NYMEX Natural Gas Future March 2015

Trading Metrics calculated at close of trading on 20-Aug-2014

Day Change Summary
	Previous	Current
	19-Aug-2014	20-Aug-2014	Change	Change %	Previous Week
Open	3.995	4.035	0.040	1.0%	4.145
High	4.070	4.041	-0.029	-0.7%	4.149
Low	3.994	3.990	-0.004	-0.1%	3.949
Close	4.055	4.022	-0.033	-0.8%	3.973
Range	0.076	0.051	-0.025	-32.9%	0.200
ATR	0.081	0.080	-0.001	-1.4%	0.000
Volume	6,384	7,379	995	15.6%	56,518

Daily Pivots for day following 20-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.171	4.147	4.050
R3	4.120	4.096	4.036
R2	4.069	4.069	4.031
R1	4.045	4.045	4.027	4.032
PP	4.018	4.018	4.018	4.011
S1	3.994	3.994	4.017	3.981
S2	3.967	3.967	4.013
S3	3.916	3.943	4.008
S4	3.865	3.892	3.994

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.624	4.498	4.083
R3	4.424	4.298	4.028
R2	4.224	4.224	4.010
R1	4.098	4.098	3.991	4.061
PP	4.024	4.024	4.024	4.005
S1	3.898	3.898	3.955	3.861
S2	3.824	3.824	3.936
S3	3.624	3.698	3.918
S4	3.424	3.498	3.863

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.087	3.930	0.157	3.9%	0.076	1.9%	59%	False	False	11,026
10	4.149	3.930	0.219	5.4%	0.078	1.9%	42%	False	False	9,964
20	4.149	3.885	0.264	6.6%	0.077	1.9%	52%	False	False	9,000
40	4.596	3.885	0.711	17.7%	0.073	1.8%	19%	False	False	8,127

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	0.006
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4.258
2.618	4.175
1.618	4.124
1.000	4.092
0.618	4.073
HIGH	4.041
0.618	4.022
0.500	4.016
0.382	4.009
LOW	3.990
0.618	3.958
1.000	3.939
1.618	3.907
2.618	3.856
4.250	3.773

Fisher Pivots for day following 20-Aug-2014
Pivot	1 day	3 day
R1	4.020	4.015
PP	4.018	4.007
S1	4.016	4.000

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

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