NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Dec-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 20-Dec-2013 | 23-Dec-2013 | Change | Change % | Previous Week |  
                        | Open | 4.504 | 4.537 | 0.033 | 0.7% | 4.299 |  
                        | High | 4.522 | 4.578 | 0.056 | 1.2% | 4.522 |  
                        | Low | 4.447 | 4.509 | 0.062 | 1.4% | 4.208 |  
                        | Close | 4.467 | 4.519 | 0.052 | 1.2% | 4.467 |  
                        | Range | 0.075 | 0.069 | -0.006 | -8.0% | 0.314 |  
                        | ATR | 0.111 | 0.111 | 0.000 | 0.0% | 0.000 |  
                        | Volume | 82,369 | 59,904 | -22,465 | -27.3% | 426,631 |  | 
    
| 
        
            | Daily Pivots for day following 23-Dec-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.742 | 4.700 | 4.557 |  |  
                | R3 | 4.673 | 4.631 | 4.538 |  |  
                | R2 | 4.604 | 4.604 | 4.532 |  |  
                | R1 | 4.562 | 4.562 | 4.525 | 4.549 |  
                | PP | 4.535 | 4.535 | 4.535 | 4.529 |  
                | S1 | 4.493 | 4.493 | 4.513 | 4.480 |  
                | S2 | 4.466 | 4.466 | 4.506 |  |  
                | S3 | 4.397 | 4.424 | 4.500 |  |  
                | S4 | 4.328 | 4.355 | 4.481 |  |  | 
        
            | 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 | 4.578 | 4.210 | 0.368 | 8.1% | 0.115 | 2.5% | 84% | True | False | 81,725 |  
                | 10 | 4.578 | 4.169 | 0.409 | 9.1% | 0.118 | 2.6% | 86% | True | False | 85,678 |  
                | 20 | 4.578 | 3.792 | 0.786 | 17.4% | 0.106 | 2.3% | 92% | True | False | 65,467 |  
                | 40 | 4.578 | 3.476 | 1.102 | 24.4% | 0.098 | 2.2% | 95% | True | False | 42,707 |  
                | 60 | 4.578 | 3.476 | 1.102 | 24.4% | 0.092 | 2.0% | 95% | True | False | 33,017 |  
                | 80 | 4.578 | 3.476 | 1.102 | 24.4% | 0.089 | 2.0% | 95% | True | False | 26,844 |  
                | 100 | 4.578 | 3.476 | 1.102 | 24.4% | 0.085 | 1.9% | 95% | True | False | 22,283 |  
                | 120 | 4.578 | 3.476 | 1.102 | 24.4% | 0.083 | 1.8% | 95% | True | False | 19,114 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.871 |  
            | 2.618 | 4.759 |  
            | 1.618 | 4.690 |  
            | 1.000 | 4.647 |  
            | 0.618 | 4.621 |  
            | HIGH | 4.578 |  
            | 0.618 | 4.552 |  
            | 0.500 | 4.544 |  
            | 0.382 | 4.535 |  
            | LOW | 4.509 |  
            | 0.618 | 4.466 |  
            | 1.000 | 4.440 |  
            | 1.618 | 4.397 |  
            | 2.618 | 4.328 |  
            | 4.250 | 4.216 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 23-Dec-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.544 | 4.491 |  
                                | PP | 4.535 | 4.462 |  
                                | S1 | 4.527 | 4.434 |  |