NYMEX Natural Gas Future December 2014

Trading Metrics calculated at close of trading on 04-Sep-2014

Day Change Summary
	Previous	Current
	03-Sep-2014	04-Sep-2014	Change	Change %	Previous Week
Open	4.018	3.990	-0.028	-0.7%	4.073
High	4.039	4.009	-0.030	-0.7%	4.252
Low	3.962	3.924	-0.038	-1.0%	4.068
Close	3.976	3.953	-0.023	-0.6%	4.197
Range	0.077	0.085	0.008	10.4%	0.184
ATR	0.099	0.098	-0.001	-1.0%	0.000
Volume	30,100	19,317	-10,783	-35.8%	78,512

Daily Pivots for day following 04-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.217	4.170	4.000
R3	4.132	4.085	3.976
R2	4.047	4.047	3.969
R1	4.000	4.000	3.961	3.981
PP	3.962	3.962	3.962	3.953
S1	3.915	3.915	3.945	3.896
S2	3.877	3.877	3.937
S3	3.792	3.830	3.930
S4	3.707	3.745	3.906

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	3.924	0.328	8.3%	0.107	2.7%	9%	False	True	20,849
10	4.252	3.924	0.328	8.3%	0.100	2.5%	9%	False	True	17,918
20	4.252	3.924	0.328	8.3%	0.100	2.5%	9%	False	True	17,547
40	4.297	3.877	0.420	10.6%	0.090	2.3%	18%	False	False	14,617
60	4.985	3.877	1.108	28.0%	0.094	2.4%	7%	False	False	12,186
80	4.985	3.877	1.108	28.0%	0.094	2.4%	7%	False	False	10,472
100	4.988	3.877	1.111	28.1%	0.093	2.4%	7%	False	False	9,245
120	4.988	3.877	1.111	28.1%	0.092	2.3%	7%	False	False	8,594

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	0.024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.370
2.618	4.232
1.618	4.147
1.000	4.094
0.618	4.062
HIGH	4.009
0.618	3.977
0.500	3.967
0.382	3.956
LOW	3.924
0.618	3.871
1.000	3.839
1.618	3.786
2.618	3.701
4.250	3.563

Fisher Pivots for day following 04-Sep-2014
Pivot	1 day	3 day
R1	3.967	4.062
PP	3.962	4.026
S1	3.958	3.989

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

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