NYMEX Natural Gas Future January 2014

Trading Metrics calculated at close of trading on 01-Jul-2013

Day Change Summary
	Previous	Current
	28-Jun-2013	01-Jul-2013	Change	Change %	Previous Week
Open	3.934	3.890	-0.044	-1.1%	4.124
High	3.951	3.932	-0.019	-0.5%	4.156
Low	3.878	3.866	-0.012	-0.3%	3.878
Close	3.899	3.910	0.011	0.3%	3.899
Range	0.073	0.066	-0.007	-9.6%	0.278
ATR	0.097	0.095	-0.002	-2.3%	0.000
Volume	36,337	18,976	-17,361	-47.8%	100,013

Daily Pivots for day following 01-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.101	4.071	3.946
R3	4.035	4.005	3.928
R2	3.969	3.969	3.922
R1	3.939	3.939	3.916	3.954
PP	3.903	3.903	3.903	3.910
S1	3.873	3.873	3.904	3.888
S2	3.837	3.837	3.898
S3	3.771	3.807	3.892
S4	3.705	3.741	3.874

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	4.109	3.866	0.243	6.2%	0.097	2.5%	18%	False	True	21,344
10	4.295	3.866	0.429	11.0%	0.089	2.3%	10%	False	True	18,899
20	4.350	3.866	0.484	12.4%	0.085	2.2%	9%	False	True	19,325
40	4.665	3.866	0.799	20.4%	0.090	2.3%	6%	False	True	17,922

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.015
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	4.213
2.618	4.105
1.618	4.039
1.000	3.998
0.618	3.973
HIGH	3.932
0.618	3.907
0.500	3.899
0.382	3.891
LOW	3.866
0.618	3.825
1.000	3.800
1.618	3.759
2.618	3.693
4.250	3.586

Fisher Pivots for day following 01-Jul-2013
Pivot	1 day	3 day
R1	3.906	3.976
PP	3.903	3.954
S1	3.899	3.932

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

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