NYMEX Natural Gas Future October 2014

Trading Metrics calculated at close of trading on 16-Jul-2014

Day Change Summary
	Previous	Current
	15-Jul-2014	16-Jul-2014	Change	Change %	Previous Week
Open	4.159	4.089	-0.070	-1.7%	4.378
High	4.159	4.144	-0.015	-0.4%	4.382
Low	4.084	4.089	0.005	0.1%	4.105
Close	4.099	4.120	0.021	0.5%	4.144
Range	0.075	0.055	-0.020	-26.7%	0.277
ATR	0.097	0.094	-0.003	-3.1%	0.000
Volume	26,171	24,014	-2,157	-8.2%	139,046

Daily Pivots for day following 16-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.283	4.256	4.150
R3	4.228	4.201	4.135
R2	4.173	4.173	4.130
R1	4.146	4.146	4.125	4.160
PP	4.118	4.118	4.118	4.124
S1	4.091	4.091	4.115	4.105
S2	4.063	4.063	4.110
S3	4.008	4.036	4.105
S4	3.953	3.981	4.090

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.041	4.870	4.296
R3	4.764	4.593	4.220
R2	4.487	4.487	4.195
R1	4.316	4.316	4.169	4.263
PP	4.210	4.210	4.210	4.184
S1	4.039	4.039	4.119	3.986
S2	3.933	3.933	4.093
S3	3.656	3.762	4.068
S4	3.379	3.485	3.992

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.192	4.084	0.108	2.6%	0.066	1.6%	33%	False	False	24,665
10	4.433	4.084	0.349	8.5%	0.085	2.1%	10%	False	False	24,643
20	4.757	4.084	0.673	16.3%	0.096	2.3%	5%	False	False	22,139
40	4.879	4.084	0.795	19.3%	0.101	2.5%	5%	False	False	23,196
60	4.879	4.084	0.795	19.3%	0.102	2.5%	5%	False	False	21,216
80	4.879	4.084	0.795	19.3%	0.103	2.5%	5%	False	False	19,625
100	4.879	4.084	0.795	19.3%	0.107	2.6%	5%	False	False	19,015
120	4.879	4.084	0.795	19.3%	0.111	2.7%	5%	False	False	19,202

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.378
2.618	4.288
1.618	4.233
1.000	4.199
0.618	4.178
HIGH	4.144
0.618	4.123
0.500	4.117
0.382	4.110
LOW	4.089
0.618	4.055
1.000	4.034
1.618	4.000
2.618	3.945
4.250	3.855

Fisher Pivots for day following 16-Jul-2014
Pivot	1 day	3 day
R1	4.119	4.124
PP	4.118	4.123
S1	4.117	4.121

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

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