NYMEX Natural Gas Future August 2013

Trading Metrics calculated at close of trading on 10-Jul-2013

Day Change Summary
	Previous	Current
	09-Jul-2013	10-Jul-2013	Change	Change %	Previous Week
Open	3.732	3.659	-0.073	-2.0%	3.547
High	3.747	3.787	0.040	1.1%	3.700
Low	3.626	3.631	0.005	0.1%	3.531
Close	3.657	3.680	0.023	0.6%	3.617
Range	0.121	0.156	0.035	28.9%	0.169
ATR	0.115	0.118	0.003	2.5%	0.000
Volume	108,792	104,596	-4,196	-3.9%	353,375

Daily Pivots for day following 10-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.167	4.080	3.766
R3	4.011	3.924	3.723
R2	3.855	3.855	3.709
R1	3.768	3.768	3.694	3.812
PP	3.699	3.699	3.699	3.721
S1	3.612	3.612	3.666	3.656
S2	3.543	3.543	3.651
S3	3.387	3.456	3.637
S4	3.231	3.300	3.594

Weekly Pivots for week ending 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.123	4.039	3.710
R3	3.954	3.870	3.663
R2	3.785	3.785	3.648
R1	3.701	3.701	3.632	3.743
PP	3.616	3.616	3.616	3.637
S1	3.532	3.532	3.602	3.574
S2	3.447	3.447	3.586
S3	3.278	3.363	3.571
S4	3.109	3.194	3.524

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.787	3.573	0.214	5.8%	0.136	3.7%	50%	True	False	100,044
10	3.787	3.526	0.261	7.1%	0.123	3.3%	59%	True	False	108,389
20	4.003	3.526	0.477	13.0%	0.118	3.2%	32%	False	False	90,712
40	4.377	3.526	0.851	23.1%	0.113	3.1%	18%	False	False	60,566
60	4.525	3.526	0.999	27.1%	0.117	3.2%	15%	False	False	47,061
80	4.525	3.526	0.999	27.1%	0.116	3.1%	15%	False	False	39,441
100	4.525	3.404	1.121	30.5%	0.108	2.9%	25%	False	False	33,594
120	4.525	3.404	1.121	30.5%	0.105	2.8%	25%	False	False	28,875

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	0.023
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	4.450
2.618	4.195
1.618	4.039
1.000	3.943
0.618	3.883
HIGH	3.787
0.618	3.727
0.500	3.709
0.382	3.691
LOW	3.631
0.618	3.535
1.000	3.475
1.618	3.379
2.618	3.223
4.250	2.968

Fisher Pivots for day following 10-Jul-2013
Pivot	1 day	3 day
R1	3.709	3.700
PP	3.699	3.693
S1	3.690	3.687

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

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