NYMEX Natural Gas Future January 2015

Trading Metrics calculated at close of trading on 05-Sep-2014

Day Change Summary
	Previous	Current
	04-Sep-2014	05-Sep-2014	Change	Change %	Previous Week
Open	4.062	4.036	-0.026	-0.6%	4.256
High	4.079	4.050	-0.029	-0.7%	4.271
Low	3.995	4.000	0.005	0.1%	3.995
Close	4.027	4.014	-0.013	-0.3%	4.014
Range	0.084	0.050	-0.034	-40.5%	0.276
ATR	0.095	0.092	-0.003	-3.4%	0.000
Volume	26,069	22,908	-3,161	-12.1%	93,543

Daily Pivots for day following 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.171	4.143	4.042
R3	4.121	4.093	4.028
R2	4.071	4.071	4.023
R1	4.043	4.043	4.019	4.032
PP	4.021	4.021	4.021	4.016
S1	3.993	3.993	4.009	3.982
S2	3.971	3.971	4.005
S3	3.921	3.943	4.000
S4	3.871	3.893	3.987

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.921	4.744	4.166
R3	4.645	4.468	4.090
R2	4.369	4.369	4.065
R1	4.192	4.192	4.039	4.143
PP	4.093	4.093	4.093	4.069
S1	3.916	3.916	3.989	3.867
S2	3.817	3.817	3.963
S3	3.541	3.640	3.938
S4	3.265	3.364	3.862

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.283	3.995	0.288	7.2%	0.089	2.2%	7%	False	False	24,258
10	4.320	3.995	0.325	8.1%	0.087	2.2%	6%	False	False	22,271
20	4.320	3.995	0.325	8.1%	0.093	2.3%	6%	False	False	23,010
40	4.339	3.950	0.389	9.7%	0.087	2.2%	16%	False	False	19,565
60	5.027	3.950	1.077	26.8%	0.091	2.3%	6%	False	False	17,245
80	5.027	3.950	1.077	26.8%	0.091	2.3%	6%	False	False	15,599

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	4.263
2.618	4.181
1.618	4.131
1.000	4.100
0.618	4.081
HIGH	4.050
0.618	4.031
0.500	4.025
0.382	4.019
LOW	4.000
0.618	3.969
1.000	3.950
1.618	3.919
2.618	3.869
4.250	3.788

Fisher Pivots for day following 05-Sep-2014
Pivot	1 day	3 day
R1	4.025	4.053
PP	4.021	4.040
S1	4.018	4.027

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

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