NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Dec-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Dec-2013 | 12-Dec-2013 | Change | Change % | Previous Week |  
                        | Open | 4.249 | 4.337 | 0.088 | 2.1% | 3.916 |  
                        | High | 4.342 | 4.430 | 0.088 | 2.0% | 4.182 |  
                        | Low | 4.169 | 4.299 | 0.130 | 3.1% | 3.902 |  
                        | Close | 4.331 | 4.401 | 0.070 | 1.6% | 4.110 |  
                        | Range | 0.173 | 0.131 | -0.042 | -24.3% | 0.280 |  
                        | ATR | 0.100 | 0.102 | 0.002 | 2.2% | 0.000 |  
                        | Volume | 101,595 | 121,602 | 20,007 | 19.7% | 244,979 |  | 
    
| 
        
            | Daily Pivots for day following 12-Dec-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.770 | 4.716 | 4.473 |  |  
                | R3 | 4.639 | 4.585 | 4.437 |  |  
                | R2 | 4.508 | 4.508 | 4.425 |  |  
                | R1 | 4.454 | 4.454 | 4.413 | 4.481 |  
                | PP | 4.377 | 4.377 | 4.377 | 4.390 |  
                | S1 | 4.323 | 4.323 | 4.389 | 4.350 |  
                | S2 | 4.246 | 4.246 | 4.377 |  |  
                | S3 | 4.115 | 4.192 | 4.365 |  |  
                | S4 | 3.984 | 4.061 | 4.329 |  |  | 
        
            | Weekly Pivots for week ending 06-Dec-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.905 | 4.787 | 4.264 |  |  
                | R3 | 4.625 | 4.507 | 4.187 |  |  
                | R2 | 4.345 | 4.345 | 4.161 |  |  
                | R1 | 4.227 | 4.227 | 4.136 | 4.286 |  
                | PP | 4.065 | 4.065 | 4.065 | 4.094 |  
                | S1 | 3.947 | 3.947 | 4.084 | 4.006 |  
                | S2 | 3.785 | 3.785 | 4.059 |  |  
                | S3 | 3.505 | 3.667 | 4.033 |  |  
                | S4 | 3.225 | 3.387 | 3.956 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 4.430 | 4.097 | 0.333 | 7.6% | 0.116 | 2.6% | 91% | True | False | 90,996 |  
                | 10 | 4.430 | 3.880 | 0.550 | 12.5% | 0.106 | 2.4% | 95% | True | False | 64,221 |  
                | 20 | 4.430 | 3.547 | 0.883 | 20.1% | 0.100 | 2.3% | 97% | True | False | 44,413 |  
                | 40 | 4.430 | 3.476 | 0.954 | 21.7% | 0.095 | 2.1% | 97% | True | False | 31,063 |  
                | 60 | 4.430 | 3.476 | 0.954 | 21.7% | 0.089 | 2.0% | 97% | True | False | 24,675 |  
                | 80 | 4.430 | 3.476 | 0.954 | 21.7% | 0.085 | 1.9% | 97% | True | False | 20,034 |  
                | 100 | 4.430 | 3.476 | 0.954 | 21.7% | 0.082 | 1.9% | 97% | True | False | 16,796 |  
                | 120 | 4.430 | 3.476 | 0.954 | 21.7% | 0.081 | 1.8% | 97% | True | False | 14,586 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.987 |  
            | 2.618 | 4.773 |  
            | 1.618 | 4.642 |  
            | 1.000 | 4.561 |  
            | 0.618 | 4.511 |  
            | HIGH | 4.430 |  
            | 0.618 | 4.380 |  
            | 0.500 | 4.365 |  
            | 0.382 | 4.349 |  
            | LOW | 4.299 |  
            | 0.618 | 4.218 |  
            | 1.000 | 4.168 |  
            | 1.618 | 4.087 |  
            | 2.618 | 3.956 |  
            | 4.250 | 3.742 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Dec-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.389 | 4.367 |  
                                | PP | 4.377 | 4.333 |  
                                | S1 | 4.365 | 4.300 |  |