.740	1.139	29.6%	0.103	2.7%	9%	False	False	38,192
100	4.879	3.740	1.139	29.6%	0.103	2.7%	9%	False	False	33,644
120	4.879	3.740	1.139	29.6%	0.102	2.6%	9%	False	False	30,340

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.291
2.618	4.147
1.618	4.059
1.000	4.005
0.618	3.971
HIGH	3.917
0.618	3.883
0.500	3.873
0.382	3.863
LOW	3.829
0.618	3.775
1.000	3.741
1.618	3.687
2.618	3.599
4.250	3.455

Fisher Pivots for day following 03-Sep-2014
Pivot	1 day	3 day
R1	3.873	3.957
PP	3.864	3.920
S1	3.856	3.884

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

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