NYMEX Natural Gas Future August 2014

Trading Metrics calculated at close of trading on 21-Jul-2014

Day Change Summary
	Previous	Current
	18-Jul-2014	21-Jul-2014	Change	Change %	Previous Week
Open	3.962	3.883	-0.079	-2.0%	4.145
High	3.976	3.893	-0.083	-2.1%	4.173
Low	3.934	3.827	-0.107	-2.7%	3.934
Close	3.951	3.849	-0.102	-2.6%	3.951
Range	0.042	0.066	0.024	57.1%	0.239
ATR	0.103	0.105	0.001	1.4%	0.000
Volume	56,031	96,107	40,076	71.5%	438,674

Daily Pivots for day following 21-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.054	4.018	3.885
R3	3.988	3.952	3.867
R2	3.922	3.922	3.861
R1	3.886	3.886	3.855	3.871
PP	3.856	3.856	3.856	3.849
S1	3.820	3.820	3.843	3.805
S2	3.790	3.790	3.837
S3	3.724	3.754	3.831
S4	3.658	3.688	3.813

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	4.158	3.827	0.331	8.6%	0.084	2.2%	7%	False	True	88,609
10	4.238	3.827	0.411	10.7%	0.082	2.1%	5%	False	True	92,975
20	4.608	3.827	0.781	20.3%	0.100	2.6%	3%	False	True	90,811
40	4.893	3.827	1.066	27.7%	0.106	2.7%	2%	False	True	67,789
60	4.893	3.827	1.066	27.7%	0.109	2.8%	2%	False	True	49,799
80	4.893	3.827	1.066	27.7%	0.109	2.8%	2%	False	True	39,706
100	4.893	3.827	1.066	27.7%	0.108	2.8%	2%	False	True	32,961
120	4.893	3.827	1.066	27.7%	0.113	2.9%	2%	False	True	28,466

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.174
2.618	4.066
1.618	4.000
1.000	3.959
0.618	3.934
HIGH	3.893
0.618	3.868
0.500	3.860
0.382	3.852
LOW	3.827
0.618	3.786
1.000	3.761
1.618	3.720
2.618	3.654
4.250	3.547

Fisher Pivots for day following 21-Jul-2014
Pivot	1 day	3 day
R1	3.860	3.969
PP	3.856	3.929
S1	3.853	3.889

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

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