NYMEX Natural Gas Future June 2014

Trading Metrics calculated at close of trading on 27-Mar-2014

Day Change Summary
	Previous	Current
	26-Mar-2014	27-Mar-2014	Change	Change %	Previous Week
Open	4.438	4.421	-0.017	-0.4%	4.476
High	4.456	4.595	0.139	3.1%	4.555
Low	4.385	4.398	0.013	0.3%	4.308
Close	4.424	4.565	0.141	3.2%	4.329
Range	0.071	0.197	0.126	177.5%	0.247
ATR	0.121	0.127	0.005	4.5%	0.000
Volume	16,596	16,091	-505	-3.0%	54,607

Daily Pivots for day following 27-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.110	5.035	4.673
R3	4.913	4.838	4.619
R2	4.716	4.716	4.601
R1	4.641	4.641	4.583	4.679
PP	4.519	4.519	4.519	4.538
S1	4.444	4.444	4.547	4.482
S2	4.322	4.322	4.529
S3	4.125	4.247	4.511
S4	3.928	4.050	4.457

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	4.595	4.290	0.305	6.7%	0.118	2.6%	90%	True	False	13,763
10	4.595	4.290	0.305	6.7%	0.104	2.3%	90%	True	False	12,718
20	4.680	4.290	0.390	8.5%	0.122	2.7%	71%	False	False	13,985
40	4.893	4.290	0.603	13.2%	0.135	3.0%	46%	False	False	15,468
60	4.893	3.874	1.019	22.3%	0.127	2.8%	68%	False	False	13,288
80	4.893	3.874	1.019	22.3%	0.111	2.4%	68%	False	False	11,377
100	4.893	3.537	1.356	29.7%	0.102	2.2%	76%	False	False	9,722
120	4.893	3.537	1.356	29.7%	0.093	2.0%	76%	False	False	8,381

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	0.018
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	5.432
2.618	5.111
1.618	4.914
1.000	4.792
0.618	4.717
HIGH	4.595
0.618	4.520
0.500	4.497
0.382	4.473
LOW	4.398
0.618	4.276
1.000	4.201
1.618	4.079
2.618	3.882
4.250	3.561

Fisher Pivots for day following 27-Mar-2014
Pivot	1 day	3 day
R1	4.542	4.525
PP	4.519	4.486
S1	4.497	4.446

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

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