NYMEX Natural Gas Future November 2014

Trading Metrics calculated at close of trading on 02-Oct-2014

Day Change Summary
	Previous	Current
	01-Oct-2014	02-Oct-2014	Change	Change %	Previous Week
Open	4.130	4.032	-0.098	-2.4%	3.904
High	4.184	4.059	-0.125	-3.0%	4.040
Low	4.017	3.908	-0.109	-2.7%	3.845
Close	4.023	3.932	-0.091	-2.3%	4.029
Range	0.167	0.151	-0.016	-9.6%	0.195
ATR	0.110	0.113	0.003	2.7%	0.000
Volume	112,367	140,322	27,955	24.9%	455,421

Daily Pivots for day following 02-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.419	4.327	4.015
R3	4.268	4.176	3.974
R2	4.117	4.117	3.960
R1	4.025	4.025	3.946	3.996
PP	3.966	3.966	3.966	3.952
S1	3.874	3.874	3.918	3.845
S2	3.815	3.815	3.904
S3	3.664	3.723	3.890
S4	3.513	3.572	3.849

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	4.184	3.908	0.276	7.0%	0.124	3.2%	9%	False	True	121,645
10	4.184	3.845	0.339	8.6%	0.115	2.9%	26%	False	False	102,127
20	4.184	3.812	0.372	9.5%	0.112	2.9%	32%	False	False	80,316
40	4.184	3.812	0.372	9.5%	0.108	2.8%	32%	False	False	58,450
60	4.224	3.786	0.438	11.1%	0.100	2.5%	33%	False	False	44,468
80	4.905	3.786	1.119	28.5%	0.101	2.6%	13%	False	False	36,320
100	4.905	3.786	1.119	28.5%	0.099	2.5%	13%	False	False	30,799
120	4.905	3.786	1.119	28.5%	0.098	2.5%	13%	False	False	26,525

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	0.037
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.701
2.618	4.454
1.618	4.303
1.000	4.210
0.618	4.152
HIGH	4.059
0.618	4.001
0.500	3.984
0.382	3.966
LOW	3.908
0.618	3.815
1.000	3.757
1.618	3.664
2.618	3.513
4.250	3.266

Fisher Pivots for day following 02-Oct-2014
Pivot	1 day	3 day
R1	3.984	4.046
PP	3.966	4.008
S1	3.949	3.970

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

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