NYMEX Natural Gas Future February 2015

Trading Metrics calculated at close of trading on 23-Sep-2014

Day Change Summary
	Previous	Current
	22-Sep-2014	23-Sep-2014	Change	Change %	Previous Week
Open	4.048	4.043	-0.005	-0.1%	4.049
High	4.086	4.101	0.015	0.4%	4.235
Low	4.015	4.024	0.009	0.2%	4.042
Close	4.059	4.027	-0.032	-0.8%	4.054
Range	0.071	0.077	0.006	8.5%	0.193
ATR	0.087	0.086	-0.001	-0.8%	0.000
Volume	7,744	6,487	-1,257	-16.2%	37,592

Daily Pivots for day following 23-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.282	4.231	4.069
R3	4.205	4.154	4.048
R2	4.128	4.128	4.041
R1	4.077	4.077	4.034	4.064
PP	4.051	4.051	4.051	4.044
S1	4.000	4.000	4.020	3.987
S2	3.974	3.974	4.013
S3	3.897	3.923	4.006
S4	3.820	3.846	3.985

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.689	4.565	4.160
R3	4.496	4.372	4.107
R2	4.303	4.303	4.089
R1	4.179	4.179	4.072	4.241
PP	4.110	4.110	4.110	4.142
S1	3.986	3.986	4.036	4.048
S2	3.917	3.917	4.019
S3	3.724	3.793	4.001
S4	3.531	3.600	3.948

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.235	4.015	0.220	5.5%	0.074	1.8%	5%	False	False	6,446
10	4.235	3.990	0.245	6.1%	0.084	2.1%	15%	False	False	7,961
20	4.300	3.987	0.313	7.8%	0.088	2.2%	13%	False	False	7,317
40	4.300	3.950	0.350	8.7%	0.085	2.1%	22%	False	False	5,238
60	4.575	3.945	0.630	15.6%	0.081	2.0%	13%	False	False	4,497
80	4.895	3.945	0.950	23.6%	0.080	2.0%	9%	False	False	3,871

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.428
2.618	4.303
1.618	4.226
1.000	4.178
0.618	4.149
HIGH	4.101
0.618	4.072
0.500	4.063
0.382	4.053
LOW	4.024
0.618	3.976
1.000	3.947
1.618	3.899
2.618	3.822
4.250	3.697

Fisher Pivots for day following 23-Sep-2014
Pivot	1 day	3 day
R1	4.063	4.063
PP	4.051	4.051
S1	4.039	4.039

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

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