NYMEX Natural Gas Future November 2013

Trading Metrics calculated at close of trading on 20-Jun-2013

Day Change Summary
	Previous	Current
	19-Jun-2013	20-Jun-2013	Change	Change %	Previous Week
Open	4.015	3.977	-0.038	-0.9%	3.952
High	4.070	4.019	-0.051	-1.3%	3.979
Low	4.012	3.957	-0.055	-1.4%	3.826
Close	4.054	3.978	-0.076	-1.9%	3.854
Range	0.058	0.062	0.004	6.9%	0.153
ATR	0.095	0.095	0.000	0.2%	0.000
Volume	10,460	6,035	-4,425	-42.3%	77,917

Daily Pivots for day following 20-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.171	4.136	4.012
R3	4.109	4.074	3.995
R2	4.047	4.047	3.989
R1	4.012	4.012	3.984	4.030
PP	3.985	3.985	3.985	3.993
S1	3.950	3.950	3.972	3.968
S2	3.923	3.923	3.967
S3	3.861	3.888	3.961
S4	3.799	3.826	3.944

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.345	4.253	3.938
R3	4.192	4.100	3.896
R2	4.039	4.039	3.882
R1	3.947	3.947	3.868	3.917
PP	3.886	3.886	3.886	3.871
S1	3.794	3.794	3.840	3.764
S2	3.733	3.733	3.826
S3	3.580	3.641	3.812
S4	3.427	3.488	3.770

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.070	3.850	0.220	5.5%	0.080	2.0%	58%	False	False	11,658
10	4.070	3.826	0.244	6.1%	0.080	2.0%	62%	False	False	13,279
20	4.442	3.826	0.616	15.5%	0.089	2.2%	25%	False	False	10,806
40	4.594	3.826	0.768	19.3%	0.098	2.5%	20%	False	False	10,115
60	4.594	3.826	0.768	19.3%	0.099	2.5%	20%	False	False	9,770
80	4.594	3.734	0.860	21.6%	0.094	2.4%	28%	False	False	9,339

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.283
2.618	4.181
1.618	4.119
1.000	4.081
0.618	4.057
HIGH	4.019
0.618	3.995
0.500	3.988
0.382	3.981
LOW	3.957
0.618	3.919
1.000	3.895
1.618	3.857
2.618	3.795
4.250	3.694

Fisher Pivots for day following 20-Jun-2013
Pivot	1 day	3 day
R1	3.988	4.014
PP	3.985	4.002
S1	3.981	3.990

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

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