NYMEX Natural Gas Future September 2014

Trading Metrics calculated at close of trading on 16-Jul-2014

Day Change Summary
	Previous	Current
	15-Jul-2014	16-Jul-2014	Change	Change %	Previous Week
Open	4.153	4.088	-0.065	-1.6%	4.335
High	4.153	4.142	-0.011	-0.3%	4.340
Low	4.078	4.081	0.003	0.1%	4.098
Close	4.094	4.116	0.022	0.5%	4.136
Range	0.075	0.061	-0.014	-18.7%	0.242
ATR	0.097	0.095	-0.003	-2.7%	0.000
Volume	51,329	31,906	-19,423	-37.8%	250,529

Daily Pivots for day following 16-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.296	4.267	4.150
R3	4.235	4.206	4.133
R2	4.174	4.174	4.127
R1	4.145	4.145	4.122	4.160
PP	4.113	4.113	4.113	4.120
S1	4.084	4.084	4.110	4.099
S2	4.052	4.052	4.105
S3	3.991	4.023	4.099
S4	3.930	3.962	4.082

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	4.188	4.078	0.110	2.7%	0.070	1.7%	35%	False	False	47,911
10	4.399	4.078	0.321	7.8%	0.081	2.0%	12%	False	False	45,386
20	4.695	4.078	0.617	15.0%	0.095	2.3%	6%	False	False	34,336
40	4.874	4.078	0.796	19.3%	0.102	2.5%	5%	False	False	30,986
60	4.874	4.078	0.796	19.3%	0.102	2.5%	5%	False	False	24,218
80	4.874	4.078	0.796	19.3%	0.103	2.5%	5%	False	False	20,536
100	4.874	4.078	0.796	19.3%	0.103	2.5%	5%	False	False	17,552
120	4.874	4.078	0.796	19.3%	0.108	2.6%	5%	False	False	15,459

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.401
2.618	4.302
1.618	4.241
1.000	4.203
0.618	4.180
HIGH	4.142
0.618	4.119
0.500	4.112
0.382	4.104
LOW	4.081
0.618	4.043
1.000	4.020
1.618	3.982
2.618	3.921
4.250	3.822

Fisher Pivots for day following 16-Jul-2014
Pivot	1 day	3 day
R1	4.115	4.119
PP	4.113	4.118
S1	4.112	4.117

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

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