NYMEX Natural Gas Future September 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	3.989	4.007	0.018	0.5%	4.271
High	4.038	4.034	-0.004	-0.1%	4.366
Low	3.975	3.985	0.010	0.3%	3.995
Close	4.008	4.010	0.002	0.0%	3.997
Range	0.063	0.049	-0.014	-22.2%	0.371
ATR	0.111	0.106	-0.004	-4.0%	0.000
Volume	20,529	15,092	-5,437	-26.5%	81,878

Daily Pivots for day following 05-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.157	4.132	4.037
R3	4.108	4.083	4.023
R2	4.059	4.059	4.019
R1	4.034	4.034	4.014	4.047
PP	4.010	4.010	4.010	4.016
S1	3.985	3.985	4.006	3.998
S2	3.961	3.961	4.001
S3	3.912	3.936	3.997
S4	3.863	3.887	3.983

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	5.232	4.986	4.201
R3	4.861	4.615	4.099
R2	4.490	4.490	4.065
R1	4.244	4.244	4.031	4.182
PP	4.119	4.119	4.119	4.088
S1	3.873	3.873	3.963	3.811
S2	3.748	3.748	3.929
S3	3.377	3.502	3.895
S4	3.006	3.131	3.793

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.192	3.960	0.232	5.8%	0.089	2.2%	22%	False	False	20,720
10	4.366	3.960	0.406	10.1%	0.100	2.5%	12%	False	False	18,990
20	4.366	3.957	0.409	10.2%	0.104	2.6%	13%	False	False	18,670
40	4.517	3.957	0.560	14.0%	0.113	2.8%	9%	False	False	16,676
60	4.517	3.782	0.735	18.3%	0.108	2.7%	31%	False	False	15,420
80	4.517	3.420	1.097	27.4%	0.100	2.5%	54%	False	False	13,254
100	4.517	3.420	1.097	27.4%	0.097	2.4%	54%	False	False	11,582
120	4.517	3.350	1.167	29.1%	0.094	2.3%	57%	False	False	10,095

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	0.028
Narrowest range in 59 trading days

Fibonacci Retracements and Extensions
4.250	4.242
2.618	4.162
1.618	4.113
1.000	4.083
0.618	4.064
HIGH	4.034
0.618	4.015
0.500	4.010
0.382	4.004
LOW	3.985
0.618	3.955
1.000	3.936
1.618	3.906
2.618	3.857
4.250	3.777

Fisher Pivots for day following 05-Jun-2013
Pivot	1 day	3 day
R1	4.010	4.008
PP	4.010	4.006
S1	4.010	4.004

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

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