NYMEX Natural Gas Future January 2014

Trading Metrics calculated at close of trading on 26-Dec-2013

Day Change Summary
	Previous	Current
	24-Dec-2013	26-Dec-2013	Change	Change %	Previous Week
Open	4.469	4.439	-0.030	-0.7%	4.275
High	4.486	4.465	-0.021	-0.5%	4.492
Low	4.384	4.377	-0.007	-0.2%	4.194
Close	4.416	4.433	0.017	0.4%	4.418
Range	0.102	0.088	-0.014	-13.7%	0.298
ATR	0.114	0.113	-0.002	-1.6%	0.000
Volume	35,575	40,689	5,114	14.4%	754,849

Daily Pivots for day following 26-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.689	4.649	4.481
R3	4.601	4.561	4.457
R2	4.513	4.513	4.449
R1	4.473	4.473	4.441	4.449
PP	4.425	4.425	4.425	4.413
S1	4.385	4.385	4.425	4.361
S2	4.337	4.337	4.417
S3	4.249	4.297	4.409
S4	4.161	4.209	4.385

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	4.268	0.264	6.0%	0.112	2.5%	63%	False	False	95,046
10	4.532	4.194	0.338	7.6%	0.113	2.5%	71%	False	False	132,606
20	4.532	3.834	0.698	15.7%	0.110	2.5%	86%	False	False	149,280
40	4.532	3.465	1.067	24.1%	0.102	2.3%	91%	False	False	113,450
60	4.532	3.465	1.067	24.1%	0.098	2.2%	91%	False	False	94,206
80	4.532	3.465	1.067	24.1%	0.094	2.1%	91%	False	False	78,806
100	4.532	3.465	1.067	24.1%	0.092	2.1%	91%	False	False	68,240
120	4.532	3.465	1.067	24.1%	0.091	2.1%	91%	False	False	60,090

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.839
2.618	4.695
1.618	4.607
1.000	4.553
0.618	4.519
HIGH	4.465
0.618	4.431
0.500	4.421
0.382	4.411
LOW	4.377
0.618	4.323
1.000	4.289
1.618	4.235
2.618	4.147
4.250	4.003

Fisher Pivots for day following 26-Dec-2013
Pivot	1 day	3 day
R1	4.429	4.455
PP	4.425	4.447
S1	4.421	4.440

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

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