NYMEX Natural Gas Future September 2013

Trading Metrics calculated at close of trading on 26-Jul-2013

Day Change Summary
	Previous	Current
	25-Jul-2013	26-Jul-2013	Change	Change %	Previous Week
Open	3.705	3.652	-0.053	-1.4%	3.764
High	3.757	3.656	-0.101	-2.7%	3.784
Low	3.641	3.552	-0.089	-2.4%	3.552
Close	3.647	3.563	-0.084	-2.3%	3.563
Range	0.116	0.104	-0.012	-10.3%	0.232
ATR	0.115	0.115	-0.001	-0.7%	0.000
Volume	92,415	109,848	17,433	18.9%	406,827

Daily Pivots for day following 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	3.902	3.837	3.620
R3	3.798	3.733	3.592
R2	3.694	3.694	3.582
R1	3.629	3.629	3.573	3.610
PP	3.590	3.590	3.590	3.581
S1	3.525	3.525	3.553	3.506
S2	3.486	3.486	3.544
S3	3.382	3.421	3.534
S4	3.278	3.317	3.506

Weekly Pivots for week ending 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.329	4.178	3.691
R3	4.097	3.946	3.627
R2	3.865	3.865	3.606
R1	3.714	3.714	3.584	3.674
PP	3.633	3.633	3.633	3.613
S1	3.482	3.482	3.542	3.442
S2	3.401	3.401	3.520
S3	3.169	3.250	3.499
S4	2.937	3.018	3.435

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.784	3.552	0.232	6.5%	0.107	3.0%	5%	False	True	81,365
10	3.833	3.545	0.288	8.1%	0.115	3.2%	6%	False	False	70,748
20	3.833	3.522	0.311	8.7%	0.114	3.2%	13%	False	False	54,440
40	4.075	3.522	0.553	15.5%	0.108	3.0%	7%	False	False	46,173
60	4.425	3.522	0.903	25.3%	0.112	3.1%	5%	False	False	36,734
80	4.517	3.522	0.995	27.9%	0.113	3.2%	4%	False	False	31,368
100	4.517	3.522	0.995	27.9%	0.108	3.0%	4%	False	False	27,262
120	4.517	3.420	1.097	30.8%	0.103	2.9%	13%	False	False	23,755

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	0.023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.098
2.618	3.928
1.618	3.824
1.000	3.760
0.618	3.720
HIGH	3.656
0.618	3.616
0.500	3.604
0.382	3.592
LOW	3.552
0.618	3.488
1.000	3.448
1.618	3.384
2.618	3.280
4.250	3.110

Fisher Pivots for day following 26-Jul-2013
Pivot	1 day	3 day
R1	3.604	3.668
PP	3.590	3.633
S1	3.577	3.598

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

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