NYMEX Natural Gas Future November 2014

Trading Metrics calculated at close of trading on 26-Sep-2014

Day Change Summary
	Previous	Current
	25-Sep-2014	26-Sep-2014	Change	Change %	Previous Week
Open	3.950	4.008	0.058	1.5%	3.904
High	4.017	4.040	0.023	0.6%	4.040
Low	3.874	3.969	0.095	2.5%	3.845
Close	4.014	4.029	0.015	0.4%	4.029
Range	0.143	0.071	-0.072	-50.3%	0.195
ATR	0.107	0.104	-0.003	-2.4%	0.000
Volume	139,189	100,546	-38,643	-27.8%	455,421

Daily Pivots for day following 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.226	4.198	4.068
R3	4.155	4.127	4.049
R2	4.084	4.084	4.042
R1	4.056	4.056	4.036	4.070
PP	4.013	4.013	4.013	4.020
S1	3.985	3.985	4.022	3.999
S2	3.942	3.942	4.016
S3	3.871	3.914	4.009
S4	3.800	3.843	3.990

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.556	4.488	4.136
R3	4.361	4.293	4.083
R2	4.166	4.166	4.065
R1	4.098	4.098	4.047	4.132
PP	3.971	3.971	3.971	3.989
S1	3.903	3.903	4.011	3.937
S2	3.776	3.776	3.993
S3	3.581	3.708	3.975
S4	3.386	3.513	3.922

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.040	3.845	0.195	4.8%	0.103	2.5%	94%	True	False	91,084
10	4.100	3.845	0.255	6.3%	0.106	2.6%	72%	False	False	80,389
20	4.133	3.812	0.321	8.0%	0.106	2.6%	68%	False	False	63,040
40	4.163	3.812	0.351	8.7%	0.103	2.5%	62%	False	False	48,057
60	4.426	3.786	0.640	15.9%	0.097	2.4%	38%	False	False	36,924
80	4.905	3.786	1.119	27.8%	0.098	2.4%	22%	False	False	30,616
100	4.905	3.786	1.119	27.8%	0.098	2.4%	22%	False	False	26,096
120	4.905	3.786	1.119	27.8%	0.096	2.4%	22%	False	False	22,460

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.035
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	4.342
2.618	4.226
1.618	4.155
1.000	4.111
0.618	4.084
HIGH	4.040
0.618	4.013
0.500	4.005
0.382	3.996
LOW	3.969
0.618	3.925
1.000	3.898
1.618	3.854
2.618	3.783
4.250	3.667

Fisher Pivots for day following 26-Sep-2014
Pivot	1 day	3 day
R1	4.021	4.000
PP	4.013	3.971
S1	4.005	3.943

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

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