NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Dec-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 24-Dec-2013 | 26-Dec-2013 | Change | Change % | Previous Week |  
                        | Open | 4.531 | 4.503 | -0.028 | -0.6% | 4.299 |  
                        | High | 4.544 | 4.518 | -0.026 | -0.6% | 4.522 |  
                        | Low | 4.434 | 4.417 | -0.017 | -0.4% | 4.208 |  
                        | Close | 4.469 | 4.476 | 0.007 | 0.2% | 4.467 |  
                        | Range | 0.110 | 0.101 | -0.009 | -8.2% | 0.314 |  
                        | ATR | 0.111 | 0.111 | -0.001 | -0.7% | 0.000 |  
                        | Volume | 37,019 | 55,033 | 18,014 | 48.7% | 426,631 |  | 
    
| 
        
            | Daily Pivots for day following 26-Dec-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.773 | 4.726 | 4.532 |  |  
                | R3 | 4.672 | 4.625 | 4.504 |  |  
                | R2 | 4.571 | 4.571 | 4.495 |  |  
                | R1 | 4.524 | 4.524 | 4.485 | 4.497 |  
                | PP | 4.470 | 4.470 | 4.470 | 4.457 |  
                | S1 | 4.423 | 4.423 | 4.467 | 4.396 |  
                | S2 | 4.369 | 4.369 | 4.457 |  |  
                | S3 | 4.268 | 4.322 | 4.448 |  |  
                | S4 | 4.167 | 4.221 | 4.420 |  |  | 
        
            | 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 | 4.290 | 0.288 | 6.4% | 0.113 | 2.5% | 65% | False | False | 71,705 |  
                | 10 | 4.578 | 4.208 | 0.370 | 8.3% | 0.113 | 2.5% | 72% | False | False | 78,368 |  
                | 20 | 4.578 | 3.839 | 0.739 | 16.5% | 0.107 | 2.4% | 86% | False | False | 66,706 |  
                | 40 | 4.578 | 3.476 | 1.102 | 24.6% | 0.098 | 2.2% | 91% | False | False | 44,486 |  
                | 60 | 4.578 | 3.476 | 1.102 | 24.6% | 0.093 | 2.1% | 91% | False | False | 34,196 |  
                | 80 | 4.578 | 3.476 | 1.102 | 24.6% | 0.090 | 2.0% | 91% | False | False | 27,771 |  
                | 100 | 4.578 | 3.476 | 1.102 | 24.6% | 0.086 | 1.9% | 91% | False | False | 23,122 |  
                | 120 | 4.578 | 3.476 | 1.102 | 24.6% | 0.083 | 1.9% | 91% | False | False | 19,850 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.947 |  
            | 2.618 | 4.782 |  
            | 1.618 | 4.681 |  
            | 1.000 | 4.619 |  
            | 0.618 | 4.580 |  
            | HIGH | 4.518 |  
            | 0.618 | 4.479 |  
            | 0.500 | 4.468 |  
            | 0.382 | 4.456 |  
            | LOW | 4.417 |  
            | 0.618 | 4.355 |  
            | 1.000 | 4.316 |  
            | 1.618 | 4.254 |  
            | 2.618 | 4.153 |  
            | 4.250 | 3.988 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Dec-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.473 | 4.498 |  
                                | PP | 4.470 | 4.490 |  
                                | S1 | 4.468 | 4.483 |  |