NYMEX Natural Gas Future November 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	4.104	3.938	-0.166	-4.0%	3.974
High	4.120	3.962	-0.158	-3.8%	4.163
Low	3.934	3.878	-0.056	-1.4%	3.962
Close	3.938	3.894	-0.044	-1.1%	4.116
Range	0.186	0.084	-0.102	-54.8%	0.201
ATR	0.104	0.102	-0.001	-1.4%	0.000
Volume	31,276	42,977	11,701	37.4%	157,949

Daily Pivots for day following 03-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.163	4.113	3.940
R3	4.079	4.029	3.917
R2	3.995	3.995	3.909
R1	3.945	3.945	3.902	3.928
PP	3.911	3.911	3.911	3.903
S1	3.861	3.861	3.886	3.844
S2	3.827	3.827	3.879
S3	3.743	3.777	3.871
S4	3.659	3.693	3.848

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.683	4.601	4.227
R3	4.482	4.400	4.171
R2	4.281	4.281	4.153
R1	4.199	4.199	4.134	4.240
PP	4.080	4.080	4.080	4.101
S1	3.998	3.998	4.098	4.039
S2	3.879	3.879	4.079
S3	3.678	3.797	4.061
S4	3.477	3.596	4.005

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.163	3.878	0.285	7.3%	0.112	2.9%	6%	False	True	38,338
10	4.163	3.878	0.285	7.3%	0.103	2.6%	6%	False	True	32,606
20	4.163	3.835	0.328	8.4%	0.103	2.7%	18%	False	False	35,735
40	4.259	3.786	0.473	12.1%	0.093	2.4%	23%	False	False	26,125
60	4.905	3.786	1.119	28.7%	0.097	2.5%	10%	False	False	21,285
80	4.905	3.786	1.119	28.7%	0.096	2.5%	10%	False	False	18,085
100	4.905	3.786	1.119	28.7%	0.094	2.4%	10%	False	False	15,483
120	4.905	3.786	1.119	28.7%	0.093	2.4%	10%	False	False	13,558

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	0.026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.319
2.618	4.182
1.618	4.098
1.000	4.046
0.618	4.014
HIGH	3.962
0.618	3.930
0.500	3.920
0.382	3.910
LOW	3.878
0.618	3.826
1.000	3.794
1.618	3.742
2.618	3.658
4.250	3.521

Fisher Pivots for day following 03-Sep-2014
Pivot	1 day	3 day
R1	3.920	4.006
PP	3.911	3.968
S1	3.903	3.931

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

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