NYMEX Natural Gas Future March 2015

Trading Metrics calculated at close of trading on 02-Sep-2014

Day Change Summary
	Previous	Current
	29-Aug-2014	02-Sep-2014	Change	Change %	Previous Week
Open	4.160	4.150	-0.010	-0.2%	4.064
High	4.179	4.158	-0.021	-0.5%	4.225
Low	4.130	4.006	-0.124	-3.0%	4.064
Close	4.170	4.009	-0.161	-3.9%	4.170
Range	0.049	0.152	0.103	210.2%	0.161
ATR	0.078	0.084	0.006	7.8%	0.000
Volume	16,966	12,252	-4,714	-27.8%	64,729

Daily Pivots for day following 02-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.514	4.413	4.093
R3	4.362	4.261	4.051
R2	4.210	4.210	4.037
R1	4.109	4.109	4.023	4.084
PP	4.058	4.058	4.058	4.045
S1	3.957	3.957	3.995	3.932
S2	3.906	3.906	3.981
S3	3.754	3.805	3.967
S4	3.602	3.653	3.925

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.636	4.564	4.259
R3	4.475	4.403	4.214
R2	4.314	4.314	4.200
R1	4.242	4.242	4.185	4.278
PP	4.153	4.153	4.153	4.171
S1	4.081	4.081	4.155	4.117
S2	3.992	3.992	4.140
S3	3.831	3.920	4.126
S4	3.670	3.759	4.081

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.225	4.006	0.219	5.5%	0.089	2.2%	1%	False	True	14,225
10	4.225	3.990	0.235	5.9%	0.080	2.0%	8%	False	False	11,219
20	4.225	3.930	0.295	7.4%	0.079	2.0%	27%	False	False	10,640
40	4.288	3.885	0.403	10.1%	0.074	1.8%	31%	False	False	9,262

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	4.804
2.618	4.556
1.618	4.404
1.000	4.310
0.618	4.252
HIGH	4.158
0.618	4.100
0.500	4.082
0.382	4.064
LOW	4.006
0.618	3.912
1.000	3.854
1.618	3.760
2.618	3.608
4.250	3.360

Fisher Pivots for day following 02-Sep-2014
Pivot	1 day	3 day
R1	4.082	4.116
PP	4.058	4.080
S1	4.033	4.045

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

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