NYMEX Natural Gas Future September 2014

Trading Metrics calculated at close of trading on 03-Jul-2014

Day Change Summary
	Previous	Current
	02-Jul-2014	03-Jul-2014	Change	Change %	Previous Week
Open	4.417	4.348	-0.069	-1.6%	4.526
High	4.439	4.399	-0.040	-0.9%	4.582
Low	4.329	4.320	-0.009	-0.2%	4.357
Close	4.348	4.395	0.047	1.1%	4.389
Range	0.110	0.079	-0.031	-28.2%	0.225
ATR	0.111	0.108	-0.002	-2.0%	0.000
Volume	19,792	33,071	13,279	67.1%	113,691

Daily Pivots for day following 03-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.608	4.581	4.438
R3	4.529	4.502	4.417
R2	4.450	4.450	4.409
R1	4.423	4.423	4.402	4.437
PP	4.371	4.371	4.371	4.378
S1	4.344	4.344	4.388	4.358
S2	4.292	4.292	4.381
S3	4.213	4.265	4.373
S4	4.134	4.186	4.352

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	4.470	4.320	0.150	3.4%	0.094	2.1%	50%	False	True	26,552
10	4.614	4.320	0.294	6.7%	0.105	2.4%	26%	False	True	24,885
20	4.874	4.320	0.554	12.6%	0.110	2.5%	14%	False	True	31,244
40	4.874	4.264	0.610	13.9%	0.110	2.5%	21%	False	False	23,462
60	4.874	4.264	0.610	13.9%	0.106	2.4%	21%	False	False	19,189
80	4.874	4.264	0.610	13.9%	0.103	2.3%	21%	False	False	15,885
100	4.874	4.264	0.610	13.9%	0.109	2.5%	21%	False	False	13,778
120	4.874	3.998	0.876	19.9%	0.108	2.5%	45%	False	False	12,202

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	False
Bull Hook	False
Stretch	0.028
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4.735
2.618	4.606
1.618	4.527
1.000	4.478
0.618	4.448
HIGH	4.399
0.618	4.369
0.500	4.360
0.382	4.350
LOW	4.320
0.618	4.271
1.000	4.241
1.618	4.192
2.618	4.113
4.250	3.984

Fisher Pivots for day following 03-Jul-2014
Pivot	1 day	3 day
R1	4.383	4.395
PP	4.371	4.394
S1	4.360	4.394

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

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