NYMEX Natural Gas Future October 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	4.414	4.353	-0.061	-1.4%	4.525
High	4.433	4.394	-0.039	-0.9%	4.575
Low	4.327	4.320	-0.007	-0.2%	4.356
Close	4.346	4.392	0.046	1.1%	4.385
Range	0.106	0.074	-0.032	-30.2%	0.219
ATR	0.107	0.105	-0.002	-2.2%	0.000
Volume	15,747	22,456	6,709	42.6%	103,071

Daily Pivots for day following 03-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.591	4.565	4.433
R3	4.517	4.491	4.412
R2	4.443	4.443	4.406
R1	4.417	4.417	4.399	4.430
PP	4.369	4.369	4.369	4.375
S1	4.343	4.343	4.385	4.356
S2	4.295	4.295	4.378
S3	4.221	4.269	4.372
S4	4.147	4.195	4.351

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	4.464	4.320	0.144	3.3%	0.089	2.0%	50%	False	True	20,764
10	4.604	4.320	0.284	6.5%	0.100	2.3%	25%	False	True	20,823
20	4.879	4.320	0.559	12.7%	0.107	2.4%	13%	False	True	22,965
40	4.879	4.285	0.594	13.5%	0.108	2.5%	18%	False	False	22,564
60	4.879	4.285	0.594	13.5%	0.105	2.4%	18%	False	False	19,936
80	4.879	4.285	0.594	13.5%	0.103	2.4%	18%	False	False	18,396
100	4.879	4.285	0.594	13.5%	0.111	2.5%	18%	False	False	18,571
120	4.879	4.000	0.879	20.0%	0.112	2.6%	45%	False	False	18,371

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	0.027
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4.709
2.618	4.588
1.618	4.514
1.000	4.468
0.618	4.440
HIGH	4.394
0.618	4.366
0.500	4.357
0.382	4.348
LOW	4.320
0.618	4.274
1.000	4.246
1.618	4.200
2.618	4.126
4.250	4.006

Fisher Pivots for day following 03-Jul-2014
Pivot	1 day	3 day
R1	4.380	4.391
PP	4.369	4.391
S1	4.357	4.390

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

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