NYMEX Natural Gas Future January 2014

Trading Metrics calculated at close of trading on 28-Jun-2013

Day Change Summary
	Previous	Current
	27-Jun-2013	28-Jun-2013	Change	Change %	Previous Week
Open	4.085	3.934	-0.151	-3.7%	4.124
High	4.085	3.951	-0.134	-3.3%	4.156
Low	3.904	3.878	-0.026	-0.7%	3.878
Close	3.924	3.899	-0.025	-0.6%	3.899
Range	0.181	0.073	-0.108	-59.7%	0.278
ATR	0.099	0.097	-0.002	-1.9%	0.000
Volume	13,358	36,337	22,979	172.0%	100,013

Daily Pivots for day following 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.128	4.087	3.939
R3	4.055	4.014	3.919
R2	3.982	3.982	3.912
R1	3.941	3.941	3.906	3.925
PP	3.909	3.909	3.909	3.902
S1	3.868	3.868	3.892	3.852
S2	3.836	3.836	3.886
S3	3.763	3.795	3.879
S4	3.690	3.722	3.859

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.812	4.633	4.052
R3	4.534	4.355	3.975
R2	4.256	4.256	3.950
R1	4.077	4.077	3.924	4.028
PP	3.978	3.978	3.978	3.953
S1	3.799	3.799	3.874	3.750
S2	3.700	3.700	3.848
S3	3.422	3.521	3.823
S4	3.144	3.243	3.746

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.156	3.878	0.278	7.1%	0.099	2.5%	8%	False	True	20,002
10	4.295	3.878	0.417	10.7%	0.093	2.4%	5%	False	True	18,502
20	4.360	3.878	0.482	12.4%	0.085	2.2%	4%	False	True	18,956
40	4.665	3.878	0.787	20.2%	0.090	2.3%	3%	False	True	18,379

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	0.012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.261
2.618	4.142
1.618	4.069
1.000	4.024
0.618	3.996
HIGH	3.951
0.618	3.923
0.500	3.915
0.382	3.906
LOW	3.878
0.618	3.833
1.000	3.805
1.618	3.760
2.618	3.687
4.250	3.568

Fisher Pivots for day following 28-Jun-2013
Pivot	1 day	3 day
R1	3.915	3.982
PP	3.909	3.954
S1	3.904	3.927

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

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