NYMEX Natural Gas Future August 2014

Trading Metrics calculated at close of trading on 02-Jul-2014

Day Change Summary
	Previous	Current
	01-Jul-2014	02-Jul-2014	Change	Change %	Previous Week
Open	4.447	4.444	-0.003	-0.1%	4.544
High	4.488	4.459	-0.029	-0.6%	4.608
Low	4.403	4.338	-0.065	-1.5%	4.375
Close	4.455	4.357	-0.098	-2.2%	4.409
Range	0.085	0.121	0.036	42.4%	0.233
ATR	0.116	0.117	0.000	0.3%	0.000
Volume	63,694	93,031	29,337	46.1%	437,017

Daily Pivots for day following 02-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.748	4.673	4.424
R3	4.627	4.552	4.390
R2	4.506	4.506	4.379
R1	4.431	4.431	4.368	4.408
PP	4.385	4.385	4.385	4.373
S1	4.310	4.310	4.346	4.287
S2	4.264	4.264	4.335
S3	4.143	4.189	4.324
S4	4.022	4.068	4.290

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	4.338	0.270	6.2%	0.123	2.8%	7%	False	True	91,899
10	4.716	4.338	0.378	8.7%	0.118	2.7%	5%	False	True	82,088
20	4.893	4.338	0.555	12.7%	0.119	2.7%	3%	False	True	69,130
40	4.893	4.296	0.597	13.7%	0.117	2.7%	10%	False	False	44,390
60	4.893	4.296	0.597	13.7%	0.112	2.6%	10%	False	False	33,033
80	4.893	4.296	0.597	13.7%	0.109	2.5%	10%	False	False	26,413
100	4.893	4.296	0.597	13.7%	0.115	2.6%	10%	False	False	22,401
120	4.893	3.921	0.972	22.3%	0.113	2.6%	45%	False	False	19,353

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.031
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.973
2.618	4.776
1.618	4.655
1.000	4.580
0.618	4.534
HIGH	4.459
0.618	4.413
0.500	4.399
0.382	4.384
LOW	4.338
0.618	4.263
1.000	4.217
1.618	4.142
2.618	4.021
4.250	3.824

Fisher Pivots for day following 02-Jul-2014
Pivot	1 day	3 day
R1	4.399	4.416
PP	4.385	4.396
S1	4.371	4.377

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

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