NYMEX Natural Gas Future September 2014

Trading Metrics calculated at close of trading on 01-Jul-2014

Day Change Summary
	Previous	Current
	30-Jun-2014	01-Jul-2014	Change	Change %	Previous Week
Open	4.399	4.420	0.021	0.5%	4.526
High	4.470	4.467	-0.003	-0.1%	4.582
Low	4.360	4.382	0.022	0.5%	4.357
Close	4.440	4.436	-0.004	-0.1%	4.389
Range	0.110	0.085	-0.025	-22.7%	0.225
ATR	0.113	0.111	-0.002	-1.8%	0.000
Volume	22,610	28,052	5,442	24.1%	113,691

Daily Pivots for day following 01-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.683	4.645	4.483
R3	4.598	4.560	4.459
R2	4.513	4.513	4.452
R1	4.475	4.475	4.444	4.494
PP	4.428	4.428	4.428	4.438
S1	4.390	4.390	4.428	4.409
S2	4.343	4.343	4.420
S3	4.258	4.305	4.413
S4	4.173	4.220	4.389

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.118	4.978	4.513
R3	4.893	4.753	4.451
R2	4.668	4.668	4.430
R1	4.528	4.528	4.410	4.486
PP	4.443	4.443	4.443	4.421
S1	4.303	4.303	4.368	4.261
S2	4.218	4.218	4.348
S3	3.993	4.078	4.327
S4	3.768	3.853	4.265

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.582	4.357	0.225	5.1%	0.109	2.5%	35%	False	False	24,558
10	4.764	4.357	0.407	9.2%	0.111	2.5%	19%	False	False	22,946
20	4.874	4.357	0.517	11.7%	0.110	2.5%	15%	False	False	30,223
40	4.874	4.264	0.610	13.8%	0.110	2.5%	28%	False	False	22,701
60	4.874	4.264	0.610	13.8%	0.105	2.4%	28%	False	False	18,605
80	4.874	4.264	0.610	13.8%	0.103	2.3%	28%	False	False	15,385
100	4.874	4.264	0.610	13.8%	0.109	2.5%	28%	False	False	13,369
120	4.874	3.923	0.951	21.4%	0.108	2.4%	54%	False	False	11,801

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.828
2.618	4.690
1.618	4.605
1.000	4.552
0.618	4.520
HIGH	4.467
0.618	4.435
0.500	4.425
0.382	4.414
LOW	4.382
0.618	4.329
1.000	4.297
1.618	4.244
2.618	4.159
4.250	4.021

Fisher Pivots for day following 01-Jul-2014
Pivot	1 day	3 day
R1	4.432	4.429
PP	4.428	4.421
S1	4.425	4.414

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

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