NYMEX Natural Gas Future December 2013

Trading Metrics calculated at close of trading on 24-Jul-2013

Day Change Summary
	Previous	Current
	23-Jul-2013	24-Jul-2013	Change	Change %	Previous Week
Open	3.940	3.975	0.035	0.9%	3.924
High	3.996	4.017	0.021	0.5%	4.061
Low	3.904	3.939	0.035	0.9%	3.806
Close	3.986	3.944	-0.042	-1.1%	4.012
Range	0.092	0.078	-0.014	-15.2%	0.255
ATR	0.103	0.101	-0.002	-1.7%	0.000
Volume	9,491	6,294	-3,197	-33.7%	54,477

Daily Pivots for day following 24-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.201	4.150	3.987
R3	4.123	4.072	3.965
R2	4.045	4.045	3.958
R1	3.994	3.994	3.951	3.981
PP	3.967	3.967	3.967	3.960
S1	3.916	3.916	3.937	3.903
S2	3.889	3.889	3.930
S3	3.811	3.838	3.923
S4	3.733	3.760	3.901

Weekly Pivots for week ending 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.725	4.623	4.152
R3	4.470	4.368	4.082
R2	4.215	4.215	4.059
R1	4.113	4.113	4.035	4.164
PP	3.960	3.960	3.960	3.985
S1	3.858	3.858	3.989	3.909
S2	3.705	3.705	3.965
S3	3.450	3.603	3.942
S4	3.195	3.348	3.872

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.061	3.876	0.185	4.7%	0.100	2.5%	37%	False	False	10,847
10	4.061	3.806	0.255	6.5%	0.098	2.5%	54%	False	False	9,852
20	4.061	3.780	0.281	7.1%	0.101	2.6%	58%	False	False	10,285
40	4.463	3.780	0.683	17.3%	0.093	2.3%	24%	False	False	8,536
60	4.744	3.780	0.964	24.4%	0.096	2.4%	17%	False	False	7,814
80	4.744	3.780	0.964	24.4%	0.098	2.5%	17%	False	False	7,964

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	0.022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.349
2.618	4.221
1.618	4.143
1.000	4.095
0.618	4.065
HIGH	4.017
0.618	3.987
0.500	3.978
0.382	3.969
LOW	3.939
0.618	3.891
1.000	3.861
1.618	3.813
2.618	3.735
4.250	3.608

Fisher Pivots for day following 24-Jul-2013
Pivot	1 day	3 day
R1	3.978	3.949
PP	3.967	3.947
S1	3.955	3.946

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

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