NYMEX Natural Gas Future January 2014

Trading Metrics calculated at close of trading on 27-Dec-2013

Day Change Summary
	Previous	Current
	26-Dec-2013	27-Dec-2013	Change	Change %	Previous Week
Open	4.439	4.433	-0.006	-0.1%	4.490
High	4.465	4.438	-0.027	-0.6%	4.532
Low	4.377	4.340	-0.037	-0.8%	4.340
Close	4.433	4.407	-0.026	-0.6%	4.407
Range	0.088	0.098	0.010	11.4%	0.192
ATR	0.113	0.112	-0.001	-0.9%	0.000
Volume	40,689	12,752	-27,937	-68.7%	172,237

Daily Pivots for day following 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.689	4.646	4.461
R3	4.591	4.548	4.434
R2	4.493	4.493	4.425
R1	4.450	4.450	4.416	4.423
PP	4.395	4.395	4.395	4.381
S1	4.352	4.352	4.398	4.325
S2	4.297	4.297	4.389
S3	4.199	4.254	4.380
S4	4.101	4.156	4.353

Weekly Pivots for week ending 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	5.002	4.897	4.513
R3	4.810	4.705	4.460
R2	4.618	4.618	4.442
R1	4.513	4.513	4.425	4.470
PP	4.426	4.426	4.426	4.405
S1	4.321	4.321	4.389	4.278
S2	4.234	4.234	4.372
S3	4.042	4.129	4.354
S4	3.850	3.937	4.301

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.532	4.340	0.192	4.4%	0.091	2.1%	35%	False	True	57,528
10	4.532	4.194	0.338	7.7%	0.110	2.5%	63%	False	False	108,601
20	4.532	3.873	0.659	15.0%	0.111	2.5%	81%	False	False	144,444
40	4.532	3.465	1.067	24.2%	0.103	2.3%	88%	False	False	112,340
60	4.532	3.465	1.067	24.2%	0.098	2.2%	88%	False	False	93,721
80	4.532	3.465	1.067	24.2%	0.095	2.2%	88%	False	False	78,540
100	4.532	3.465	1.067	24.2%	0.092	2.1%	88%	False	False	68,147
120	4.532	3.465	1.067	24.2%	0.091	2.1%	88%	False	False	60,045

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	0.030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.855
2.618	4.695
1.618	4.597
1.000	4.536
0.618	4.499
HIGH	4.438
0.618	4.401
0.500	4.389
0.382	4.377
LOW	4.340
0.618	4.279
1.000	4.242
1.618	4.181
2.618	4.083
4.250	3.924

Fisher Pivots for day following 27-Dec-2013
Pivot	1 day	3 day
R1	4.401	4.413
PP	4.395	4.411
S1	4.389	4.409

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

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