NYMEX Natural Gas Future January 2014

Trading Metrics calculated at close of trading on 24-Dec-2013

Day Change Summary
	Previous	Current
	23-Dec-2013	24-Dec-2013	Change	Change %	Previous Week
Open	4.490	4.469	-0.021	-0.5%	4.275
High	4.532	4.486	-0.046	-1.0%	4.492
Low	4.456	4.384	-0.072	-1.6%	4.194
Close	4.463	4.416	-0.047	-1.1%	4.418
Range	0.076	0.102	0.026	34.2%	0.298
ATR	0.115	0.114	-0.001	-0.8%	0.000
Volume	83,221	35,575	-47,646	-57.3%	754,849

Daily Pivots for day following 24-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.735	4.677	4.472
R3	4.633	4.575	4.444
R2	4.531	4.531	4.435
R1	4.473	4.473	4.425	4.451
PP	4.429	4.429	4.429	4.418
S1	4.371	4.371	4.407	4.349
S2	4.327	4.327	4.397
S3	4.225	4.269	4.388
S4	4.123	4.167	4.360

Weekly Pivots for week ending 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	5.262	5.138	4.582
R3	4.964	4.840	4.500
R2	4.666	4.666	4.473
R1	4.542	4.542	4.445	4.604
PP	4.368	4.368	4.368	4.399
S1	4.244	4.244	4.391	4.306
S2	4.070	4.070	4.363
S3	3.772	3.946	4.336
S4	3.474	3.648	4.254

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.532	4.244	0.288	6.5%	0.112	2.5%	60%	False	False	113,693
10	4.532	4.172	0.360	8.2%	0.121	2.7%	68%	False	False	152,792
20	4.532	3.786	0.746	16.9%	0.110	2.5%	84%	False	False	153,881
40	4.532	3.465	1.067	24.2%	0.101	2.3%	89%	False	False	113,663
60	4.532	3.465	1.067	24.2%	0.098	2.2%	89%	False	False	94,065
80	4.532	3.465	1.067	24.2%	0.094	2.1%	89%	False	False	78,756
100	4.532	3.465	1.067	24.2%	0.091	2.1%	89%	False	False	68,033
120	4.532	3.465	1.067	24.2%	0.091	2.1%	89%	False	False	59,858

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.039
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.920
2.618	4.753
1.618	4.651
1.000	4.588
0.618	4.549
HIGH	4.486
0.618	4.447
0.500	4.435
0.382	4.423
LOW	4.384
0.618	4.321
1.000	4.282
1.618	4.219
2.618	4.117
4.250	3.951

Fisher Pivots for day following 24-Dec-2013
Pivot	1 day	3 day
R1	4.435	4.458
PP	4.429	4.444
S1	4.422	4.430

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

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