NYMEX Natural Gas Future April 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Oct-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Oct-2014 | 
                    02-Oct-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.885 | 
                        3.803 | 
                        -0.082 | 
                        -2.1% | 
                        3.790 | 
                     
                    
                        | High | 
                        3.901 | 
                        3.819 | 
                        -0.082 | 
                        -2.1% | 
                        3.855 | 
                     
                    
                        | Low | 
                        3.789 | 
                        3.735 | 
                        -0.054 | 
                        -1.4% | 
                        3.757 | 
                     
                    
                        | Close | 
                        3.795 | 
                        3.760 | 
                        -0.035 | 
                        -0.9% | 
                        3.853 | 
                     
                    
                        | Range | 
                        0.112 | 
                        0.084 | 
                        -0.028 | 
                        -25.0% | 
                        0.098 | 
                     
                    
                        | ATR | 
                        0.065 | 
                        0.067 | 
                        0.001 | 
                        2.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        16,832 | 
                        17,802 | 
                        970 | 
                        5.8% | 
                        45,812 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Oct-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.023 | 
                3.976 | 
                3.806 | 
                 | 
             
            
                | R3 | 
                3.939 | 
                3.892 | 
                3.783 | 
                 | 
             
            
                | R2 | 
                3.855 | 
                3.855 | 
                3.775 | 
                 | 
             
            
                | R1 | 
                3.808 | 
                3.808 | 
                3.768 | 
                3.790 | 
             
            
                | PP | 
                3.771 | 
                3.771 | 
                3.771 | 
                3.762 | 
             
            
                | S1 | 
                3.724 | 
                3.724 | 
                3.752 | 
                3.706 | 
             
            
                | S2 | 
                3.687 | 
                3.687 | 
                3.745 | 
                 | 
             
            
                | S3 | 
                3.603 | 
                3.640 | 
                3.737 | 
                 | 
             
            
                | S4 | 
                3.519 | 
                3.556 | 
                3.714 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.116 | 
                4.082 | 
                3.907 | 
                 | 
             
            
                | R3 | 
                4.018 | 
                3.984 | 
                3.880 | 
                 | 
             
            
                | R2 | 
                3.920 | 
                3.920 | 
                3.871 | 
                 | 
             
            
                | R1 | 
                3.886 | 
                3.886 | 
                3.862 | 
                3.903 | 
             
            
                | PP | 
                3.822 | 
                3.822 | 
                3.822 | 
                3.830 | 
             
            
                | S1 | 
                3.788 | 
                3.788 | 
                3.844 | 
                3.805 | 
             
            
                | S2 | 
                3.724 | 
                3.724 | 
                3.835 | 
                 | 
             
            
                | S3 | 
                3.626 | 
                3.690 | 
                3.826 | 
                 | 
             
            
                | S4 | 
                3.528 | 
                3.592 | 
                3.799 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3.910 | 
                3.735 | 
                0.175 | 
                4.7% | 
                0.071 | 
                1.9% | 
                14% | 
                False | 
                True | 
                15,301 | 
                 
                
                | 10 | 
                3.910 | 
                3.735 | 
                0.175 | 
                4.7% | 
                0.065 | 
                1.7% | 
                14% | 
                False | 
                True | 
                12,242 | 
                 
                
                | 20 | 
                3.910 | 
                3.730 | 
                0.180 | 
                4.8% | 
                0.065 | 
                1.7% | 
                17% | 
                False | 
                False | 
                12,198 | 
                 
                
                | 40 | 
                3.944 | 
                3.720 | 
                0.224 | 
                6.0% | 
                0.064 | 
                1.7% | 
                18% | 
                False | 
                False | 
                10,581 | 
                 
                
                | 60 | 
                3.988 | 
                3.683 | 
                0.305 | 
                8.1% | 
                0.060 | 
                1.6% | 
                25% | 
                False | 
                False | 
                9,060 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.176 | 
         
        
            | 
2.618             | 
            4.039 | 
         
        
            | 
1.618             | 
            3.955 | 
         
        
            | 
1.000             | 
            3.903 | 
         
        
            | 
0.618             | 
            3.871 | 
         
        
            | 
HIGH             | 
            3.819 | 
         
        
            | 
0.618             | 
            3.787 | 
         
        
            | 
0.500             | 
            3.777 | 
         
        
            | 
0.382             | 
            3.767 | 
         
        
            | 
LOW             | 
            3.735 | 
         
        
            | 
0.618             | 
            3.683 | 
         
        
            | 
1.000             | 
            3.651 | 
         
        
            | 
1.618             | 
            3.599 | 
         
        
            | 
2.618             | 
            3.515 | 
         
        
            | 
4.250             | 
            3.378 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Oct-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.777 | 
                                3.820 | 
                             
                            
                                | PP | 
                                3.771 | 
                                3.800 | 
                             
                            
                                | S1 | 
                                3.766 | 
                                3.780 | 
                             
             
         |