NYMEX Natural Gas Future June 2014

Trading Metrics calculated at close of trading on 21-Mar-2014

Day Change Summary
	Previous	Current
	20-Mar-2014	21-Mar-2014	Change	Change %	Previous Week
Open	4.468	4.390	-0.078	-1.7%	4.476
High	4.478	4.390	-0.088	-2.0%	4.555
Low	4.365	4.308	-0.057	-1.3%	4.308
Close	4.380	4.329	-0.051	-1.2%	4.329
Range	0.113	0.082	-0.031	-27.4%	0.247
ATR	0.129	0.126	-0.003	-2.6%	0.000
Volume	10,061	14,618	4,557	45.3%	54,607

Daily Pivots for day following 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.588	4.541	4.374
R3	4.506	4.459	4.352
R2	4.424	4.424	4.344
R1	4.377	4.377	4.337	4.360
PP	4.342	4.342	4.342	4.334
S1	4.295	4.295	4.321	4.278
S2	4.260	4.260	4.314
S3	4.178	4.213	4.306
S4	4.096	4.131	4.284

Weekly Pivots for week ending 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.138	4.981	4.465
R3	4.891	4.734	4.397
R2	4.644	4.644	4.374
R1	4.487	4.487	4.352	4.442
PP	4.397	4.397	4.397	4.375
S1	4.240	4.240	4.306	4.195
S2	4.150	4.150	4.284
S3	3.903	3.993	4.261
S4	3.656	3.746	4.193

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.555	4.308	0.247	5.7%	0.087	2.0%	9%	False	True	10,921
10	4.680	4.308	0.372	8.6%	0.103	2.4%	6%	False	True	12,796
20	4.893	4.308	0.585	13.5%	0.136	3.2%	4%	False	True	15,271
40	4.893	4.234	0.659	15.2%	0.137	3.2%	14%	False	False	15,585
60	4.893	3.874	1.019	23.5%	0.122	2.8%	45%	False	False	12,624
80	4.893	3.815	1.078	24.9%	0.108	2.5%	48%	False	False	10,915
100	4.893	3.537	1.356	31.3%	0.099	2.3%	58%	False	False	9,250
120	4.893	3.537	1.356	31.3%	0.091	2.1%	58%	False	False	7,957

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.739
2.618	4.605
1.618	4.523
1.000	4.472
0.618	4.441
HIGH	4.390
0.618	4.359
0.500	4.349
0.382	4.339
LOW	4.308
0.618	4.257
1.000	4.226
1.618	4.175
2.618	4.093
4.250	3.960

Fisher Pivots for day following 21-Mar-2014
Pivot	1 day	3 day
R1	4.349	4.406
PP	4.342	4.380
S1	4.336	4.355

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

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