NYMEX Natural Gas Future December 2014

Trading Metrics calculated at close of trading on 15-Aug-2014

Day Change Summary
	Previous	Current
	14-Aug-2014	15-Aug-2014	Change	Change %	Previous Week
Open	4.012	4.078	0.066	1.6%	4.156
High	4.127	4.078	-0.049	-1.2%	4.181
Low	4.011	3.957	-0.054	-1.3%	3.957
Close	4.090	3.977	-0.113	-2.8%	3.977
Range	0.116	0.121	0.005	4.3%	0.224
ATR	0.093	0.096	0.003	3.1%	0.000
Volume	26,120	15,685	-10,435	-40.0%	100,924

Daily Pivots for day following 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.367	4.293	4.044
R3	4.246	4.172	4.010
R2	4.125	4.125	3.999
R1	4.051	4.051	3.988	4.028
PP	4.004	4.004	4.004	3.992
S1	3.930	3.930	3.966	3.907
S2	3.883	3.883	3.955
S3	3.762	3.809	3.944
S4	3.641	3.688	3.910

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.710	4.568	4.100
R3	4.486	4.344	4.039
R2	4.262	4.262	4.018
R1	4.120	4.120	3.998	4.079
PP	4.038	4.038	4.038	4.018
S1	3.896	3.896	3.956	3.855
S2	3.814	3.814	3.936
S3	3.590	3.672	3.915
S4	3.366	3.448	3.854

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.181	3.957	0.224	5.6%	0.103	2.6%	9%	False	True	20,184
10	4.181	3.936	0.245	6.2%	0.096	2.4%	17%	False	False	16,258
20	4.181	3.877	0.304	7.6%	0.093	2.3%	33%	False	False	14,108
40	4.705	3.877	0.828	20.8%	0.089	2.2%	12%	False	False	11,724
60	4.985	3.877	1.108	27.9%	0.092	2.3%	9%	False	False	9,582
80	4.988	3.877	1.111	27.9%	0.093	2.3%	9%	False	False	8,470
100	4.988	3.877	1.111	27.9%	0.093	2.3%	9%	False	False	7,860

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.592
2.618	4.395
1.618	4.274
1.000	4.199
0.618	4.153
HIGH	4.078
0.618	4.032
0.500	4.018
0.382	4.003
LOW	3.957
0.618	3.882
1.000	3.836
1.618	3.761
2.618	3.640
4.250	3.443

Fisher Pivots for day following 15-Aug-2014
Pivot	1 day	3 day
R1	4.018	4.061
PP	4.004	4.033
S1	3.991	4.005

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

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