NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 31-Dec-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 30-Dec-2013 | 31-Dec-2013 | Change | Change % | Previous Week |  
                        | Open | 4.403 | 4.435 | 0.032 | 0.7% | 4.537 |  
                        | High | 4.472 | 4.448 | -0.024 | -0.5% | 4.578 |  
                        | Low | 4.403 | 4.224 | -0.179 | -4.1% | 4.332 |  
                        | Close | 4.427 | 4.230 | -0.197 | -4.4% | 4.368 |  
                        | Range | 0.069 | 0.224 | 0.155 | 224.6% | 0.246 |  
                        | ATR | 0.114 | 0.121 | 0.008 | 7.0% | 0.000 |  
                        | Volume | 81,547 | 105,298 | 23,751 | 29.1% | 268,883 |  | 
    
| 
        
            | Daily Pivots for day following 31-Dec-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.973 | 4.825 | 4.353 |  |  
                | R3 | 4.749 | 4.601 | 4.292 |  |  
                | R2 | 4.525 | 4.525 | 4.271 |  |  
                | R1 | 4.377 | 4.377 | 4.251 | 4.339 |  
                | PP | 4.301 | 4.301 | 4.301 | 4.282 |  
                | S1 | 4.153 | 4.153 | 4.209 | 4.115 |  
                | S2 | 4.077 | 4.077 | 4.189 |  |  
                | S3 | 3.853 | 3.929 | 4.168 |  |  
                | S4 | 3.629 | 3.705 | 4.107 |  |  | 
        
            | 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 | 4.544 | 4.224 | 0.320 | 7.6% | 0.133 | 3.1% | 2% | False | True | 79,164 |  
                | 10 | 4.578 | 4.210 | 0.368 | 8.7% | 0.124 | 2.9% | 5% | False | False | 80,444 |  
                | 20 | 4.578 | 3.944 | 0.634 | 15.0% | 0.117 | 2.8% | 45% | False | False | 77,773 |  
                | 40 | 4.578 | 3.476 | 1.102 | 26.1% | 0.105 | 2.5% | 68% | False | False | 50,943 |  
                | 60 | 4.578 | 3.476 | 1.102 | 26.1% | 0.098 | 2.3% | 68% | False | False | 38,745 |  
                | 80 | 4.578 | 3.476 | 1.102 | 26.1% | 0.092 | 2.2% | 68% | False | False | 31,329 |  
                | 100 | 4.578 | 3.476 | 1.102 | 26.1% | 0.088 | 2.1% | 68% | False | False | 26,065 |  
                | 120 | 4.578 | 3.476 | 1.102 | 26.1% | 0.085 | 2.0% | 68% | False | False | 22,298 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5.400 |  
            | 2.618 | 5.034 |  
            | 1.618 | 4.810 |  
            | 1.000 | 4.672 |  
            | 0.618 | 4.586 |  
            | HIGH | 4.448 |  
            | 0.618 | 4.362 |  
            | 0.500 | 4.336 |  
            | 0.382 | 4.310 |  
            | LOW | 4.224 |  
            | 0.618 | 4.086 |  
            | 1.000 | 4.000 |  
            | 1.618 | 3.862 |  
            | 2.618 | 3.638 |  
            | 4.250 | 3.272 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 31-Dec-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.336 | 4.359 |  
                                | PP | 4.301 | 4.316 |  
                                | S1 | 4.265 | 4.273 |  |