NYMEX Natural Gas Future December 2014

Trading Metrics calculated at close of trading on 19-Sep-2014

Day Change Summary
	Previous	Current
	18-Sep-2014	19-Sep-2014	Change	Change %	Previous Week
Open	4.150	4.054	-0.096	-2.3%	3.979
High	4.171	4.056	-0.115	-2.8%	4.187
Low	4.041	3.987	-0.054	-1.3%	3.979
Close	4.057	3.992	-0.065	-1.6%	3.992
Range	0.130	0.069	-0.061	-46.9%	0.208
ATR	0.101	0.099	-0.002	-2.2%	0.000
Volume	21,621	30,989	9,368	43.3%	128,656

Daily Pivots for day following 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.219	4.174	4.030
R3	4.150	4.105	4.011
R2	4.081	4.081	4.005
R1	4.036	4.036	3.998	4.024
PP	4.012	4.012	4.012	4.006
S1	3.967	3.967	3.986	3.955
S2	3.943	3.943	3.979
S3	3.874	3.898	3.973
S4	3.805	3.829	3.954

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.677	4.542	4.106
R3	4.469	4.334	4.049
R2	4.261	4.261	4.030
R1	4.126	4.126	4.011	4.194
PP	4.053	4.053	4.053	4.086
S1	3.918	3.918	3.973	3.986
S2	3.845	3.845	3.954
S3	3.637	3.710	3.935
S4	3.429	3.502	3.878

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.187	3.979	0.208	5.2%	0.101	2.5%	6%	False	False	25,731
10	4.187	3.901	0.286	7.2%	0.105	2.6%	32%	False	False	25,471
20	4.252	3.901	0.351	8.8%	0.098	2.5%	26%	False	False	22,043
40	4.252	3.877	0.375	9.4%	0.098	2.4%	31%	False	False	18,197
60	4.660	3.877	0.783	19.6%	0.093	2.3%	15%	False	False	15,523
80	4.985	3.877	1.108	27.8%	0.093	2.3%	10%	False	False	13,151
100	4.988	3.877	1.111	27.8%	0.094	2.4%	10%	False	False	11,605
120	4.988	3.877	1.111	27.8%	0.094	2.3%	10%	False	False	10,434

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	0.018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.349
2.618	4.237
1.618	4.168
1.000	4.125
0.618	4.099
HIGH	4.056
0.618	4.030
0.500	4.022
0.382	4.013
LOW	3.987
0.618	3.944
1.000	3.918
1.618	3.875
2.618	3.806
4.250	3.694

Fisher Pivots for day following 19-Sep-2014
Pivot	1 day	3 day
R1	4.022	4.087
PP	4.012	4.055
S1	4.002	4.024

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

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