NYMEX Natural Gas Future August 2014

Trading Metrics calculated at close of trading on 22-Jul-2014

Day Change Summary
	Previous	Current
	21-Jul-2014	22-Jul-2014	Change	Change %	Previous Week
Open	3.883	3.853	-0.030	-0.8%	4.145
High	3.893	3.866	-0.027	-0.7%	4.173
Low	3.827	3.756	-0.071	-1.9%	3.934
Close	3.849	3.772	-0.077	-2.0%	3.951
Range	0.066	0.110	0.044	66.7%	0.239
ATR	0.105	0.105	0.000	0.4%	0.000
Volume	96,107	86,609	-9,498	-9.9%	438,674

Daily Pivots for day following 22-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.128	4.060	3.833
R3	4.018	3.950	3.802
R2	3.908	3.908	3.792
R1	3.840	3.840	3.782	3.819
PP	3.798	3.798	3.798	3.788
S1	3.730	3.730	3.762	3.709
S2	3.688	3.688	3.752
S3	3.578	3.620	3.742
S4	3.468	3.510	3.712

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	4.146	3.756	0.390	10.3%	0.091	2.4%	4%	False	True	89,713
10	4.230	3.756	0.474	12.6%	0.082	2.2%	3%	False	True	88,931
20	4.608	3.756	0.852	22.6%	0.099	2.6%	2%	False	True	91,850
40	4.893	3.756	1.137	30.1%	0.107	2.8%	1%	False	True	69,290
60	4.893	3.756	1.137	30.1%	0.110	2.9%	1%	False	True	51,080
80	4.893	3.756	1.137	30.1%	0.108	2.9%	1%	False	True	40,723
100	4.893	3.756	1.137	30.1%	0.109	2.9%	1%	False	True	33,773
120	4.893	3.756	1.137	30.1%	0.113	3.0%	1%	False	True	29,156

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	0.014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.334
2.618	4.154
1.618	4.044
1.000	3.976
0.618	3.934
HIGH	3.866
0.618	3.824
0.500	3.811
0.382	3.798
LOW	3.756
0.618	3.688
1.000	3.646
1.618	3.578
2.618	3.468
4.250	3.289

Fisher Pivots for day following 22-Jul-2014
Pivot	1 day	3 day
R1	3.811	3.866
PP	3.798	3.835
S1	3.785	3.803

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

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