NYMEX Natural Gas Future November 2014

Trading Metrics calculated at close of trading on 17-Sep-2014

Day Change Summary
	Previous	Current
	16-Sep-2014	17-Sep-2014	Change	Change %	Previous Week
Open	3.998	4.057	0.059	1.5%	3.812
High	4.066	4.100	0.034	0.8%	4.060
Low	3.930	4.025	0.095	2.4%	3.812
Close	4.063	4.077	0.014	0.3%	3.910
Range	0.136	0.075	-0.061	-44.9%	0.248
ATR	0.106	0.104	-0.002	-2.1%	0.000
Volume	66,312	61,454	-4,858	-7.3%	264,076

Daily Pivots for day following 17-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.292	4.260	4.118
R3	4.217	4.185	4.098
R2	4.142	4.142	4.091
R1	4.110	4.110	4.084	4.126
PP	4.067	4.067	4.067	4.076
S1	4.035	4.035	4.070	4.051
S2	3.992	3.992	4.063
S3	3.917	3.960	4.056
S4	3.842	3.885	4.036

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.671	4.539	4.046
R3	4.423	4.291	3.978
R2	4.175	4.175	3.955
R1	4.043	4.043	3.933	4.109
PP	3.927	3.927	3.927	3.961
S1	3.795	3.795	3.887	3.861
S2	3.679	3.679	3.865
S3	3.431	3.547	3.842
S4	3.183	3.299	3.774

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.100	3.835	0.265	6.5%	0.111	2.7%	91%	True	False	71,376
10	4.100	3.812	0.288	7.1%	0.105	2.6%	92%	True	False	54,074
20	4.163	3.812	0.351	8.6%	0.104	2.5%	75%	False	False	43,340
40	4.163	3.786	0.377	9.2%	0.101	2.5%	77%	False	False	35,973
60	4.604	3.786	0.818	20.1%	0.096	2.4%	36%	False	False	28,180
80	4.905	3.786	1.119	27.4%	0.097	2.4%	26%	False	False	23,934
100	4.905	3.786	1.119	27.4%	0.096	2.4%	26%	False	False	20,480
120	4.905	3.786	1.119	27.4%	0.095	2.3%	26%	False	False	17,758

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.020
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.419
2.618	4.296
1.618	4.221
1.000	4.175
0.618	4.146
HIGH	4.100
0.618	4.071
0.500	4.063
0.382	4.054
LOW	4.025
0.618	3.979
1.000	3.950
1.618	3.904
2.618	3.829
4.250	3.706

Fisher Pivots for day following 17-Sep-2014
Pivot	1 day	3 day
R1	4.072	4.050
PP	4.067	4.023
S1	4.063	3.996

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

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