NYMEX Natural Gas Future September 2014

Trading Metrics calculated at close of trading on 24-Jun-2014

Day Change Summary
	Previous	Current
	23-Jun-2014	24-Jun-2014	Change	Change %	Previous Week
Open	4.526	4.443	-0.083	-1.8%	4.780
High	4.568	4.551	-0.017	-0.4%	4.874
Low	4.446	4.441	-0.005	-0.1%	4.528
Close	4.457	4.532	0.075	1.7%	4.539
Range	0.122	0.110	-0.012	-9.8%	0.346
ATR	0.112	0.112	0.000	-0.1%	0.000
Volume	20,963	20,597	-366	-1.7%	117,217

Daily Pivots for day following 24-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.838	4.795	4.593
R3	4.728	4.685	4.562
R2	4.618	4.618	4.552
R1	4.575	4.575	4.542	4.597
PP	4.508	4.508	4.508	4.519
S1	4.465	4.465	4.522	4.487
S2	4.398	4.398	4.512
S3	4.288	4.355	4.502
S4	4.178	4.245	4.472

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.685	5.458	4.729
R3	5.339	5.112	4.634
R2	4.993	4.993	4.602
R1	4.766	4.766	4.571	4.707
PP	4.647	4.647	4.647	4.617
S1	4.420	4.420	4.507	4.361
S2	4.301	4.301	4.476
S3	3.955	4.074	4.444
S4	3.609	3.728	4.349

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.764	4.441	0.323	7.1%	0.113	2.5%	28%	False	True	21,333
10	4.874	4.441	0.433	9.6%	0.120	2.7%	21%	False	True	33,004
20	4.874	4.438	0.436	9.6%	0.109	2.4%	22%	False	False	28,708
40	4.874	4.264	0.610	13.5%	0.108	2.4%	44%	False	False	20,744
60	4.874	4.264	0.610	13.5%	0.106	2.3%	44%	False	False	17,059
80	4.874	4.264	0.610	13.5%	0.104	2.3%	44%	False	False	14,099
100	4.874	4.264	0.610	13.5%	0.109	2.4%	44%	False	False	12,370
120	4.874	3.923	0.951	21.0%	0.107	2.4%	64%	False	False	10,829

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.038
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.019
2.618	4.839
1.618	4.729
1.000	4.661
0.618	4.619
HIGH	4.551
0.618	4.509
0.500	4.496
0.382	4.483
LOW	4.441
0.618	4.373
1.000	4.331
1.618	4.263
2.618	4.153
4.250	3.974

Fisher Pivots for day following 24-Jun-2014
Pivot	1 day	3 day
R1	4.520	4.531
PP	4.508	4.529
S1	4.496	4.528

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

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