NYMEX Natural Gas Future August 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	4.544	4.460	-0.084	-1.8%	4.758
High	4.594	4.577	-0.017	-0.4%	4.893
Low	4.458	4.453	-0.005	-0.1%	4.538
Close	4.468	4.556	0.088	2.0%	4.552
Range	0.136	0.124	-0.012	-8.8%	0.355
ATR	0.118	0.118	0.000	0.4%	0.000
Volume	65,830	79,570	13,740	20.9%	275,866

Daily Pivots for day following 24-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.901	4.852	4.624
R3	4.777	4.728	4.590
R2	4.653	4.653	4.579
R1	4.604	4.604	4.567	4.629
PP	4.529	4.529	4.529	4.541
S1	4.480	4.480	4.545	4.505
S2	4.405	4.405	4.533
S3	4.281	4.356	4.522
S4	4.157	4.232	4.488

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	4.453	0.331	7.3%	0.123	2.7%	31%	False	True	65,638
10	4.893	4.453	0.440	9.7%	0.128	2.8%	23%	False	True	65,867
20	4.893	4.453	0.440	9.7%	0.115	2.5%	23%	False	True	50,204
40	4.893	4.296	0.597	13.1%	0.114	2.5%	44%	False	False	32,511
60	4.893	4.296	0.597	13.1%	0.112	2.5%	44%	False	False	24,887
80	4.893	4.296	0.597	13.1%	0.110	2.4%	44%	False	False	20,152
100	4.893	4.296	0.597	13.1%	0.115	2.5%	44%	False	False	17,356
120	4.893	3.921	0.972	21.3%	0.112	2.5%	65%	False	False	14,979

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 2 trading days

Fibonacci Retracements and Extensions
4.250	5.104
2.618	4.902
1.618	4.778
1.000	4.701
0.618	4.654
HIGH	4.577
0.618	4.530
0.500	4.515
0.382	4.500
LOW	4.453
0.618	4.376
1.000	4.329
1.618	4.252
2.618	4.128
4.250	3.926

Fisher Pivots for day following 24-Jun-2014
Pivot	1 day	3 day
R1	4.542	4.552
PP	4.529	4.547
S1	4.515	4.543

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

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