NYMEX Natural Gas Future September 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Jun-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 30-May-2014 | 02-Jun-2014 | Change | Change % | Previous Week |  
                        | Open | 4.530 | 4.501 | -0.029 | -0.6% | 4.348 |  
                        | High | 4.535 | 4.575 | 0.040 | 0.9% | 4.608 |  
                        | Low | 4.438 | 4.483 | 0.045 | 1.0% | 4.323 |  
                        | Close | 4.492 | 4.569 | 0.077 | 1.7% | 4.492 |  
                        | Range | 0.097 | 0.092 | -0.005 | -5.2% | 0.285 |  
                        | ATR | 0.111 | 0.110 | -0.001 | -1.2% | 0.000 |  
                        | Volume | 23,727 | 20,235 | -3,492 | -14.7% | 66,387 |  | 
    
| 
        
            | Daily Pivots for day following 02-Jun-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.818 | 4.786 | 4.620 |  |  
                | R3 | 4.726 | 4.694 | 4.594 |  |  
                | R2 | 4.634 | 4.634 | 4.586 |  |  
                | R1 | 4.602 | 4.602 | 4.577 | 4.618 |  
                | PP | 4.542 | 4.542 | 4.542 | 4.551 |  
                | S1 | 4.510 | 4.510 | 4.561 | 4.526 |  
                | S2 | 4.450 | 4.450 | 4.552 |  |  
                | S3 | 4.358 | 4.418 | 4.544 |  |  
                | S4 | 4.266 | 4.326 | 4.518 |  |  | 
        
            | Weekly Pivots for week ending 30-May-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5.329 | 5.196 | 4.649 |  |  
                | R3 | 5.044 | 4.911 | 4.570 |  |  
                | R2 | 4.759 | 4.759 | 4.544 |  |  
                | R1 | 4.626 | 4.626 | 4.518 | 4.693 |  
                | PP | 4.474 | 4.474 | 4.474 | 4.508 |  
                | S1 | 4.341 | 4.341 | 4.466 | 4.408 |  
                | S2 | 4.189 | 4.189 | 4.440 |  |  
                | S3 | 3.904 | 4.056 | 4.414 |  |  
                | S4 | 3.619 | 3.771 | 4.335 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 4.608 | 4.323 | 0.285 | 6.2% | 0.117 | 2.6% | 86% | False | False | 17,324 |  
                | 10 | 4.608 | 4.308 | 0.300 | 6.6% | 0.111 | 2.4% | 87% | False | False | 16,244 |  
                | 20 | 4.811 | 4.264 | 0.547 | 12.0% | 0.110 | 2.4% | 56% | False | False | 14,688 |  
                | 40 | 4.845 | 4.264 | 0.581 | 12.7% | 0.102 | 2.2% | 52% | False | False | 12,506 |  
                | 60 | 4.845 | 4.264 | 0.581 | 12.7% | 0.101 | 2.2% | 52% | False | False | 10,206 |  
                | 80 | 4.845 | 4.264 | 0.581 | 12.7% | 0.109 | 2.4% | 52% | False | False | 9,000 |  
                | 100 | 4.845 | 3.923 | 0.922 | 20.2% | 0.108 | 2.4% | 70% | False | False | 7,964 |  
                | 120 | 4.845 | 3.923 | 0.922 | 20.2% | 0.100 | 2.2% | 70% | False | False | 7,016 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.966 |  
            | 2.618 | 4.816 |  
            | 1.618 | 4.724 |  
            | 1.000 | 4.667 |  
            | 0.618 | 4.632 |  
            | HIGH | 4.575 |  
            | 0.618 | 4.540 |  
            | 0.500 | 4.529 |  
            | 0.382 | 4.518 |  
            | LOW | 4.483 |  
            | 0.618 | 4.426 |  
            | 1.000 | 4.391 |  
            | 1.618 | 4.334 |  
            | 2.618 | 4.242 |  
            | 4.250 | 4.092 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-Jun-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.556 | 4.554 |  
                                | PP | 4.542 | 4.538 |  
                                | S1 | 4.529 | 4.523 |  |