NYMEX Natural Gas Future December 2014

Trading Metrics calculated at close of trading on 03-Sep-2014

Day Change Summary
	Previous	Current
	02-Sep-2014	03-Sep-2014	Change	Change %	Previous Week
Open	4.192	4.018	-0.174	-4.2%	4.073
High	4.200	4.039	-0.161	-3.8%	4.252
Low	4.014	3.962	-0.052	-1.3%	4.068
Close	4.018	3.976	-0.042	-1.0%	4.197
Range	0.186	0.077	-0.109	-58.6%	0.184
ATR	0.101	0.099	-0.002	-1.7%	0.000
Volume	15,908	30,100	14,192	89.2%	78,512

Daily Pivots for day following 03-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.223	4.177	4.018
R3	4.146	4.100	3.997
R2	4.069	4.069	3.990
R1	4.023	4.023	3.983	4.008
PP	3.992	3.992	3.992	3.985
S1	3.946	3.946	3.969	3.931
S2	3.915	3.915	3.962
S3	3.838	3.869	3.955
S4	3.761	3.792	3.934

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.724	4.645	4.298
R3	4.540	4.461	4.248
R2	4.356	4.356	4.231
R1	4.277	4.277	4.214	4.317
PP	4.172	4.172	4.172	4.192
S1	4.093	4.093	4.180	4.133
S2	3.988	3.988	4.163
S3	3.804	3.909	4.146
S4	3.620	3.725	4.096

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.252	3.962	0.290	7.3%	0.109	2.7%	5%	False	True	19,913
10	4.252	3.962	0.290	7.3%	0.100	2.5%	5%	False	True	17,375
20	4.252	3.935	0.317	8.0%	0.099	2.5%	13%	False	False	17,018
40	4.327	3.877	0.450	11.3%	0.090	2.3%	22%	False	False	14,451
60	4.985	3.877	1.108	27.9%	0.094	2.4%	9%	False	False	11,960
80	4.985	3.877	1.108	27.9%	0.094	2.4%	9%	False	False	10,316
100	4.988	3.877	1.111	27.9%	0.093	2.3%	9%	False	False	9,111
120	4.988	3.877	1.111	27.9%	0.092	2.3%	9%	False	False	8,451

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	0.023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.366
2.618	4.241
1.618	4.164
1.000	4.116
0.618	4.087
HIGH	4.039
0.618	4.010
0.500	4.001
0.382	3.991
LOW	3.962
0.618	3.914
1.000	3.885
1.618	3.837
2.618	3.760
4.250	3.635

Fisher Pivots for day following 03-Sep-2014
Pivot	1 day	3 day
R1	4.001	4.088
PP	3.992	4.051
S1	3.984	4.013

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

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