NYMEX Natural Gas Future August 2013

Trading Metrics calculated at close of trading on 28-Jun-2013

Day Change Summary
	Previous	Current
	27-Jun-2013	28-Jun-2013	Change	Change %	Previous Week
Open	3.743	3.596	-0.147	-3.9%	3.799
High	3.757	3.618	-0.139	-3.7%	3.842
Low	3.556	3.526	-0.030	-0.8%	3.526
Close	3.582	3.565	-0.017	-0.5%	3.565
Range	0.201	0.092	-0.109	-54.2%	0.316
ATR	0.115	0.113	-0.002	-1.4%	0.000
Volume	178,655	112,004	-66,651	-37.3%	584,389

Daily Pivots for day following 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	3.846	3.797	3.616
R3	3.754	3.705	3.590
R2	3.662	3.662	3.582
R1	3.613	3.613	3.573	3.592
PP	3.570	3.570	3.570	3.559
S1	3.521	3.521	3.557	3.500
S2	3.478	3.478	3.548
S3	3.386	3.429	3.540
S4	3.294	3.337	3.514

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.592	4.395	3.739
R3	4.276	4.079	3.652
R2	3.960	3.960	3.623
R1	3.763	3.763	3.594	3.704
PP	3.644	3.644	3.644	3.615
S1	3.447	3.447	3.536	3.388
S2	3.328	3.328	3.507
S3	3.012	3.131	3.478
S4	2.696	2.815	3.391

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.842	3.526	0.316	8.9%	0.116	3.3%	12%	False	True	116,877
10	4.003	3.526	0.477	13.4%	0.119	3.3%	8%	False	True	93,939
20	4.056	3.526	0.530	14.9%	0.105	3.0%	7%	False	True	71,554
40	4.377	3.526	0.851	23.9%	0.109	3.1%	5%	False	True	48,139
60	4.525	3.526	0.999	28.0%	0.118	3.3%	4%	False	True	38,354
80	4.525	3.526	0.999	28.0%	0.112	3.1%	4%	False	True	32,206
100	4.525	3.404	1.121	31.4%	0.106	3.0%	14%	False	False	27,188
120	4.525	3.365	1.160	32.5%	0.102	2.9%	17%	False	False	23,517

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	4.009
2.618	3.859
1.618	3.767
1.000	3.710
0.618	3.675
HIGH	3.618
0.618	3.583
0.500	3.572
0.382	3.561
LOW	3.526
0.618	3.469
1.000	3.434
1.618	3.377
2.618	3.285
4.250	3.135

Fisher Pivots for day following 28-Jun-2013
Pivot	1 day	3 day
R1	3.572	3.642
PP	3.570	3.616
S1	3.567	3.591

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

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