NYMEX Natural Gas Future December 2014

Trading Metrics calculated at close of trading on 22-Sep-2014

Day Change Summary
	Previous	Current
	19-Sep-2014	22-Sep-2014	Change	Change %	Previous Week
Open	4.054	3.992	-0.062	-1.5%	3.979
High	4.056	4.025	-0.031	-0.8%	4.187
Low	3.987	3.951	-0.036	-0.9%	3.979
Close	3.992	3.994	0.002	0.1%	3.992
Range	0.069	0.074	0.005	7.2%	0.208
ATR	0.099	0.097	-0.002	-1.8%	0.000
Volume	30,989	24,779	-6,210	-20.0%	128,656

Daily Pivots for day following 22-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.212	4.177	4.035
R3	4.138	4.103	4.014
R2	4.064	4.064	4.008
R1	4.029	4.029	4.001	4.047
PP	3.990	3.990	3.990	3.999
S1	3.955	3.955	3.987	3.973
S2	3.916	3.916	3.980
S3	3.842	3.881	3.974
S4	3.768	3.807	3.953

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	3.951	0.236	5.9%	0.093	2.3%	18%	False	True	26,147
10	4.187	3.923	0.264	6.6%	0.099	2.5%	27%	False	False	26,507
20	4.252	3.901	0.351	8.8%	0.099	2.5%	26%	False	False	22,195
40	4.252	3.877	0.375	9.4%	0.097	2.4%	31%	False	False	18,602
60	4.555	3.877	0.678	17.0%	0.092	2.3%	17%	False	False	15,850
80	4.985	3.877	1.108	27.7%	0.093	2.3%	11%	False	False	13,396
100	4.985	3.877	1.108	27.7%	0.094	2.4%	11%	False	False	11,803
120	4.988	3.877	1.111	27.8%	0.093	2.3%	11%	False	False	10,560

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	0.021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.340
2.618	4.219
1.618	4.145
1.000	4.099
0.618	4.071
HIGH	4.025
0.618	3.997
0.500	3.988
0.382	3.979
LOW	3.951
0.618	3.905
1.000	3.877
1.618	3.831
2.618	3.757
4.250	3.637

Fisher Pivots for day following 22-Sep-2014
Pivot	1 day	3 day
R1	3.992	4.061
PP	3.990	4.039
S1	3.988	4.016

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

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