NYMEX Natural Gas Future September 2014

Trading Metrics calculated at close of trading on 14-Jul-2014

Day Change Summary
	Previous	Current
	11-Jul-2014	14-Jul-2014	Change	Change %	Previous Week
Open	4.123	4.140	0.017	0.4%	4.335
High	4.151	4.159	0.008	0.2%	4.340
Low	4.098	4.084	-0.014	-0.3%	4.098
Close	4.136	4.140	0.004	0.1%	4.136
Range	0.053	0.075	0.022	41.5%	0.242
ATR	0.101	0.099	-0.002	-1.8%	0.000
Volume	35,915	53,911	17,996	50.1%	250,529

Daily Pivots for day following 14-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.353	4.321	4.181
R3	4.278	4.246	4.161
R2	4.203	4.203	4.154
R1	4.171	4.171	4.147	4.178
PP	4.128	4.128	4.128	4.131
S1	4.096	4.096	4.133	4.103
S2	4.053	4.053	4.126
S3	3.978	4.021	4.119
S4	3.903	3.946	4.099

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.917	4.769	4.269
R3	4.675	4.527	4.203
R2	4.433	4.433	4.180
R1	4.285	4.285	4.158	4.238
PP	4.191	4.191	4.191	4.168
S1	4.043	4.043	4.114	3.996
S2	3.949	3.949	4.092
S3	3.707	3.801	4.069
S4	3.465	3.559	4.003

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.229	4.084	0.145	3.5%	0.077	1.9%	39%	False	True	52,633
10	4.467	4.084	0.383	9.3%	0.087	2.1%	15%	False	True	41,847
20	4.764	4.084	0.680	16.4%	0.097	2.4%	8%	False	True	32,080
40	4.874	4.084	0.790	19.1%	0.104	2.5%	7%	False	True	29,363
60	4.874	4.084	0.790	19.1%	0.103	2.5%	7%	False	True	23,188
80	4.874	4.084	0.790	19.1%	0.103	2.5%	7%	False	True	19,608
100	4.874	4.084	0.790	19.1%	0.106	2.6%	7%	False	True	16,815
120	4.874	4.084	0.790	19.1%	0.109	2.6%	7%	False	True	14,819

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.478
2.618	4.355
1.618	4.280
1.000	4.234
0.618	4.205
HIGH	4.159
0.618	4.130
0.500	4.122
0.382	4.113
LOW	4.084
0.618	4.038
1.000	4.009
1.618	3.963
2.618	3.888
4.250	3.765

Fisher Pivots for day following 14-Jul-2014
Pivot	1 day	3 day
R1	4.134	4.139
PP	4.128	4.137
S1	4.122	4.136

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

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