NYMEX Natural Gas Future September 2014

Trading Metrics calculated at close of trading on 02-Jul-2014

Day Change Summary
	Previous	Current
	01-Jul-2014	02-Jul-2014	Change	Change %	Previous Week
Open	4.420	4.417	-0.003	-0.1%	4.526
High	4.467	4.439	-0.028	-0.6%	4.582
Low	4.382	4.329	-0.053	-1.2%	4.357
Close	4.436	4.348	-0.088	-2.0%	4.389
Range	0.085	0.110	0.025	29.4%	0.225
ATR	0.111	0.111	0.000	0.0%	0.000
Volume	28,052	19,792	-8,260	-29.4%	113,691

Daily Pivots for day following 02-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.702	4.635	4.409
R3	4.592	4.525	4.378
R2	4.482	4.482	4.368
R1	4.415	4.415	4.358	4.394
PP	4.372	4.372	4.372	4.361
S1	4.305	4.305	4.338	4.284
S2	4.262	4.262	4.328
S3	4.152	4.195	4.318
S4	4.042	4.085	4.288

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	4.329	0.253	5.8%	0.117	2.7%	8%	False	True	23,311
10	4.695	4.329	0.366	8.4%	0.110	2.5%	5%	False	True	23,286
20	4.874	4.329	0.545	12.5%	0.112	2.6%	3%	False	True	30,350
40	4.874	4.264	0.610	14.0%	0.110	2.5%	14%	False	False	23,044
60	4.874	4.264	0.610	14.0%	0.106	2.4%	14%	False	False	18,845
80	4.874	4.264	0.610	14.0%	0.103	2.4%	14%	False	False	15,550
100	4.874	4.264	0.610	14.0%	0.109	2.5%	14%	False	False	13,522
120	4.874	3.923	0.951	21.9%	0.108	2.5%	45%	False	False	11,949

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.907
2.618	4.727
1.618	4.617
1.000	4.549
0.618	4.507
HIGH	4.439
0.618	4.397
0.500	4.384
0.382	4.371
LOW	4.329
0.618	4.261
1.000	4.219
1.618	4.151
2.618	4.041
4.250	3.862

Fisher Pivots for day following 02-Jul-2014
Pivot	1 day	3 day
R1	4.384	4.400
PP	4.372	4.382
S1	4.360	4.365

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

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