NYMEX Natural Gas Future January 2015

Trading Metrics calculated at close of trading on 24-Sep-2014

Day Change Summary
	Previous	Current
	23-Sep-2014	24-Sep-2014	Change	Change %	Previous Week
Open	4.064	4.057	-0.007	-0.2%	4.048
High	4.112	4.135	0.023	0.6%	4.249
Low	4.035	4.016	-0.019	-0.5%	4.046
Close	4.037	4.126	0.089	2.2%	4.063
Range	0.077	0.119	0.042	54.5%	0.203
ATR	0.092	0.094	0.002	2.1%	0.000
Volume	21,056	22,891	1,835	8.7%	128,926

Daily Pivots for day following 24-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.449	4.407	4.191
R3	4.330	4.288	4.159
R2	4.211	4.211	4.148
R1	4.169	4.169	4.137	4.190
PP	4.092	4.092	4.092	4.103
S1	4.050	4.050	4.115	4.071
S2	3.973	3.973	4.104
S3	3.854	3.931	4.093
S4	3.735	3.812	4.061

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.728	4.599	4.175
R3	4.525	4.396	4.119
R2	4.322	4.322	4.100
R1	4.193	4.193	4.082	4.258
PP	4.119	4.119	4.119	4.152
S1	3.990	3.990	4.044	4.055
S2	3.916	3.916	4.026
S3	3.713	3.787	4.007
S4	3.510	3.584	3.951

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.235	4.016	0.219	5.3%	0.092	2.2%	50%	False	True	24,165
10	4.249	3.993	0.256	6.2%	0.096	2.3%	52%	False	False	24,744
20	4.320	3.990	0.330	8.0%	0.096	2.3%	41%	False	False	24,597
40	4.320	3.975	0.345	8.4%	0.093	2.3%	44%	False	False	22,426
60	4.611	3.950	0.661	16.0%	0.089	2.2%	27%	False	False	20,117
80	5.027	3.950	1.077	26.1%	0.090	2.2%	16%	False	False	17,945
100	5.027	3.950	1.077	26.1%	0.092	2.2%	16%	False	False	16,388

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.641
2.618	4.447
1.618	4.328
1.000	4.254
0.618	4.209
HIGH	4.135
0.618	4.090
0.500	4.076
0.382	4.061
LOW	4.016
0.618	3.942
1.000	3.897
1.618	3.823
2.618	3.704
4.250	3.510

Fisher Pivots for day following 24-Sep-2014
Pivot	1 day	3 day
R1	4.109	4.109
PP	4.092	4.092
S1	4.076	4.076

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

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