NYMEX Natural Gas Future July 2014

Trading Metrics calculated at close of trading on 20-Jun-2014

Day Change Summary
	Previous	Current
	19-Jun-2014	20-Jun-2014	Change	Change %	Previous Week
Open	4.650	4.572	-0.078	-1.7%	4.757
High	4.700	4.614	-0.086	-1.8%	4.886
Low	4.559	4.516	-0.043	-0.9%	4.516
Close	4.584	4.531	-0.053	-1.2%	4.531
Range	0.141	0.098	-0.043	-30.5%	0.370
ATR	0.122	0.120	-0.002	-1.4%	0.000
Volume	155,814	76,734	-79,080	-50.8%	508,336

Daily Pivots for day following 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.848	4.787	4.585
R3	4.750	4.689	4.558
R2	4.652	4.652	4.549
R1	4.591	4.591	4.540	4.573
PP	4.554	4.554	4.554	4.544
S1	4.493	4.493	4.522	4.475
S2	4.456	4.456	4.513
S3	4.358	4.395	4.504
S4	4.260	4.297	4.477

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.754	5.513	4.735
R3	5.384	5.143	4.633
R2	5.014	5.014	4.599
R1	4.773	4.773	4.565	4.709
PP	4.644	4.644	4.644	4.612
S1	4.403	4.403	4.497	4.339
S2	4.274	4.274	4.463
S3	3.904	4.033	4.429
S4	3.534	3.663	4.328

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.886	4.516	0.370	8.2%	0.130	2.9%	4%	False	True	101,667
10	4.886	4.504	0.382	8.4%	0.127	2.8%	7%	False	False	124,509
20	4.886	4.360	0.526	11.6%	0.115	2.5%	33%	False	False	112,569
40	4.886	4.297	0.589	13.0%	0.118	2.6%	40%	False	False	80,367
60	4.886	4.293	0.593	13.1%	0.117	2.6%	40%	False	False	63,431
80	4.886	4.293	0.593	13.1%	0.116	2.6%	40%	False	False	50,597
100	4.915	4.293	0.622	13.7%	0.122	2.7%	38%	False	False	42,824
120	4.915	3.910	1.005	22.2%	0.117	2.6%	62%	False	False	36,670

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.038
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.031
2.618	4.871
1.618	4.773
1.000	4.712
0.618	4.675
HIGH	4.614
0.618	4.577
0.500	4.565
0.382	4.553
LOW	4.516
0.618	4.455
1.000	4.418
1.618	4.357
2.618	4.259
4.250	4.100

Fisher Pivots for day following 20-Jun-2014
Pivot	1 day	3 day
R1	4.565	4.645
PP	4.554	4.607
S1	4.542	4.569

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

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