NYMEX Natural Gas Future December 2014

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

Day Change Summary
	Previous	Current
	12-Sep-2014	15-Sep-2014	Change	Change %	Previous Week
Open	3.971	3.979	0.008	0.2%	3.901
High	3.994	4.094	0.100	2.5%	4.141
Low	3.923	3.979	0.056	1.4%	3.901
Close	3.991	4.085	0.094	2.4%	3.991
Range	0.071	0.115	0.044	62.0%	0.240
ATR	0.098	0.100	0.001	1.2%	0.000
Volume	29,461	22,700	-6,761	-22.9%	126,055

Daily Pivots for day following 15-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.398	4.356	4.148
R3	4.283	4.241	4.117
R2	4.168	4.168	4.106
R1	4.126	4.126	4.096	4.147
PP	4.053	4.053	4.053	4.063
S1	4.011	4.011	4.074	4.032
S2	3.938	3.938	4.064
S3	3.823	3.896	4.053
S4	3.708	3.781	4.022

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	3.923	0.218	5.3%	0.104	2.5%	74%	False	False	26,868
10	4.200	3.901	0.299	7.3%	0.106	2.6%	62%	False	False	23,466
20	4.252	3.901	0.351	8.6%	0.099	2.4%	52%	False	False	19,442
40	4.252	3.877	0.375	9.2%	0.096	2.4%	55%	False	False	16,775
60	4.705	3.877	0.828	20.3%	0.093	2.3%	25%	False	False	14,296
80	4.985	3.877	1.108	27.1%	0.094	2.3%	19%	False	False	12,047
100	4.988	3.877	1.111	27.2%	0.094	2.3%	19%	False	False	10,664
120	4.988	3.877	1.111	27.2%	0.094	2.3%	19%	False	False	9,790

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	4.583
2.618	4.395
1.618	4.280
1.000	4.209
0.618	4.165
HIGH	4.094
0.618	4.050
0.500	4.037
0.382	4.023
LOW	3.979
0.618	3.908
1.000	3.864
1.618	3.793
2.618	3.678
4.250	3.490

Fisher Pivots for day following 15-Sep-2014
Pivot	1 day	3 day
R1	4.069	4.060
PP	4.053	4.034
S1	4.037	4.009

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

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