NYMEX Natural Gas Future December 2014

Trading Metrics calculated at close of trading on 10-Sep-2014

Day Change Summary
	Previous	Current
	09-Sep-2014	10-Sep-2014	Change	Change %	Previous Week
Open	4.019	4.107	0.088	2.2%	4.192
High	4.141	4.117	-0.024	-0.6%	4.200
Low	3.994	4.071	0.077	1.9%	3.924
Close	4.110	4.086	-0.024	-0.6%	3.940
Range	0.147	0.046	-0.101	-68.7%	0.276
ATR	0.101	0.097	-0.004	-3.9%	0.000
Volume	17,763	42,256	24,493	137.9%	85,910

Daily Pivots for day following 10-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.229	4.204	4.111
R3	4.183	4.158	4.099
R2	4.137	4.137	4.094
R1	4.112	4.112	4.090	4.102
PP	4.091	4.091	4.091	4.086
S1	4.066	4.066	4.082	4.056
S2	4.045	4.045	4.078
S3	3.999	4.020	4.073
S4	3.953	3.974	4.061

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.849	4.671	4.092
R3	4.573	4.395	4.016
R2	4.297	4.297	3.991
R1	4.119	4.119	3.965	4.070
PP	4.021	4.021	4.021	3.997
S1	3.843	3.843	3.915	3.794
S2	3.745	3.745	3.889
S3	3.469	3.567	3.864
S4	3.193	3.291	3.788

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.141	3.901	0.240	5.9%	0.094	2.3%	77%	False	False	22,866
10	4.252	3.901	0.351	8.6%	0.101	2.5%	53%	False	False	21,390
20	4.252	3.901	0.351	8.6%	0.103	2.5%	53%	False	False	18,855
40	4.255	3.877	0.378	9.3%	0.093	2.3%	55%	False	False	15,880
60	4.850	3.877	0.973	23.8%	0.092	2.2%	21%	False	False	13,292
80	4.985	3.877	1.108	27.1%	0.094	2.3%	19%	False	False	11,338
100	4.988	3.877	1.111	27.2%	0.092	2.3%	19%	False	False	10,028
120	4.988	3.877	1.111	27.2%	0.093	2.3%	19%	False	False	9,295

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	4.313
2.618	4.237
1.618	4.191
1.000	4.163
0.618	4.145
HIGH	4.117
0.618	4.099
0.500	4.094
0.382	4.089
LOW	4.071
0.618	4.043
1.000	4.025
1.618	3.997
2.618	3.951
4.250	3.876

Fisher Pivots for day following 10-Sep-2014
Pivot	1 day	3 day
R1	4.094	4.064
PP	4.091	4.043
S1	4.089	4.021

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

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