NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Dec-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Dec-2013 | 19-Dec-2013 | Change | Change % | Previous Week |  
                        | Open | 4.306 | 4.296 | -0.010 | -0.2% | 4.133 |  
                        | High | 4.355 | 4.500 | 0.145 | 3.3% | 4.440 |  
                        | Low | 4.266 | 4.290 | 0.024 | 0.6% | 4.133 |  
                        | Close | 4.274 | 4.489 | 0.215 | 5.0% | 4.350 |  
                        | Range | 0.089 | 0.210 | 0.121 | 136.0% | 0.307 |  
                        | ATR | 0.106 | 0.114 | 0.009 | 8.1% | 0.000 |  
                        | Volume | 74,138 | 124,202 | 50,064 | 67.5% | 455,026 |  | 
    
| 
        
            | Daily Pivots for day following 19-Dec-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5.056 | 4.983 | 4.605 |  |  
                | R3 | 4.846 | 4.773 | 4.547 |  |  
                | R2 | 4.636 | 4.636 | 4.528 |  |  
                | R1 | 4.563 | 4.563 | 4.508 | 4.600 |  
                | PP | 4.426 | 4.426 | 4.426 | 4.445 |  
                | S1 | 4.353 | 4.353 | 4.470 | 4.390 |  
                | S2 | 4.216 | 4.216 | 4.451 |  |  
                | S3 | 4.006 | 4.143 | 4.431 |  |  
                | S4 | 3.796 | 3.933 | 4.374 |  |  | 
        
            | 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 | 4.500 | 4.208 | 0.292 | 6.5% | 0.129 | 2.9% | 96% | True | False | 85,550 |  
                | 10 | 4.500 | 4.097 | 0.403 | 9.0% | 0.123 | 2.7% | 97% | True | False | 88,273 |  
                | 20 | 4.500 | 3.710 | 0.790 | 17.6% | 0.107 | 2.4% | 99% | True | False | 60,882 |  
                | 40 | 4.500 | 3.476 | 1.024 | 22.8% | 0.099 | 2.2% | 99% | True | False | 39,968 |  
                | 60 | 4.500 | 3.476 | 1.024 | 22.8% | 0.093 | 2.1% | 99% | True | False | 31,073 |  
                | 80 | 4.500 | 3.476 | 1.024 | 22.8% | 0.090 | 2.0% | 99% | True | False | 25,173 |  
                | 100 | 4.500 | 3.476 | 1.024 | 22.8% | 0.085 | 1.9% | 99% | True | False | 20,907 |  
                | 120 | 4.500 | 3.476 | 1.024 | 22.8% | 0.083 | 1.8% | 99% | True | False | 17,995 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5.393 |  
            | 2.618 | 5.050 |  
            | 1.618 | 4.840 |  
            | 1.000 | 4.710 |  
            | 0.618 | 4.630 |  
            | HIGH | 4.500 |  
            | 0.618 | 4.420 |  
            | 0.500 | 4.395 |  
            | 0.382 | 4.370 |  
            | LOW | 4.290 |  
            | 0.618 | 4.160 |  
            | 1.000 | 4.080 |  
            | 1.618 | 3.950 |  
            | 2.618 | 3.740 |  
            | 4.250 | 3.398 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 19-Dec-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.458 | 4.444 |  
                                | PP | 4.426 | 4.400 |  
                                | S1 | 4.395 | 4.355 |  |