NYMEX Natural Gas Future December 2014

Trading Metrics calculated at close of trading on 12-Sep-2014

Day Change Summary
	Previous	Current
	11-Sep-2014	12-Sep-2014	Change	Change %	Previous Week
Open	4.077	3.971	-0.106	-2.6%	3.901
High	4.089	3.994	-0.095	-2.3%	4.141
Low	3.949	3.923	-0.026	-0.7%	3.901
Close	3.959	3.991	0.032	0.8%	3.991
Range	0.140	0.071	-0.069	-49.3%	0.240
ATR	0.100	0.098	-0.002	-2.1%	0.000
Volume	22,162	29,461	7,299	32.9%	126,055

Daily Pivots for day following 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.182	4.158	4.030
R3	4.111	4.087	4.011
R2	4.040	4.040	4.004
R1	4.016	4.016	3.998	4.028
PP	3.969	3.969	3.969	3.976
S1	3.945	3.945	3.984	3.957
S2	3.898	3.898	3.978
S3	3.827	3.874	3.971
S4	3.756	3.803	3.952

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.731	4.601	4.123
R3	4.491	4.361	4.057
R2	4.251	4.251	4.035
R1	4.121	4.121	4.013	4.186
PP	4.011	4.011	4.011	4.044
S1	3.881	3.881	3.969	3.946
S2	3.771	3.771	3.947
S3	3.531	3.641	3.925
S4	3.291	3.401	3.859

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	6.0%	0.108	2.7%	38%	False	False	25,211
10	4.214	3.901	0.313	7.8%	0.100	2.5%	29%	False	False	22,880
20	4.252	3.901	0.351	8.8%	0.100	2.5%	26%	False	False	19,091
40	4.252	3.877	0.375	9.4%	0.094	2.4%	30%	False	False	16,745
60	4.780	3.877	0.903	22.6%	0.093	2.3%	13%	False	False	14,015
80	4.985	3.877	1.108	27.8%	0.094	2.3%	10%	False	False	11,896
100	4.988	3.877	1.111	27.8%	0.093	2.3%	10%	False	False	10,467
120	4.988	3.877	1.111	27.8%	0.094	2.4%	10%	False	False	9,642

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	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.296
2.618	4.180
1.618	4.109
1.000	4.065
0.618	4.038
HIGH	3.994
0.618	3.967
0.500	3.959
0.382	3.950
LOW	3.923
0.618	3.879
1.000	3.852
1.618	3.808
2.618	3.737
4.250	3.621

Fisher Pivots for day following 12-Sep-2014
Pivot	1 day	3 day
R1	3.980	4.020
PP	3.969	4.010
S1	3.959	4.001

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

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