NYMEX Natural Gas Future August 2014

Trading Metrics calculated at close of trading on 23-Jun-2014

Day Change Summary
	Previous	Current
	20-Jun-2014	23-Jun-2014	Change	Change %	Previous Week
Open	4.596	4.544	-0.052	-1.1%	4.758
High	4.633	4.594	-0.039	-0.8%	4.893
Low	4.538	4.458	-0.080	-1.8%	4.538
Close	4.552	4.468	-0.084	-1.8%	4.552
Range	0.095	0.136	0.041	43.2%	0.355
ATR	0.116	0.118	0.001	1.2%	0.000
Volume	53,419	65,830	12,411	23.2%	275,866

Daily Pivots for day following 23-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.915	4.827	4.543
R3	4.779	4.691	4.505
R2	4.643	4.643	4.493
R1	4.555	4.555	4.480	4.531
PP	4.507	4.507	4.507	4.495
S1	4.419	4.419	4.456	4.395
S2	4.371	4.371	4.443
S3	4.235	4.283	4.431
S4	4.099	4.147	4.393

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.726	5.494	4.747
R3	5.371	5.139	4.650
R2	5.016	5.016	4.617
R1	4.784	4.784	4.585	4.723
PP	4.661	4.661	4.661	4.630
S1	4.429	4.429	4.519	4.368
S2	4.306	4.306	4.487
S3	3.951	4.074	4.454
S4	3.596	3.719	4.357

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.784	4.458	0.326	7.3%	0.111	2.5%	3%	False	True	57,992
10	4.893	4.458	0.435	9.7%	0.126	2.8%	2%	False	True	65,011
20	4.893	4.353	0.540	12.1%	0.116	2.6%	21%	False	False	46,731
40	4.893	4.296	0.597	13.4%	0.115	2.6%	29%	False	False	30,695
60	4.893	4.296	0.597	13.4%	0.111	2.5%	29%	False	False	23,680
80	4.893	4.296	0.597	13.4%	0.111	2.5%	29%	False	False	19,254
100	4.893	4.296	0.597	13.4%	0.115	2.6%	29%	False	False	16,617
120	4.893	3.921	0.972	21.8%	0.112	2.5%	56%	False	False	14,326

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.172
2.618	4.950
1.618	4.814
1.000	4.730
0.618	4.678
HIGH	4.594
0.618	4.542
0.500	4.526
0.382	4.510
LOW	4.458
0.618	4.374
1.000	4.322
1.618	4.238
2.618	4.102
4.250	3.880

Fisher Pivots for day following 23-Jun-2014
Pivot	1 day	3 day
R1	4.526	4.587
PP	4.507	4.547
S1	4.487	4.508

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

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