NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Dec-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-Dec-2013 | 20-Dec-2013 | Change | Change % | Previous Week |  
                        | Open | 4.296 | 4.504 | 0.208 | 4.8% | 4.299 |  
                        | High | 4.500 | 4.522 | 0.022 | 0.5% | 4.522 |  
                        | Low | 4.290 | 4.447 | 0.157 | 3.7% | 4.208 |  
                        | Close | 4.489 | 4.467 | -0.022 | -0.5% | 4.467 |  
                        | Range | 0.210 | 0.075 | -0.135 | -64.3% | 0.314 |  
                        | ATR | 0.114 | 0.111 | -0.003 | -2.5% | 0.000 |  
                        | Volume | 124,202 | 82,369 | -41,833 | -33.7% | 426,631 |  | 
    
| 
        
            | Daily Pivots for day following 20-Dec-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.704 | 4.660 | 4.508 |  |  
                | R3 | 4.629 | 4.585 | 4.488 |  |  
                | R2 | 4.554 | 4.554 | 4.481 |  |  
                | R1 | 4.510 | 4.510 | 4.474 | 4.495 |  
                | PP | 4.479 | 4.479 | 4.479 | 4.471 |  
                | S1 | 4.435 | 4.435 | 4.460 | 4.420 |  
                | S2 | 4.404 | 4.404 | 4.453 |  |  
                | S3 | 4.329 | 4.360 | 4.446 |  |  
                | S4 | 4.254 | 4.285 | 4.426 |  |  | 
        
            | Weekly Pivots for week ending 20-Dec-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5.341 | 5.218 | 4.640 |  |  
                | R3 | 5.027 | 4.904 | 4.553 |  |  
                | R2 | 4.713 | 4.713 | 4.525 |  |  
                | R1 | 4.590 | 4.590 | 4.496 | 4.652 |  
                | PP | 4.399 | 4.399 | 4.399 | 4.430 |  
                | S1 | 4.276 | 4.276 | 4.438 | 4.338 |  
                | S2 | 4.085 | 4.085 | 4.409 |  |  
                | S3 | 3.771 | 3.962 | 4.381 |  |  
                | S4 | 3.457 | 3.648 | 4.294 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 4.522 | 4.208 | 0.314 | 7.0% | 0.124 | 2.8% | 82% | True | False | 85,326 |  
                | 10 | 4.522 | 4.133 | 0.389 | 8.7% | 0.122 | 2.7% | 86% | True | False | 88,165 |  
                | 20 | 4.522 | 3.727 | 0.795 | 17.8% | 0.107 | 2.4% | 93% | True | False | 63,753 |  
                | 40 | 4.522 | 3.476 | 1.046 | 23.4% | 0.099 | 2.2% | 95% | True | False | 41,560 |  
                | 60 | 4.522 | 3.476 | 1.046 | 23.4% | 0.092 | 2.1% | 95% | True | False | 32,351 |  
                | 80 | 4.522 | 3.476 | 1.046 | 23.4% | 0.089 | 2.0% | 95% | True | False | 26,142 |  
                | 100 | 4.522 | 3.476 | 1.046 | 23.4% | 0.085 | 1.9% | 95% | True | False | 21,701 |  
                | 120 | 4.522 | 3.476 | 1.046 | 23.4% | 0.083 | 1.9% | 95% | True | False | 18,651 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.841 |  
            | 2.618 | 4.718 |  
            | 1.618 | 4.643 |  
            | 1.000 | 4.597 |  
            | 0.618 | 4.568 |  
            | HIGH | 4.522 |  
            | 0.618 | 4.493 |  
            | 0.500 | 4.485 |  
            | 0.382 | 4.476 |  
            | LOW | 4.447 |  
            | 0.618 | 4.401 |  
            | 1.000 | 4.372 |  
            | 1.618 | 4.326 |  
            | 2.618 | 4.251 |  
            | 4.250 | 4.128 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Dec-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.485 | 4.443 |  
                                | PP | 4.479 | 4.418 |  
                                | S1 | 4.473 | 4.394 |  |