NYMEX Natural Gas Future June 2014

Trading Metrics calculated at close of trading on 12-Mar-2014

Day Change Summary
	Previous	Current
	11-Mar-2014	12-Mar-2014	Change	Change %	Previous Week
Open	4.615	4.563	-0.052	-1.1%	4.604
High	4.631	4.594	-0.037	-0.8%	4.665
Low	4.544	4.436	-0.108	-2.4%	4.452
Close	4.567	4.470	-0.097	-2.1%	4.589
Range	0.087	0.158	0.071	81.6%	0.213
ATR	0.143	0.144	0.001	0.7%	0.000
Volume	16,838	11,464	-5,374	-31.9%	78,733

Daily Pivots for day following 12-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.974	4.880	4.557
R3	4.816	4.722	4.513
R2	4.658	4.658	4.499
R1	4.564	4.564	4.484	4.532
PP	4.500	4.500	4.500	4.484
S1	4.406	4.406	4.456	4.374
S2	4.342	4.342	4.441
S3	4.184	4.248	4.427
S4	4.026	4.090	4.383

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.208	5.111	4.706
R3	4.995	4.898	4.648
R2	4.782	4.782	4.628
R1	4.685	4.685	4.609	4.627
PP	4.569	4.569	4.569	4.540
S1	4.472	4.472	4.569	4.414
S2	4.356	4.356	4.550
S3	4.143	4.259	4.530
S4	3.930	4.046	4.472

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.680	4.436	0.244	5.5%	0.127	2.9%	14%	False	True	14,555
10	4.680	4.416	0.264	5.9%	0.141	3.1%	20%	False	False	16,219
20	4.893	4.416	0.477	10.7%	0.150	3.3%	11%	False	False	16,745
40	4.893	4.041	0.852	19.1%	0.138	3.1%	50%	False	False	14,996
60	4.893	3.874	1.019	22.8%	0.119	2.7%	58%	False	False	11,834
80	4.893	3.608	1.285	28.7%	0.106	2.4%	67%	False	False	10,004
100	4.893	3.537	1.356	30.3%	0.097	2.2%	69%	False	False	8,480
120	4.893	3.537	1.356	30.3%	0.088	2.0%	69%	False	False	7,351

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.039
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.266
2.618	5.008
1.618	4.850
1.000	4.752
0.618	4.692
HIGH	4.594
0.618	4.534
0.500	4.515
0.382	4.496
LOW	4.436
0.618	4.338
1.000	4.278
1.618	4.180
2.618	4.022
4.250	3.765

Fisher Pivots for day following 12-Mar-2014
Pivot	1 day	3 day
R1	4.515	4.558
PP	4.500	4.529
S1	4.485	4.499

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

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