NYMEX Natural Gas Future August 2013

Trading Metrics calculated at close of trading on 05-Jun-2013

Day Change Summary
	Previous	Current
	04-Jun-2013	05-Jun-2013	Change	Change %	Previous Week
Open	4.000	4.014	0.014	0.4%	4.282
High	4.049	4.042	-0.007	-0.2%	4.377
Low	3.983	3.991	0.008	0.2%	4.001
Close	4.015	4.015	0.000	0.0%	4.003
Range	0.066	0.051	-0.015	-22.7%	0.376
ATR	0.115	0.110	-0.005	-4.0%	0.000
Volume	25,879	30,603	4,724	18.3%	99,510

Daily Pivots for day following 05-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.169	4.143	4.043
R3	4.118	4.092	4.029
R2	4.067	4.067	4.024
R1	4.041	4.041	4.020	4.054
PP	4.016	4.016	4.016	4.023
S1	3.990	3.990	4.010	4.003
S2	3.965	3.965	4.006
S3	3.914	3.939	4.001
S4	3.863	3.888	3.987

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	5.255	5.005	4.210
R3	4.879	4.629	4.106
R2	4.503	4.503	4.072
R1	4.253	4.253	4.037	4.190
PP	4.127	4.127	4.127	4.096
S1	3.877	3.877	3.969	3.814
S2	3.751	3.751	3.934
S3	3.375	3.501	3.900
S4	2.999	3.125	3.796

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.204	3.971	0.233	5.8%	0.091	2.3%	19%	False	False	27,269
10	4.377	3.971	0.406	10.1%	0.101	2.5%	11%	False	False	24,282
20	4.377	3.956	0.421	10.5%	0.110	2.7%	14%	False	False	25,427
40	4.525	3.956	0.569	14.2%	0.119	3.0%	10%	False	False	21,813
60	4.525	3.782	0.743	18.5%	0.113	2.8%	31%	False	False	19,852
80	4.525	3.404	1.121	27.9%	0.105	2.6%	55%	False	False	16,937
100	4.525	3.404	1.121	27.9%	0.101	2.5%	55%	False	False	14,627
120	4.525	3.365	1.160	28.9%	0.096	2.4%	56%	False	False	12,604

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.030
Narrowest range in 59 trading days

Fibonacci Retracements and Extensions
4.250	4.259
2.618	4.176
1.618	4.125
1.000	4.093
0.618	4.074
HIGH	4.042
0.618	4.023
0.500	4.017
0.382	4.010
LOW	3.991
0.618	3.959
1.000	3.940
1.618	3.908
2.618	3.857
4.250	3.774

Fisher Pivots for day following 05-Jun-2013
Pivot	1 day	3 day
R1	4.017	4.015
PP	4.016	4.014
S1	4.016	4.014

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

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