NYMEX Natural Gas Future January 2015

Trading Metrics calculated at close of trading on 10-Oct-2014

Day Change Summary
	Previous	Current
	09-Oct-2014	10-Oct-2014	Change	Change %	Previous Week
Open	4.035	4.031	-0.004	-0.1%	4.133
High	4.110	4.060	-0.050	-1.2%	4.142
Low	3.994	4.012	0.018	0.5%	3.994
Close	4.023	4.035	0.012	0.3%	4.035
Range	0.116	0.048	-0.068	-58.6%	0.148
ATR	0.106	0.102	-0.004	-3.9%	0.000
Volume	50,234	62,181	11,947	23.8%	216,006

Daily Pivots for day following 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.180	4.155	4.061
R3	4.132	4.107	4.048
R2	4.084	4.084	4.044
R1	4.059	4.059	4.039	4.072
PP	4.036	4.036	4.036	4.042
S1	4.011	4.011	4.031	4.024
S2	3.988	3.988	4.026
S3	3.940	3.963	4.022
S4	3.892	3.915	4.009

Weekly Pivots for week ending 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.501	4.416	4.116
R3	4.353	4.268	4.076
R2	4.205	4.205	4.062
R1	4.120	4.120	4.049	4.089
PP	4.057	4.057	4.057	4.041
S1	3.972	3.972	4.021	3.941
S2	3.909	3.909	4.008
S3	3.761	3.824	3.994
S4	3.613	3.676	3.954

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.142	3.994	0.148	3.7%	0.090	2.2%	28%	False	False	43,201
10	4.306	3.994	0.312	7.7%	0.104	2.6%	13%	False	False	37,999
20	4.306	3.994	0.312	7.7%	0.099	2.5%	13%	False	False	31,523
40	4.320	3.990	0.330	8.2%	0.097	2.4%	14%	False	False	26,878
60	4.320	3.950	0.370	9.2%	0.093	2.3%	23%	False	False	24,544
80	4.836	3.950	0.886	22.0%	0.091	2.3%	10%	False	False	21,665
100	5.027	3.950	1.077	26.7%	0.092	2.3%	8%	False	False	19,617
120	5.052	3.950	1.102	27.3%	0.093	2.3%	8%	False	False	17,747

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	4.264
2.618	4.186
1.618	4.138
1.000	4.108
0.618	4.090
HIGH	4.060
0.618	4.042
0.500	4.036
0.382	4.030
LOW	4.012
0.618	3.982
1.000	3.964
1.618	3.934
2.618	3.886
4.250	3.808

Fisher Pivots for day following 10-Oct-2014
Pivot	1 day	3 day
R1	4.036	4.054
PP	4.036	4.048
S1	4.035	4.041

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

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