NYMEX Natural Gas Future March 2014

Trading Metrics calculated at close of trading on 06-Jan-2014

Day Change Summary
	Previous	Current
	03-Jan-2014	06-Jan-2014	Change	Change %	Previous Week
Open	4.269	4.295	0.026	0.6%	4.367
High	4.366	4.348	-0.018	-0.4%	4.427
Low	4.190	4.241	0.051	1.2%	4.180
Close	4.282	4.284	0.002	0.0%	4.282
Range	0.176	0.107	-0.069	-39.2%	0.247
ATR	0.120	0.119	-0.001	-0.8%	0.000
Volume	62,788	73,502	10,714	17.1%	193,356

Daily Pivots for day following 06-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.612	4.555	4.343
R3	4.505	4.448	4.313
R2	4.398	4.398	4.304
R1	4.341	4.341	4.294	4.316
PP	4.291	4.291	4.291	4.279
S1	4.234	4.234	4.274	4.209
S2	4.184	4.184	4.264
S3	4.077	4.127	4.255
S4	3.970	4.020	4.225

Weekly Pivots for week ending 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.037	4.907	4.418
R3	4.790	4.660	4.350
R2	4.543	4.543	4.327
R1	4.413	4.413	4.305	4.355
PP	4.296	4.296	4.296	4.267
S1	4.166	4.166	4.259	4.108
S2	4.049	4.049	4.237
S3	3.802	3.919	4.214
S4	3.555	3.672	4.146

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.427	4.180	0.247	5.8%	0.135	3.2%	42%	False	False	53,371
10	4.550	4.180	0.370	8.6%	0.117	2.7%	28%	False	False	49,501
20	4.550	4.077	0.473	11.0%	0.117	2.7%	44%	False	False	69,313
40	4.550	3.540	1.010	23.6%	0.103	2.4%	74%	False	False	48,233
60	4.550	3.469	1.081	25.2%	0.095	2.2%	75%	False	False	38,821
80	4.550	3.469	1.081	25.2%	0.090	2.1%	75%	False	False	32,739
100	4.550	3.469	1.081	25.2%	0.087	2.0%	75%	False	False	27,961
120	4.550	3.469	1.081	25.2%	0.085	2.0%	75%	False	False	24,715

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.803
2.618	4.628
1.618	4.521
1.000	4.455
0.618	4.414
HIGH	4.348
0.618	4.307
0.500	4.295
0.382	4.282
LOW	4.241
0.618	4.175
1.000	4.134
1.618	4.068
2.618	3.961
4.250	3.786

Fisher Pivots for day following 06-Jan-2014
Pivot	1 day	3 day
R1	4.295	4.280
PP	4.291	4.277
S1	4.288	4.273

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

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