NYMEX Natural Gas Future August 2014

Trading Metrics calculated at close of trading on 23-Jul-2014

Day Change Summary
	Previous	Current
	22-Jul-2014	23-Jul-2014	Change	Change %	Previous Week
Open	3.853	3.758	-0.095	-2.5%	4.145
High	3.866	3.817	-0.049	-1.3%	4.173
Low	3.756	3.752	-0.004	-0.1%	3.934
Close	3.772	3.762	-0.010	-0.3%	3.951
Range	0.110	0.065	-0.045	-40.9%	0.239
ATR	0.105	0.102	-0.003	-2.7%	0.000
Volume	86,609	58,117	-28,492	-32.9%	438,674

Daily Pivots for day following 23-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	3.972	3.932	3.798
R3	3.907	3.867	3.780
R2	3.842	3.842	3.774
R1	3.802	3.802	3.768	3.822
PP	3.777	3.777	3.777	3.787
S1	3.737	3.737	3.756	3.757
S2	3.712	3.712	3.750
S3	3.647	3.672	3.744
S4	3.582	3.607	3.726

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.736	4.583	4.082
R3	4.497	4.344	4.017
R2	4.258	4.258	3.995
R1	4.105	4.105	3.973	4.062
PP	4.019	4.019	4.019	3.998
S1	3.866	3.866	3.929	3.823
S2	3.780	3.780	3.907
S3	3.541	3.627	3.885
S4	3.302	3.388	3.820

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.110	3.752	0.358	9.5%	0.091	2.4%	3%	False	True	89,567
10	4.193	3.752	0.441	11.7%	0.082	2.2%	2%	False	True	85,834
20	4.608	3.752	0.856	22.8%	0.096	2.5%	1%	False	True	90,777
40	4.893	3.752	1.141	30.3%	0.105	2.8%	1%	False	True	70,490
60	4.893	3.752	1.141	30.3%	0.108	2.9%	1%	False	True	51,933
80	4.893	3.752	1.141	30.3%	0.108	2.9%	1%	False	True	41,360
100	4.893	3.752	1.141	30.3%	0.108	2.9%	1%	False	True	34,277
120	4.893	3.752	1.141	30.3%	0.112	3.0%	1%	False	True	29,593

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	0.012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.093
2.618	3.987
1.618	3.922
1.000	3.882
0.618	3.857
HIGH	3.817
0.618	3.792
0.500	3.785
0.382	3.777
LOW	3.752
0.618	3.712
1.000	3.687
1.618	3.647
2.618	3.582
4.250	3.476

Fisher Pivots for day following 23-Jul-2014
Pivot	1 day	3 day
R1	3.785	3.823
PP	3.777	3.802
S1	3.770	3.782

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

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