NYMEX Natural Gas Future July 2014

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

Day Change Summary
	Previous	Current
	23-Jun-2014	24-Jun-2014	Change	Change %	Previous Week
Open	4.522	4.437	-0.085	-1.9%	4.757
High	4.577	4.556	-0.021	-0.5%	4.886
Low	4.436	4.431	-0.005	-0.1%	4.516
Close	4.446	4.535	0.089	2.0%	4.531
Range	0.141	0.125	-0.016	-11.3%	0.370
ATR	0.121	0.122	0.000	0.2%	0.000
Volume	67,383	57,868	-9,515	-14.1%	508,336

Daily Pivots for day following 24-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.882	4.834	4.604
R3	4.757	4.709	4.569
R2	4.632	4.632	4.558
R1	4.584	4.584	4.546	4.608
PP	4.507	4.507	4.507	4.520
S1	4.459	4.459	4.524	4.483
S2	4.382	4.382	4.512
S3	4.257	4.334	4.501
S4	4.132	4.209	4.466

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	4.773	4.431	0.342	7.5%	0.126	2.8%	30%	False	True	88,552
10	4.886	4.431	0.455	10.0%	0.131	2.9%	23%	False	True	108,691
20	4.886	4.431	0.455	10.0%	0.118	2.6%	23%	False	True	111,700
40	4.886	4.297	0.589	13.0%	0.118	2.6%	40%	False	False	82,586
60	4.886	4.293	0.593	13.1%	0.117	2.6%	41%	False	False	64,992
80	4.886	4.293	0.593	13.1%	0.116	2.6%	41%	False	False	51,778
100	4.915	4.293	0.622	13.7%	0.121	2.7%	39%	False	False	43,933
120	4.915	3.910	1.005	22.2%	0.119	2.6%	62%	False	False	37,671

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	0.041
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.087
2.618	4.883
1.618	4.758
1.000	4.681
0.618	4.633
HIGH	4.556
0.618	4.508
0.500	4.494
0.382	4.479
LOW	4.431
0.618	4.354
1.000	4.306
1.618	4.229
2.618	4.104
4.250	3.900

Fisher Pivots for day following 24-Jun-2014
Pivot	1 day	3 day
R1	4.521	4.531
PP	4.507	4.527
S1	4.494	4.523

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

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