NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Dec-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-Dec-2013 | 30-Dec-2013 | Change | Change % | Previous Week |  
                        | Open | 4.477 | 4.403 | -0.074 | -1.7% | 4.537 |  
                        | High | 4.494 | 4.472 | -0.022 | -0.5% | 4.578 |  
                        | Low | 4.332 | 4.403 | 0.071 | 1.6% | 4.332 |  
                        | Close | 4.368 | 4.427 | 0.059 | 1.4% | 4.368 |  
                        | Range | 0.162 | 0.069 | -0.093 | -57.4% | 0.246 |  
                        | ATR | 0.114 | 0.114 | -0.001 | -0.6% | 0.000 |  
                        | Volume | 116,927 | 81,547 | -35,380 | -30.3% | 268,883 |  | 
    
| 
        
            | Daily Pivots for day following 30-Dec-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.641 | 4.603 | 4.465 |  |  
                | R3 | 4.572 | 4.534 | 4.446 |  |  
                | R2 | 4.503 | 4.503 | 4.440 |  |  
                | R1 | 4.465 | 4.465 | 4.433 | 4.484 |  
                | PP | 4.434 | 4.434 | 4.434 | 4.444 |  
                | S1 | 4.396 | 4.396 | 4.421 | 4.415 |  
                | S2 | 4.365 | 4.365 | 4.414 |  |  
                | S3 | 4.296 | 4.327 | 4.408 |  |  
                | S4 | 4.227 | 4.258 | 4.389 |  |  | 
        
            | 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% | 0.102 | 2.3% | 39% | False | False | 70,086 |  
                | 10 | 4.578 | 4.208 | 0.370 | 8.4% | 0.113 | 2.6% | 59% | False | False | 77,706 |  
                | 20 | 4.578 | 3.902 | 0.676 | 15.3% | 0.110 | 2.5% | 78% | False | False | 73,853 |  
                | 40 | 4.578 | 3.476 | 1.102 | 24.9% | 0.101 | 2.3% | 86% | False | False | 48,785 |  
                | 60 | 4.578 | 3.476 | 1.102 | 24.9% | 0.095 | 2.1% | 86% | False | False | 37,175 |  
                | 80 | 4.578 | 3.476 | 1.102 | 24.9% | 0.090 | 2.0% | 86% | False | False | 30,115 |  
                | 100 | 4.578 | 3.476 | 1.102 | 24.9% | 0.087 | 2.0% | 86% | False | False | 25,061 |  
                | 120 | 4.578 | 3.476 | 1.102 | 24.9% | 0.084 | 1.9% | 86% | False | False | 21,434 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.765 |  
            | 2.618 | 4.653 |  
            | 1.618 | 4.584 |  
            | 1.000 | 4.541 |  
            | 0.618 | 4.515 |  
            | HIGH | 4.472 |  
            | 0.618 | 4.446 |  
            | 0.500 | 4.438 |  
            | 0.382 | 4.429 |  
            | LOW | 4.403 |  
            | 0.618 | 4.360 |  
            | 1.000 | 4.334 |  
            | 1.618 | 4.291 |  
            | 2.618 | 4.222 |  
            | 4.250 | 4.110 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 30-Dec-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.438 | 4.426 |  
                                | PP | 4.434 | 4.426 |  
                                | S1 | 4.431 | 4.425 |  |