NYMEX Natural Gas Future October 2014

Trading Metrics calculated at close of trading on 11-Jul-2014

Day Change Summary
	Previous	Current
	10-Jul-2014	11-Jul-2014	Change	Change %	Previous Week
Open	4.175	4.127	-0.048	-1.1%	4.378
High	4.192	4.153	-0.039	-0.9%	4.382
Low	4.115	4.105	-0.010	-0.2%	4.105
Close	4.122	4.144	0.022	0.5%	4.144
Range	0.077	0.048	-0.029	-37.7%	0.277
ATR	0.105	0.101	-0.004	-3.9%	0.000
Volume	23,185	30,954	7,769	33.5%	139,046

Daily Pivots for day following 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.278	4.259	4.170
R3	4.230	4.211	4.157
R2	4.182	4.182	4.153
R1	4.163	4.163	4.148	4.173
PP	4.134	4.134	4.134	4.139
S1	4.115	4.115	4.140	4.125
S2	4.086	4.086	4.135
S3	4.038	4.067	4.131
S4	3.990	4.019	4.118

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.041	4.870	4.296
R3	4.764	4.593	4.220
R2	4.487	4.487	4.195
R1	4.316	4.316	4.169	4.263
PP	4.210	4.210	4.210	4.184
S1	4.039	4.039	4.119	3.986
S2	3.933	3.933	4.093
S3	3.656	3.762	4.068
S4	3.379	3.485	3.992

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.382	4.105	0.277	6.7%	0.094	2.3%	14%	False	True	27,809
10	4.464	4.105	0.359	8.7%	0.092	2.2%	11%	False	True	24,286
20	4.879	4.105	0.774	18.7%	0.103	2.5%	5%	False	True	22,829
40	4.879	4.105	0.774	18.7%	0.105	2.5%	5%	False	True	22,711
60	4.879	4.105	0.774	18.7%	0.105	2.5%	5%	False	True	20,694
80	4.879	4.105	0.774	18.7%	0.104	2.5%	5%	False	True	19,166
100	4.879	4.105	0.774	18.7%	0.110	2.6%	5%	False	True	19,148
120	4.879	4.060	0.819	19.8%	0.113	2.7%	10%	False	False	18,942

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	4.357
2.618	4.279
1.618	4.231
1.000	4.201
0.618	4.183
HIGH	4.153
0.618	4.135
0.500	4.129
0.382	4.123
LOW	4.105
0.618	4.075
1.000	4.057
1.618	4.027
2.618	3.979
4.250	3.901

Fisher Pivots for day following 11-Jul-2014
Pivot	1 day	3 day
R1	4.139	4.165
PP	4.134	4.158
S1	4.129	4.151

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

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