NYMEX Natural Gas Future November 2014

Trading Metrics calculated at close of trading on 22-Aug-2014

Day Change Summary
	Previous	Current
	21-Aug-2014	22-Aug-2014	Change	Change %	Previous Week
Open	3.953	3.997	0.044	1.1%	3.870
High	4.055	4.002	-0.053	-1.3%	4.055
Low	3.907	3.942	0.035	0.9%	3.835
Close	4.001	3.956	-0.045	-1.1%	3.956
Range	0.148	0.060	-0.088	-59.5%	0.220
ATR	0.102	0.099	-0.003	-2.9%	0.000
Volume	28,268	31,704	3,436	12.2%	141,420

Daily Pivots for day following 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.147	4.111	3.989
R3	4.087	4.051	3.973
R2	4.027	4.027	3.967
R1	3.991	3.991	3.962	3.979
PP	3.967	3.967	3.967	3.961
S1	3.931	3.931	3.951	3.919
S2	3.907	3.907	3.945
S3	3.847	3.871	3.940
S4	3.787	3.811	3.923

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.609	4.502	4.077
R3	4.389	4.282	4.017
R2	4.169	4.169	3.996
R1	4.062	4.062	3.976	4.116
PP	3.949	3.949	3.949	3.975
S1	3.842	3.842	3.936	3.896
S2	3.729	3.729	3.916
S3	3.509	3.622	3.896
S4	3.289	3.402	3.835

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.055	3.835	0.220	5.6%	0.100	2.5%	55%	False	False	28,284
10	4.103	3.835	0.268	6.8%	0.105	2.7%	45%	False	False	39,097
20	4.103	3.786	0.317	8.0%	0.100	2.5%	54%	False	False	30,861
40	4.489	3.786	0.703	17.8%	0.092	2.3%	24%	False	False	22,247
60	4.905	3.786	1.119	28.3%	0.094	2.4%	15%	False	False	18,692
80	4.905	3.786	1.119	28.3%	0.094	2.4%	15%	False	False	15,785
100	4.905	3.786	1.119	28.3%	0.094	2.4%	15%	False	False	13,442
120	4.905	3.786	1.119	28.3%	0.092	2.3%	15%	False	False	11,874

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	4.257
2.618	4.159
1.618	4.099
1.000	4.062
0.618	4.039
HIGH	4.002
0.618	3.979
0.500	3.972
0.382	3.965
LOW	3.942
0.618	3.905
1.000	3.882
1.618	3.845
2.618	3.785
4.250	3.687

Fisher Pivots for day following 22-Aug-2014
Pivot	1 day	3 day
R1	3.972	3.979
PP	3.967	3.971
S1	3.961	3.964

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

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