NYMEX Natural Gas Future September 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-May-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-May-2014 | 29-May-2014 | Change | Change % | Previous Week |  
                        | Open | 4.456 | 4.561 | 0.105 | 2.4% | 4.380 |  
                        | High | 4.561 | 4.608 | 0.047 | 1.0% | 4.524 |  
                        | Low | 4.439 | 4.476 | 0.037 | 0.8% | 4.308 |  
                        | Close | 4.554 | 4.505 | -0.049 | -1.1% | 4.363 |  
                        | Range | 0.122 | 0.132 | 0.010 | 8.2% | 0.216 |  
                        | ATR | 0.111 | 0.112 | 0.002 | 1.4% | 0.000 |  
                        | Volume | 14,791 | 16,548 | 1,757 | 11.9% | 75,824 |  | 
    
| 
        
            | Daily Pivots for day following 29-May-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.926 | 4.847 | 4.578 |  |  
                | R3 | 4.794 | 4.715 | 4.541 |  |  
                | R2 | 4.662 | 4.662 | 4.529 |  |  
                | R1 | 4.583 | 4.583 | 4.517 | 4.557 |  
                | PP | 4.530 | 4.530 | 4.530 | 4.516 |  
                | S1 | 4.451 | 4.451 | 4.493 | 4.425 |  
                | S2 | 4.398 | 4.398 | 4.481 |  |  
                | S3 | 4.266 | 4.319 | 4.469 |  |  
                | S4 | 4.134 | 4.187 | 4.432 |  |  | 
        
            | Weekly Pivots for week ending 23-May-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5.046 | 4.921 | 4.482 |  |  
                | R3 | 4.830 | 4.705 | 4.422 |  |  
                | R2 | 4.614 | 4.614 | 4.403 |  |  
                | R1 | 4.489 | 4.489 | 4.383 | 4.444 |  
                | PP | 4.398 | 4.398 | 4.398 | 4.376 |  
                | S1 | 4.273 | 4.273 | 4.343 | 4.228 |  
                | S2 | 4.182 | 4.182 | 4.323 |  |  
                | S3 | 3.966 | 4.057 | 4.304 |  |  
                | S4 | 3.750 | 3.841 | 4.244 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 4.608 | 4.308 | 0.300 | 6.7% | 0.117 | 2.6% | 66% | True | False | 16,746 |  
                | 10 | 4.608 | 4.264 | 0.344 | 7.6% | 0.118 | 2.6% | 70% | True | False | 14,135 |  
                | 20 | 4.817 | 4.264 | 0.553 | 12.3% | 0.110 | 2.4% | 44% | False | False | 13,456 |  
                | 40 | 4.845 | 4.264 | 0.581 | 12.9% | 0.105 | 2.3% | 41% | False | False | 11,776 |  
                | 60 | 4.845 | 4.264 | 0.581 | 12.9% | 0.102 | 2.3% | 41% | False | False | 9,593 |  
                | 80 | 4.845 | 4.264 | 0.581 | 12.9% | 0.110 | 2.4% | 41% | False | False | 8,588 |  
                | 100 | 4.845 | 3.923 | 0.922 | 20.5% | 0.108 | 2.4% | 63% | False | False | 7,543 |  
                | 120 | 4.845 | 3.923 | 0.922 | 20.5% | 0.100 | 2.2% | 63% | False | False | 6,776 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5.169 |  
            | 2.618 | 4.954 |  
            | 1.618 | 4.822 |  
            | 1.000 | 4.740 |  
            | 0.618 | 4.690 |  
            | HIGH | 4.608 |  
            | 0.618 | 4.558 |  
            | 0.500 | 4.542 |  
            | 0.382 | 4.526 |  
            | LOW | 4.476 |  
            | 0.618 | 4.394 |  
            | 1.000 | 4.344 |  
            | 1.618 | 4.262 |  
            | 2.618 | 4.130 |  
            | 4.250 | 3.915 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-May-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.542 | 4.492 |  
                                | PP | 4.530 | 4.479 |  
                                | S1 | 4.517 | 4.466 |  |