NYMEX Natural Gas Future November 2014

Trading Metrics calculated at close of trading on 30-Sep-2014

Day Change Summary
	Previous	Current
	29-Sep-2014	30-Sep-2014	Change	Change %	Previous Week
Open	4.032	4.134	0.102	2.5%	3.904
High	4.162	4.178	0.016	0.4%	4.040
Low	4.011	4.098	0.087	2.2%	3.845
Close	4.154	4.121	-0.033	-0.8%	4.029
Range	0.151	0.080	-0.071	-47.0%	0.195
ATR	0.108	0.106	-0.002	-1.8%	0.000
Volume	129,263	125,731	-3,532	-2.7%	455,421

Daily Pivots for day following 30-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.372	4.327	4.165
R3	4.292	4.247	4.143
R2	4.212	4.212	4.136
R1	4.167	4.167	4.128	4.150
PP	4.132	4.132	4.132	4.124
S1	4.087	4.087	4.114	4.070
S2	4.052	4.052	4.106
S3	3.972	4.007	4.099
S4	3.892	3.927	4.077

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	4.178	3.845	0.333	8.1%	0.115	2.8%	83%	True	False	115,540
10	4.178	3.845	0.333	8.1%	0.104	2.5%	83%	True	False	91,033
20	4.178	3.812	0.366	8.9%	0.105	2.5%	84%	True	False	71,629
40	4.178	3.812	0.366	8.9%	0.104	2.5%	84%	True	False	53,113
60	4.267	3.786	0.481	11.7%	0.097	2.4%	70%	False	False	40,809
80	4.905	3.786	1.119	27.2%	0.099	2.4%	30%	False	False	33,519
100	4.905	3.786	1.119	27.2%	0.098	2.4%	30%	False	False	28,467
120	4.905	3.786	1.119	27.2%	0.097	2.3%	30%	False	False	24,516

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	0.034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.518
2.618	4.387
1.618	4.307
1.000	4.258
0.618	4.227
HIGH	4.178
0.618	4.147
0.500	4.138
0.382	4.129
LOW	4.098
0.618	4.049
1.000	4.018
1.618	3.969
2.618	3.889
4.250	3.758

Fisher Pivots for day following 30-Sep-2014
Pivot	1 day	3 day
R1	4.138	4.105
PP	4.132	4.089
S1	4.127	4.074

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

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