NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Dec-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Dec-2013 | 27-Dec-2013 | Change | Change % | Previous Week |  
                        | Open | 4.503 | 4.477 | -0.026 | -0.6% | 4.537 |  
                        | High | 4.518 | 4.494 | -0.024 | -0.5% | 4.578 |  
                        | Low | 4.417 | 4.332 | -0.085 | -1.9% | 4.332 |  
                        | Close | 4.476 | 4.368 | -0.108 | -2.4% | 4.368 |  
                        | Range | 0.101 | 0.162 | 0.061 | 60.4% | 0.246 |  
                        | ATR | 0.111 | 0.114 | 0.004 | 3.3% | 0.000 |  
                        | Volume | 55,033 | 116,927 | 61,894 | 112.5% | 268,883 |  | 
    
| 
        
            | Daily Pivots for day following 27-Dec-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.884 | 4.788 | 4.457 |  |  
                | R3 | 4.722 | 4.626 | 4.413 |  |  
                | R2 | 4.560 | 4.560 | 4.398 |  |  
                | R1 | 4.464 | 4.464 | 4.383 | 4.431 |  
                | PP | 4.398 | 4.398 | 4.398 | 4.382 |  
                | S1 | 4.302 | 4.302 | 4.353 | 4.269 |  
                | S2 | 4.236 | 4.236 | 4.338 |  |  
                | S3 | 4.074 | 4.140 | 4.323 |  |  
                | S4 | 3.912 | 3.978 | 4.279 |  |  | 
        
            | Weekly Pivots for week ending 27-Dec-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5.164 | 5.012 | 4.503 |  |  
                | R3 | 4.918 | 4.766 | 4.436 |  |  
                | R2 | 4.672 | 4.672 | 4.413 |  |  
                | R1 | 4.520 | 4.520 | 4.391 | 4.473 |  
                | PP | 4.426 | 4.426 | 4.426 | 4.403 |  
                | S1 | 4.274 | 4.274 | 4.345 | 4.227 |  
                | S2 | 4.180 | 4.180 | 4.323 |  |  
                | S3 | 3.934 | 4.028 | 4.300 |  |  
                | S4 | 3.688 | 3.782 | 4.233 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 4.578 | 4.332 | 0.246 | 5.6% | 0.103 | 2.4% | 15% | False | True | 70,250 |  
                | 10 | 4.578 | 4.208 | 0.370 | 8.5% | 0.116 | 2.7% | 43% | False | False | 77,900 |  
                | 20 | 4.578 | 3.880 | 0.698 | 16.0% | 0.111 | 2.5% | 70% | False | False | 71,061 |  
                | 40 | 4.578 | 3.476 | 1.102 | 25.2% | 0.101 | 2.3% | 81% | False | False | 47,040 |  
                | 60 | 4.578 | 3.476 | 1.102 | 25.2% | 0.094 | 2.2% | 81% | False | False | 35,952 |  
                | 80 | 4.578 | 3.476 | 1.102 | 25.2% | 0.091 | 2.1% | 81% | False | False | 29,152 |  
                | 100 | 4.578 | 3.476 | 1.102 | 25.2% | 0.087 | 2.0% | 81% | False | False | 24,260 |  
                | 120 | 4.578 | 3.476 | 1.102 | 25.2% | 0.084 | 1.9% | 81% | False | False | 20,780 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5.183 |  
            | 2.618 | 4.918 |  
            | 1.618 | 4.756 |  
            | 1.000 | 4.656 |  
            | 0.618 | 4.594 |  
            | HIGH | 4.494 |  
            | 0.618 | 4.432 |  
            | 0.500 | 4.413 |  
            | 0.382 | 4.394 |  
            | LOW | 4.332 |  
            | 0.618 | 4.232 |  
            | 1.000 | 4.170 |  
            | 1.618 | 4.070 |  
            | 2.618 | 3.908 |  
            | 4.250 | 3.644 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Dec-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.413 | 4.438 |  
                                | PP | 4.398 | 4.415 |  
                                | S1 | 4.383 | 4.391 |  |