NYMEX Natural Gas Future May 2014

Trading Metrics calculated at close of trading on 24-Mar-2014

Day Change Summary
	Previous	Current
	21-Mar-2014	24-Mar-2014	Change	Change %	Previous Week
Open	4.352	4.297	-0.055	-1.3%	4.462
High	4.362	4.341	-0.021	-0.5%	4.535
Low	4.275	4.256	-0.019	-0.4%	4.275
Close	4.297	4.272	-0.025	-0.6%	4.297
Range	0.087	0.085	-0.002	-2.3%	0.260
ATR	0.133	0.130	-0.003	-2.6%	0.000
Volume	57,226	71,057	13,831	24.2%	267,772

Daily Pivots for day following 24-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.545	4.493	4.319
R3	4.460	4.408	4.295
R2	4.375	4.375	4.288
R1	4.323	4.323	4.280	4.307
PP	4.290	4.290	4.290	4.281
S1	4.238	4.238	4.264	4.222
S2	4.205	4.205	4.256
S3	4.120	4.153	4.249
S4	4.035	4.068	4.225

Weekly Pivots for week ending 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.149	4.983	4.440
R3	4.889	4.723	4.369
R2	4.629	4.629	4.345
R1	4.463	4.463	4.321	4.416
PP	4.369	4.369	4.369	4.346
S1	4.203	4.203	4.273	4.156
S2	4.109	4.109	4.249
S3	3.849	3.943	4.226
S4	3.589	3.683	4.154

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.503	4.256	0.247	5.8%	0.091	2.1%	6%	False	True	55,162
10	4.610	4.256	0.354	8.3%	0.102	2.4%	5%	False	True	60,043
20	4.669	4.256	0.413	9.7%	0.129	3.0%	4%	False	True	60,837
40	4.893	4.217	0.676	15.8%	0.145	3.4%	8%	False	False	57,613
60	4.893	3.850	1.043	24.4%	0.131	3.1%	40%	False	False	44,488
80	4.893	3.785	1.108	25.9%	0.115	2.7%	44%	False	False	37,054
100	4.893	3.495	1.398	32.7%	0.105	2.5%	56%	False	False	30,805
120	4.893	3.495	1.398	32.7%	0.098	2.3%	56%	False	False	26,092

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.702
2.618	4.564
1.618	4.479
1.000	4.426
0.618	4.394
HIGH	4.341
0.618	4.309
0.500	4.299
0.382	4.288
LOW	4.256
0.618	4.203
1.000	4.171
1.618	4.118
2.618	4.033
4.250	3.895

Fisher Pivots for day following 24-Mar-2014
Pivot	1 day	3 day
R1	4.299	4.352
PP	4.290	4.325
S1	4.281	4.299

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

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