NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Dec-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Dec-2013 | 24-Dec-2013 | Change | Change % | Previous Week |  
                        | Open | 4.537 | 4.531 | -0.006 | -0.1% | 4.299 |  
                        | High | 4.578 | 4.544 | -0.034 | -0.7% | 4.522 |  
                        | Low | 4.509 | 4.434 | -0.075 | -1.7% | 4.208 |  
                        | Close | 4.519 | 4.469 | -0.050 | -1.1% | 4.467 |  
                        | Range | 0.069 | 0.110 | 0.041 | 59.4% | 0.314 |  
                        | ATR | 0.111 | 0.111 | 0.000 | -0.1% | 0.000 |  
                        | Volume | 59,904 | 37,019 | -22,885 | -38.2% | 426,631 |  | 
    
| 
        
            | Daily Pivots for day following 24-Dec-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.812 | 4.751 | 4.530 |  |  
                | R3 | 4.702 | 4.641 | 4.499 |  |  
                | R2 | 4.592 | 4.592 | 4.489 |  |  
                | R1 | 4.531 | 4.531 | 4.479 | 4.507 |  
                | PP | 4.482 | 4.482 | 4.482 | 4.470 |  
                | S1 | 4.421 | 4.421 | 4.459 | 4.397 |  
                | S2 | 4.372 | 4.372 | 4.449 |  |  
                | S3 | 4.262 | 4.311 | 4.439 |  |  
                | S4 | 4.152 | 4.201 | 4.409 |  |  | 
        
            | 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 | 4.266 | 0.312 | 7.0% | 0.111 | 2.5% | 65% | False | False | 75,526 |  
                | 10 | 4.578 | 4.169 | 0.409 | 9.2% | 0.121 | 2.7% | 73% | False | False | 83,024 |  
                | 20 | 4.578 | 3.792 | 0.786 | 17.6% | 0.107 | 2.4% | 86% | False | False | 65,929 |  
                | 40 | 4.578 | 3.476 | 1.102 | 24.7% | 0.098 | 2.2% | 90% | False | False | 43,402 |  
                | 60 | 4.578 | 3.476 | 1.102 | 24.7% | 0.093 | 2.1% | 90% | False | False | 33,454 |  
                | 80 | 4.578 | 3.476 | 1.102 | 24.7% | 0.089 | 2.0% | 90% | False | False | 27,195 |  
                | 100 | 4.578 | 3.476 | 1.102 | 24.7% | 0.086 | 1.9% | 90% | False | False | 22,602 |  
                | 120 | 4.578 | 3.476 | 1.102 | 24.7% | 0.083 | 1.9% | 90% | False | False | 19,404 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5.012 |  
            | 2.618 | 4.832 |  
            | 1.618 | 4.722 |  
            | 1.000 | 4.654 |  
            | 0.618 | 4.612 |  
            | HIGH | 4.544 |  
            | 0.618 | 4.502 |  
            | 0.500 | 4.489 |  
            | 0.382 | 4.476 |  
            | LOW | 4.434 |  
            | 0.618 | 4.366 |  
            | 1.000 | 4.324 |  
            | 1.618 | 4.256 |  
            | 2.618 | 4.146 |  
            | 4.250 | 3.967 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Dec-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.489 | 4.506 |  
                                | PP | 4.482 | 4.494 |  
                                | S1 | 4.476 | 4.481 |  |