NYMEX Natural Gas Future August 2014

Trading Metrics calculated at close of trading on 01-Jul-2014

Day Change Summary
	Previous	Current
	30-Jun-2014	01-Jul-2014	Change	Change %	Previous Week
Open	4.419	4.447	0.028	0.6%	4.544
High	4.493	4.488	-0.005	-0.1%	4.608
Low	4.378	4.403	0.025	0.6%	4.375
Close	4.461	4.455	-0.006	-0.1%	4.409
Range	0.115	0.085	-0.030	-26.1%	0.233
ATR	0.119	0.116	-0.002	-2.0%	0.000
Volume	87,437	63,694	-23,743	-27.2%	437,017

Daily Pivots for day following 01-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.704	4.664	4.502
R3	4.619	4.579	4.478
R2	4.534	4.534	4.471
R1	4.494	4.494	4.463	4.514
PP	4.449	4.449	4.449	4.459
S1	4.409	4.409	4.447	4.429
S2	4.364	4.364	4.439
S3	4.279	4.324	4.432
S4	4.194	4.239	4.408

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	5.2%	0.114	2.5%	34%	False	False	88,549
10	4.784	4.375	0.409	9.2%	0.118	2.7%	20%	False	False	77,094
20	4.893	4.375	0.518	11.6%	0.117	2.6%	15%	False	False	65,573
40	4.893	4.296	0.597	13.4%	0.116	2.6%	27%	False	False	42,252
60	4.893	4.296	0.597	13.4%	0.111	2.5%	27%	False	False	31,609
80	4.893	4.296	0.597	13.4%	0.110	2.5%	27%	False	False	25,321
100	4.893	4.296	0.597	13.4%	0.115	2.6%	27%	False	False	21,522
120	4.893	3.921	0.972	21.8%	0.113	2.5%	55%	False	False	18,589

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.036
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.849
2.618	4.711
1.618	4.626
1.000	4.573
0.618	4.541
HIGH	4.488
0.618	4.456
0.500	4.446
0.382	4.435
LOW	4.403
0.618	4.350
1.000	4.318
1.618	4.265
2.618	4.180
4.250	4.042

Fisher Pivots for day following 01-Jul-2014
Pivot	1 day	3 day
R1	4.452	4.448
PP	4.449	4.441
S1	4.446	4.434

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

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