NYMEX Natural Gas Future January 2014

Trading Metrics calculated at close of trading on 02-Jul-2013

Day Change Summary
	Previous	Current
	01-Jul-2013	02-Jul-2013	Change	Change %	Previous Week
Open	3.890	3.901	0.011	0.3%	4.124
High	3.932	3.984	0.052	1.3%	4.156
Low	3.866	3.897	0.031	0.8%	3.878
Close	3.910	3.977	0.067	1.7%	3.899
Range	0.066	0.087	0.021	31.8%	0.278
ATR	0.095	0.094	-0.001	-0.6%	0.000
Volume	18,976	16,430	-2,546	-13.4%	100,013

Daily Pivots for day following 02-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.214	4.182	4.025
R3	4.127	4.095	4.001
R2	4.040	4.040	3.993
R1	4.008	4.008	3.985	4.024
PP	3.953	3.953	3.953	3.961
S1	3.921	3.921	3.969	3.937
S2	3.866	3.866	3.961
S3	3.779	3.834	3.953
S4	3.692	3.747	3.929

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	4.085	3.866	0.219	5.5%	0.095	2.4%	51%	False	False	20,879
10	4.295	3.866	0.429	10.8%	0.091	2.3%	26%	False	False	17,821
20	4.343	3.866	0.477	12.0%	0.086	2.2%	23%	False	False	19,355
40	4.665	3.866	0.799	20.1%	0.090	2.3%	14%	False	False	17,923

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	0.014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.354
2.618	4.212
1.618	4.125
1.000	4.071
0.618	4.038
HIGH	3.984
0.618	3.951
0.500	3.941
0.382	3.930
LOW	3.897
0.618	3.843
1.000	3.810
1.618	3.756
2.618	3.669
4.250	3.527

Fisher Pivots for day following 02-Jul-2013
Pivot	1 day	3 day
R1	3.965	3.960
PP	3.953	3.942
S1	3.941	3.925

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

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