NYMEX Natural Gas Future January 2015

Trading Metrics calculated at close of trading on 17-Sep-2014

Day Change Summary
	Previous	Current
	16-Sep-2014	17-Sep-2014	Change	Change %	Previous Week
Open	4.139	4.214	0.075	1.8%	4.000
High	4.224	4.249	0.025	0.6%	4.203
Low	4.093	4.196	0.103	2.5%	3.990
Close	4.222	4.229	0.007	0.2%	4.059
Range	0.131	0.053	-0.078	-59.5%	0.213
ATR	0.098	0.095	-0.003	-3.3%	0.000
Volume	33,686	27,064	-6,622	-19.7%	125,931

Daily Pivots for day following 17-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.384	4.359	4.258
R3	4.331	4.306	4.244
R2	4.278	4.278	4.239
R1	4.253	4.253	4.234	4.266
PP	4.225	4.225	4.225	4.231
S1	4.200	4.200	4.224	4.213
S2	4.172	4.172	4.219
S3	4.119	4.147	4.214
S4	4.066	4.094	4.200

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.723	4.604	4.176
R3	4.510	4.391	4.118
R2	4.297	4.297	4.098
R1	4.178	4.178	4.079	4.238
PP	4.084	4.084	4.084	4.114
S1	3.965	3.965	4.039	4.025
S2	3.871	3.871	4.020
S3	3.658	3.752	4.000
S4	3.445	3.539	3.942

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.249	3.993	0.256	6.1%	0.100	2.4%	92%	True	False	25,323
10	4.249	3.990	0.259	6.1%	0.093	2.2%	92%	True	False	25,307
20	4.320	3.990	0.330	7.8%	0.094	2.2%	72%	False	False	23,117
40	4.320	3.950	0.370	8.7%	0.093	2.2%	75%	False	False	21,207
60	4.727	3.950	0.777	18.4%	0.089	2.1%	36%	False	False	19,108
80	5.027	3.950	1.077	25.5%	0.091	2.1%	26%	False	False	17,181
100	5.052	3.950	1.102	26.1%	0.092	2.2%	25%	False	False	15,535

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.019
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.474
2.618	4.388
1.618	4.335
1.000	4.302
0.618	4.282
HIGH	4.249
0.618	4.229
0.500	4.223
0.382	4.216
LOW	4.196
0.618	4.163
1.000	4.143
1.618	4.110
2.618	4.057
4.250	3.971

Fisher Pivots for day following 17-Sep-2014
Pivot	1 day	3 day
R1	4.227	4.202
PP	4.225	4.175
S1	4.223	4.148

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

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