NYMEX Natural Gas Future October 2014

Trading Metrics calculated at close of trading on 27-Jun-2014

Day Change Summary
	Previous	Current
	26-Jun-2014	27-Jun-2014	Change	Change %	Previous Week
Open	4.545	4.413	-0.132	-2.9%	4.525
High	4.575	4.434	-0.141	-3.1%	4.575
Low	4.384	4.356	-0.028	-0.6%	4.356
Close	4.416	4.385	-0.031	-0.7%	4.385
Range	0.191	0.078	-0.113	-59.2%	0.219
ATR	0.112	0.110	-0.002	-2.2%	0.000
Volume	13,584	25,987	12,403	91.3%	103,071

Daily Pivots for day following 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.626	4.583	4.428
R3	4.548	4.505	4.406
R2	4.470	4.470	4.399
R1	4.427	4.427	4.392	4.410
PP	4.392	4.392	4.392	4.383
S1	4.349	4.349	4.378	4.332
S2	4.314	4.314	4.371
S3	4.236	4.271	4.364
S4	4.158	4.193	4.342

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.096	4.959	4.505
R3	4.877	4.740	4.445
R2	4.658	4.658	4.425
R1	4.521	4.521	4.405	4.480
PP	4.439	4.439	4.439	4.418
S1	4.302	4.302	4.365	4.261
S2	4.220	4.220	4.345
S3	4.001	4.083	4.325
S4	3.782	3.864	4.265

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.575	4.356	0.219	5.0%	0.111	2.5%	13%	False	True	20,614
10	4.879	4.356	0.523	11.9%	0.115	2.6%	6%	False	True	20,377
20	4.879	4.356	0.523	11.9%	0.105	2.4%	6%	False	True	23,461
40	4.879	4.285	0.594	13.5%	0.108	2.5%	17%	False	False	22,078
60	4.879	4.285	0.594	13.5%	0.105	2.4%	17%	False	False	19,555
80	4.879	4.285	0.594	13.5%	0.104	2.4%	17%	False	False	18,081
100	4.879	4.285	0.594	13.5%	0.112	2.6%	17%	False	False	18,519
120	4.879	3.926	0.953	21.7%	0.113	2.6%	48%	False	False	18,168

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.037
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.766
2.618	4.638
1.618	4.560
1.000	4.512
0.618	4.482
HIGH	4.434
0.618	4.404
0.500	4.395
0.382	4.386
LOW	4.356
0.618	4.308
1.000	4.278
1.618	4.230
2.618	4.152
4.250	4.025

Fisher Pivots for day following 27-Jun-2014
Pivot	1 day	3 day
R1	4.395	4.466
PP	4.392	4.439
S1	4.388	4.412

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

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