NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Dec-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Dec-2013 | 16-Dec-2013 | Change | Change % | Previous Week |  
                        | Open | 4.365 | 4.299 | -0.066 | -1.5% | 4.133 |  
                        | High | 4.440 | 4.321 | -0.119 | -2.7% | 4.440 |  
                        | Low | 4.336 | 4.208 | -0.128 | -3.0% | 4.133 |  
                        | Close | 4.350 | 4.286 | -0.064 | -1.5% | 4.350 |  
                        | Range | 0.104 | 0.113 | 0.009 | 8.7% | 0.307 |  
                        | ATR | 0.102 | 0.105 | 0.003 | 2.8% | 0.000 |  
                        | Volume | 83,491 | 77,910 | -5,581 | -6.7% | 455,026 |  | 
    
| 
        
            | Daily Pivots for day following 16-Dec-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.611 | 4.561 | 4.348 |  |  
                | R3 | 4.498 | 4.448 | 4.317 |  |  
                | R2 | 4.385 | 4.385 | 4.307 |  |  
                | R1 | 4.335 | 4.335 | 4.296 | 4.304 |  
                | PP | 4.272 | 4.272 | 4.272 | 4.256 |  
                | S1 | 4.222 | 4.222 | 4.276 | 4.191 |  
                | S2 | 4.159 | 4.159 | 4.265 |  |  
                | S3 | 4.046 | 4.109 | 4.255 |  |  
                | S4 | 3.933 | 3.996 | 4.224 |  |  | 
        
            | Weekly Pivots for week ending 13-Dec-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5.229 | 5.096 | 4.519 |  |  
                | R3 | 4.922 | 4.789 | 4.434 |  |  
                | R2 | 4.615 | 4.615 | 4.406 |  |  
                | R1 | 4.482 | 4.482 | 4.378 | 4.549 |  
                | PP | 4.308 | 4.308 | 4.308 | 4.341 |  
                | S1 | 4.175 | 4.175 | 4.322 | 4.242 |  
                | S2 | 4.001 | 4.001 | 4.294 |  |  
                | S3 | 3.694 | 3.868 | 4.266 |  |  
                | S4 | 3.387 | 3.561 | 4.181 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 4.440 | 4.169 | 0.271 | 6.3% | 0.121 | 2.8% | 43% | False | False | 89,631 |  
                | 10 | 4.440 | 3.944 | 0.496 | 11.6% | 0.110 | 2.6% | 69% | False | False | 75,101 |  
                | 20 | 4.440 | 3.606 | 0.834 | 19.5% | 0.100 | 2.3% | 82% | False | False | 50,107 |  
                | 40 | 4.440 | 3.476 | 0.964 | 22.5% | 0.096 | 2.2% | 84% | False | False | 34,461 |  
                | 60 | 4.440 | 3.476 | 0.964 | 22.5% | 0.090 | 2.1% | 84% | False | False | 27,039 |  
                | 80 | 4.440 | 3.476 | 0.964 | 22.5% | 0.087 | 2.0% | 84% | False | False | 21,971 |  
                | 100 | 4.440 | 3.476 | 0.964 | 22.5% | 0.083 | 1.9% | 84% | False | False | 18,366 |  
                | 120 | 4.440 | 3.476 | 0.964 | 22.5% | 0.082 | 1.9% | 84% | False | False | 15,879 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.801 |  
            | 2.618 | 4.617 |  
            | 1.618 | 4.504 |  
            | 1.000 | 4.434 |  
            | 0.618 | 4.391 |  
            | HIGH | 4.321 |  
            | 0.618 | 4.278 |  
            | 0.500 | 4.265 |  
            | 0.382 | 4.251 |  
            | LOW | 4.208 |  
            | 0.618 | 4.138 |  
            | 1.000 | 4.095 |  
            | 1.618 | 4.025 |  
            | 2.618 | 3.912 |  
            | 4.250 | 3.728 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Dec-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.279 | 4.324 |  
                                | PP | 4.272 | 4.311 |  
                                | S1 | 4.265 | 4.299 |  |