NYMEX Natural Gas Future August 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Jul-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Jul-2014 | 18-Jul-2014 | Change | Change % | Previous Week |  
                        | Open | 4.109 | 3.962 | -0.147 | -3.6% | 4.145 |  
                        | High | 4.110 | 3.976 | -0.134 | -3.3% | 4.173 |  
                        | Low | 3.936 | 3.934 | -0.002 | -0.1% | 3.934 |  
                        | Close | 3.954 | 3.951 | -0.003 | -0.1% | 3.951 |  
                        | Range | 0.174 | 0.042 | -0.132 | -75.9% | 0.239 |  
                        | ATR | 0.108 | 0.103 | -0.005 | -4.4% | 0.000 |  
                        | Volume | 150,974 | 56,031 | -94,943 | -62.9% | 438,674 |  | 
    
| 
        
            | Daily Pivots for day following 18-Jul-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.080 | 4.057 | 3.974 |  |  
                | R3 | 4.038 | 4.015 | 3.963 |  |  
                | R2 | 3.996 | 3.996 | 3.959 |  |  
                | R1 | 3.973 | 3.973 | 3.955 | 3.964 |  
                | PP | 3.954 | 3.954 | 3.954 | 3.949 |  
                | S1 | 3.931 | 3.931 | 3.947 | 3.922 |  
                | S2 | 3.912 | 3.912 | 3.943 |  |  
                | S3 | 3.870 | 3.889 | 3.939 |  |  
                | S4 | 3.828 | 3.847 | 3.928 |  |  | 
        
            | Weekly Pivots for week ending 18-Jul-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.736 | 4.583 | 4.082 |  |  
                | R3 | 4.497 | 4.344 | 4.017 |  |  
                | R2 | 4.258 | 4.258 | 3.995 |  |  
                | R1 | 4.105 | 4.105 | 3.973 | 4.062 |  
                | PP | 4.019 | 4.019 | 4.019 | 3.998 |  
                | S1 | 3.866 | 3.866 | 3.929 | 3.823 |  
                | S2 | 3.780 | 3.780 | 3.907 |  |  
                | S3 | 3.541 | 3.627 | 3.885 |  |  
                | S4 | 3.302 | 3.388 | 3.820 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 4.173 | 3.934 | 0.239 | 6.0% | 0.087 | 2.2% | 7% | False | True | 87,734 |  
                | 10 | 4.356 | 3.934 | 0.422 | 10.7% | 0.091 | 2.3% | 4% | False | True | 94,627 |  
                | 20 | 4.633 | 3.934 | 0.699 | 17.7% | 0.102 | 2.6% | 2% | False | True | 88,676 |  
                | 40 | 4.893 | 3.934 | 0.959 | 24.3% | 0.108 | 2.7% | 2% | False | True | 65,836 |  
                | 60 | 4.893 | 3.934 | 0.959 | 24.3% | 0.110 | 2.8% | 2% | False | True | 48,320 |  
                | 80 | 4.893 | 3.934 | 0.959 | 24.3% | 0.109 | 2.8% | 2% | False | True | 38,572 |  
                | 100 | 4.893 | 3.934 | 0.959 | 24.3% | 0.109 | 2.8% | 2% | False | True | 32,084 |  
                | 120 | 4.893 | 3.934 | 0.959 | 24.3% | 0.113 | 2.9% | 2% | False | True | 27,699 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.155 |  
            | 2.618 | 4.086 |  
            | 1.618 | 4.044 |  
            | 1.000 | 4.018 |  
            | 0.618 | 4.002 |  
            | HIGH | 3.976 |  
            | 0.618 | 3.960 |  
            | 0.500 | 3.955 |  
            | 0.382 | 3.950 |  
            | LOW | 3.934 |  
            | 0.618 | 3.908 |  
            | 1.000 | 3.892 |  
            | 1.618 | 3.866 |  
            | 2.618 | 3.824 |  
            | 4.250 | 3.756 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Jul-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.955 | 4.040 |  
                                | PP | 3.954 | 4.010 |  
                                | S1 | 3.952 | 3.981 |  |