NYMEX Natural Gas Future June 2014

Trading Metrics calculated at close of trading on 08-Jan-2014

Day Change Summary
	Previous	Current
	07-Jan-2014	08-Jan-2014	Change	Change %	Previous Week
Open	4.195	4.185	-0.010	-0.2%	4.200
High	4.263	4.187	-0.076	-1.8%	4.244
Low	4.140	4.040	-0.100	-2.4%	4.111
Close	4.155	4.063	-0.092	-2.2%	4.174
Range	0.123	0.147	0.024	19.5%	0.133
ATR	0.075	0.080	0.005	6.8%	0.000
Volume	4,047	8,812	4,765	117.7%	18,477

Daily Pivots for day following 08-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.538	4.447	4.144
R3	4.391	4.300	4.103
R2	4.244	4.244	4.090
R1	4.153	4.153	4.076	4.125
PP	4.097	4.097	4.097	4.083
S1	4.006	4.006	4.050	3.978
S2	3.950	3.950	4.036
S3	3.803	3.859	4.023
S4	3.656	3.712	3.982

Weekly Pivots for week ending 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.575	4.508	4.247
R3	4.442	4.375	4.211
R2	4.309	4.309	4.198
R1	4.242	4.242	4.186	4.209
PP	4.176	4.176	4.176	4.160
S1	4.109	4.109	4.162	4.076
S2	4.043	4.043	4.150
S3	3.910	3.976	4.137
S4	3.777	3.843	4.101

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.263	4.040	0.223	5.5%	0.098	2.4%	10%	False	True	5,249
10	4.263	4.040	0.223	5.5%	0.081	2.0%	10%	False	True	4,523
20	4.263	4.040	0.223	5.5%	0.074	1.8%	10%	False	True	5,220
40	4.263	3.608	0.655	16.1%	0.069	1.7%	69%	False	False	4,614
60	4.263	3.537	0.726	17.9%	0.066	1.6%	72%	False	False	3,812
80	4.263	3.537	0.726	17.9%	0.061	1.5%	72%	False	False	3,307

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	0.017
Widest range in 85 trading days

Fibonacci Retracements and Extensions
4.250	4.812
2.618	4.572
1.618	4.425
1.000	4.334
0.618	4.278
HIGH	4.187
0.618	4.131
0.500	4.114
0.382	4.096
LOW	4.040
0.618	3.949
1.000	3.893
1.618	3.802
2.618	3.655
4.250	3.415

Fisher Pivots for day following 08-Jan-2014
Pivot	1 day	3 day
R1	4.114	4.152
PP	4.097	4.122
S1	4.080	4.093

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

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