NYMEX Natural Gas Future January 2015

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	4.565	4.575	0.010	0.2%	4.702
High	4.611	4.580	-0.031	-0.7%	4.727
Low	4.540	4.491	-0.049	-1.1%	4.520
Close	4.587	4.512	-0.075	-1.6%	4.545
Range	0.071	0.089	0.018	25.4%	0.207
ATR	0.096	0.096	0.000	0.0%	0.000
Volume	14,194	10,422	-3,772	-26.6%	60,865

Daily Pivots for day following 02-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.795	4.742	4.561
R3	4.706	4.653	4.536
R2	4.617	4.617	4.528
R1	4.564	4.564	4.520	4.546
PP	4.528	4.528	4.528	4.519
S1	4.475	4.475	4.504	4.457
S2	4.439	4.439	4.496
S3	4.350	4.386	4.488
S4	4.261	4.297	4.463

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.218	5.089	4.659
R3	5.011	4.882	4.602
R2	4.804	4.804	4.583
R1	4.675	4.675	4.564	4.636
PP	4.597	4.597	4.597	4.578
S1	4.468	4.468	4.526	4.429
S2	4.390	4.390	4.507
S3	4.183	4.261	4.488
S4	3.976	4.054	4.431

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.721	4.491	0.230	5.1%	0.099	2.2%	9%	False	True	12,674
10	4.836	4.491	0.345	7.6%	0.092	2.0%	6%	False	True	11,936
20	5.027	4.491	0.536	11.9%	0.096	2.1%	4%	False	True	11,825
40	5.027	4.491	0.536	11.9%	0.098	2.2%	4%	False	True	11,134

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	0.021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.958
2.618	4.813
1.618	4.724
1.000	4.669
0.618	4.635
HIGH	4.580
0.618	4.546
0.500	4.536
0.382	4.525
LOW	4.491
0.618	4.436
1.000	4.402
1.618	4.347
2.618	4.258
4.250	4.113

Fisher Pivots for day following 02-Jul-2014
Pivot	1 day	3 day
R1	4.536	4.551
PP	4.528	4.538
S1	4.520	4.525

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

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