NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Dec-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Dec-2013 | 17-Dec-2013 | Change | Change % | Previous Week |  
                        | Open | 4.299 | 4.273 | -0.026 | -0.6% | 4.133 |  
                        | High | 4.321 | 4.341 | 0.020 | 0.5% | 4.440 |  
                        | Low | 4.208 | 4.210 | 0.002 | 0.0% | 4.133 |  
                        | Close | 4.286 | 4.304 | 0.018 | 0.4% | 4.350 |  
                        | Range | 0.113 | 0.131 | 0.018 | 15.9% | 0.307 |  
                        | ATR | 0.105 | 0.107 | 0.002 | 1.8% | 0.000 |  
                        | Volume | 77,910 | 68,012 | -9,898 | -12.7% | 455,026 |  | 
    
| 
        
            | Daily Pivots for day following 17-Dec-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.678 | 4.622 | 4.376 |  |  
                | R3 | 4.547 | 4.491 | 4.340 |  |  
                | R2 | 4.416 | 4.416 | 4.328 |  |  
                | R1 | 4.360 | 4.360 | 4.316 | 4.388 |  
                | PP | 4.285 | 4.285 | 4.285 | 4.299 |  
                | S1 | 4.229 | 4.229 | 4.292 | 4.257 |  
                | S2 | 4.154 | 4.154 | 4.280 |  |  
                | S3 | 4.023 | 4.098 | 4.268 |  |  
                | S4 | 3.892 | 3.967 | 4.232 |  |  | 
        
            | 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% | 0.130 | 3.0% | 50% | False | False | 90,522 |  
                | 10 | 4.440 | 3.947 | 0.493 | 11.5% | 0.117 | 2.7% | 72% | False | False | 77,031 |  
                | 20 | 4.440 | 3.606 | 0.834 | 19.4% | 0.103 | 2.4% | 84% | False | False | 52,876 |  
                | 40 | 4.440 | 3.476 | 0.964 | 22.4% | 0.095 | 2.2% | 86% | False | False | 35,781 |  
                | 60 | 4.440 | 3.476 | 0.964 | 22.4% | 0.091 | 2.1% | 86% | False | False | 28,064 |  
                | 80 | 4.440 | 3.476 | 0.964 | 22.4% | 0.087 | 2.0% | 86% | False | False | 22,765 |  
                | 100 | 4.440 | 3.476 | 0.964 | 22.4% | 0.083 | 1.9% | 86% | False | False | 19,022 |  
                | 120 | 4.440 | 3.476 | 0.964 | 22.4% | 0.081 | 1.9% | 86% | False | False | 16,422 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.898 |  
            | 2.618 | 4.684 |  
            | 1.618 | 4.553 |  
            | 1.000 | 4.472 |  
            | 0.618 | 4.422 |  
            | HIGH | 4.341 |  
            | 0.618 | 4.291 |  
            | 0.500 | 4.276 |  
            | 0.382 | 4.260 |  
            | LOW | 4.210 |  
            | 0.618 | 4.129 |  
            | 1.000 | 4.079 |  
            | 1.618 | 3.998 |  
            | 2.618 | 3.867 |  
            | 4.250 | 3.653 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Dec-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.295 | 4.324 |  
                                | PP | 4.285 | 4.317 |  
                                | S1 | 4.276 | 4.311 |  |