NYMEX Natural Gas Future May 2014

Trading Metrics calculated at close of trading on 27-Mar-2014

Day Change Summary
	Previous	Current
	26-Mar-2014	27-Mar-2014	Change	Change %	Previous Week
Open	4.403	4.394	-0.009	-0.2%	4.462
High	4.426	4.570	0.144	3.3%	4.535
Low	4.354	4.367	0.013	0.3%	4.275
Close	4.395	4.538	0.143	3.3%	4.297
Range	0.072	0.203	0.131	181.9%	0.260
ATR	0.128	0.133	0.005	4.2%	0.000
Volume	86,666	140,521	53,855	62.1%	267,772

Daily Pivots for day following 27-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.101	5.022	4.650
R3	4.898	4.819	4.594
R2	4.695	4.695	4.575
R1	4.616	4.616	4.557	4.656
PP	4.492	4.492	4.492	4.511
S1	4.413	4.413	4.519	4.453
S2	4.289	4.289	4.501
S3	4.086	4.210	4.482
S4	3.883	4.007	4.426

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	4.570	4.256	0.314	6.9%	0.123	2.7%	90%	True	False	87,417
10	4.570	4.256	0.314	6.9%	0.108	2.4%	90%	True	False	68,821
20	4.669	4.256	0.413	9.1%	0.128	2.8%	68%	False	False	64,067
40	4.893	4.256	0.637	14.0%	0.144	3.2%	44%	False	False	62,363
60	4.893	3.850	1.043	23.0%	0.135	3.0%	66%	False	False	49,351
80	4.893	3.850	1.043	23.0%	0.118	2.6%	66%	False	False	40,581
100	4.893	3.495	1.398	30.8%	0.108	2.4%	75%	False	False	33,790
120	4.893	3.495	1.398	30.8%	0.100	2.2%	75%	False	False	28,635

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	5.433
2.618	5.101
1.618	4.898
1.000	4.773
0.618	4.695
HIGH	4.570
0.618	4.492
0.500	4.469
0.382	4.445
LOW	4.367
0.618	4.242
1.000	4.164
1.618	4.039
2.618	3.836
4.250	3.504

Fisher Pivots for day following 27-Mar-2014
Pivot	1 day	3 day
R1	4.515	4.498
PP	4.492	4.457
S1	4.469	4.417

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

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