NYMEX Natural Gas Future January 2014

Trading Metrics calculated at close of trading on 27-Jun-2013

Day Change Summary
	Previous	Current
	26-Jun-2013	27-Jun-2013	Change	Change %	Previous Week
Open	4.019	4.085	0.066	1.6%	4.116
High	4.085	4.085	0.000	0.0%	4.295
Low	4.016	3.904	-0.112	-2.8%	4.110
Close	4.075	3.924	-0.151	-3.7%	4.114
Range	0.069	0.181	0.112	162.3%	0.185
ATR	0.092	0.099	0.006	6.8%	0.000
Volume	19,295	13,358	-5,937	-30.8%	85,008

Daily Pivots for day following 27-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.514	4.400	4.024
R3	4.333	4.219	3.974
R2	4.152	4.152	3.957
R1	4.038	4.038	3.941	4.005
PP	3.971	3.971	3.971	3.954
S1	3.857	3.857	3.907	3.824
S2	3.790	3.790	3.891
S3	3.609	3.676	3.874
S4	3.428	3.495	3.824

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.728	4.606	4.216
R3	4.543	4.421	4.165
R2	4.358	4.358	4.148
R1	4.236	4.236	4.131	4.205
PP	4.173	4.173	4.173	4.157
S1	4.051	4.051	4.097	4.020
S2	3.988	3.988	4.080
S3	3.803	3.866	4.063
S4	3.618	3.681	4.012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.231	3.904	0.327	8.3%	0.109	2.8%	6%	False	True	15,637
10	4.295	3.904	0.391	10.0%	0.095	2.4%	5%	False	True	17,893
20	4.388	3.904	0.484	12.3%	0.085	2.2%	4%	False	True	18,375
40	4.743	3.904	0.839	21.4%	0.095	2.4%	2%	False	True	18,097

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	0.012
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	4.854
2.618	4.559
1.618	4.378
1.000	4.266
0.618	4.197
HIGH	4.085
0.618	4.016
0.500	3.995
0.382	3.973
LOW	3.904
0.618	3.792
1.000	3.723
1.618	3.611
2.618	3.430
4.250	3.135

Fisher Pivots for day following 27-Jun-2013
Pivot	1 day	3 day
R1	3.995	4.007
PP	3.971	3.979
S1	3.948	3.952

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

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