NYMEX Natural Gas Future October 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	4.415	4.414	-0.001	0.0%	4.525
High	4.460	4.433	-0.027	-0.6%	4.575
Low	4.380	4.327	-0.053	-1.2%	4.356
Close	4.429	4.346	-0.083	-1.9%	4.385
Range	0.080	0.106	0.026	32.5%	0.219
ATR	0.108	0.107	0.000	-0.1%	0.000
Volume	22,423	15,747	-6,676	-29.8%	103,071

Daily Pivots for day following 02-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.687	4.622	4.404
R3	4.581	4.516	4.375
R2	4.475	4.475	4.365
R1	4.410	4.410	4.356	4.390
PP	4.369	4.369	4.369	4.358
S1	4.304	4.304	4.336	4.284
S2	4.263	4.263	4.327
S3	4.157	4.198	4.317
S4	4.051	4.092	4.288

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	4.327	0.248	5.7%	0.113	2.6%	8%	False	True	18,990
10	4.688	4.327	0.361	8.3%	0.106	2.4%	5%	False	True	19,940
20	4.879	4.327	0.552	12.7%	0.109	2.5%	3%	False	True	22,887
40	4.879	4.285	0.594	13.7%	0.109	2.5%	10%	False	False	22,438
60	4.879	4.285	0.594	13.7%	0.105	2.4%	10%	False	False	19,830
80	4.879	4.285	0.594	13.7%	0.104	2.4%	10%	False	False	18,259
100	4.879	4.285	0.594	13.7%	0.111	2.6%	10%	False	False	18,540
120	4.879	3.926	0.953	21.9%	0.112	2.6%	44%	False	False	18,334

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	0.028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.884
2.618	4.711
1.618	4.605
1.000	4.539
0.618	4.499
HIGH	4.433
0.618	4.393
0.500	4.380
0.382	4.367
LOW	4.327
0.618	4.261
1.000	4.221
1.618	4.155
2.618	4.049
4.250	3.877

Fisher Pivots for day following 02-Jul-2014
Pivot	1 day	3 day
R1	4.380	4.396
PP	4.369	4.379
S1	4.357	4.363

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

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