NYMEX Natural Gas Future August 2014

Trading Metrics calculated at close of trading on 27-Jun-2014

Day Change Summary
	Previous	Current
	26-Jun-2014	27-Jun-2014	Change	Change %	Previous Week
Open	4.570	4.444	-0.126	-2.8%	4.544
High	4.608	4.466	-0.142	-3.1%	4.608
Low	4.405	4.375	-0.030	-0.7%	4.375
Close	4.441	4.409	-0.032	-0.7%	4.409
Range	0.203	0.091	-0.112	-55.2%	0.233
ATR	0.121	0.119	-0.002	-1.8%	0.000
Volume	139,009	76,327	-62,682	-45.1%	437,017

Daily Pivots for day following 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.690	4.640	4.459
R3	4.599	4.549	4.434
R2	4.508	4.508	4.426
R1	4.458	4.458	4.417	4.438
PP	4.417	4.417	4.417	4.406
S1	4.367	4.367	4.401	4.347
S2	4.326	4.326	4.392
S3	4.235	4.276	4.384
S4	4.144	4.185	4.359

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.163	5.019	4.537
R3	4.930	4.786	4.473
R2	4.697	4.697	4.452
R1	4.553	4.553	4.430	4.509
PP	4.464	4.464	4.464	4.442
S1	4.320	4.320	4.388	4.276
S2	4.231	4.231	4.366
S3	3.998	4.087	4.345
S4	3.765	3.854	4.281

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.608	4.375	0.233	5.3%	0.126	2.8%	15%	False	True	87,403
10	4.893	4.375	0.518	11.7%	0.126	2.9%	7%	False	True	71,288
20	4.893	4.375	0.518	11.7%	0.115	2.6%	7%	False	True	60,377
40	4.893	4.296	0.597	13.5%	0.116	2.6%	19%	False	False	38,957
60	4.893	4.296	0.597	13.5%	0.111	2.5%	19%	False	False	29,324
80	4.893	4.296	0.597	13.5%	0.110	2.5%	19%	False	False	23,544
100	4.893	4.296	0.597	13.5%	0.115	2.6%	19%	False	False	20,123
120	4.893	3.921	0.972	22.0%	0.114	2.6%	50%	False	False	17,368

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	4.853
2.618	4.704
1.618	4.613
1.000	4.557
0.618	4.522
HIGH	4.466
0.618	4.431
0.500	4.421
0.382	4.410
LOW	4.375
0.618	4.319
1.000	4.284
1.618	4.228
2.618	4.137
4.250	3.988

Fisher Pivots for day following 27-Jun-2014
Pivot	1 day	3 day
R1	4.421	4.492
PP	4.417	4.464
S1	4.413	4.437

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

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