NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 31-Dec-2013 | 02-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 4.435 | 4.232 | -0.203 | -4.6% | 4.537 |  
                        | High | 4.448 | 4.331 | -0.117 | -2.6% | 4.578 |  
                        | Low | 4.224 | 4.213 | -0.011 | -0.3% | 4.332 |  
                        | Close | 4.230 | 4.321 | 0.091 | 2.2% | 4.368 |  
                        | Range | 0.224 | 0.118 | -0.106 | -47.3% | 0.246 |  
                        | ATR | 0.121 | 0.121 | 0.000 | -0.2% | 0.000 |  
                        | Volume | 105,298 | 97,997 | -7,301 | -6.9% | 268,883 |  | 
    
| 
        
            | Daily Pivots for day following 02-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.642 | 4.600 | 4.386 |  |  
                | R3 | 4.524 | 4.482 | 4.353 |  |  
                | R2 | 4.406 | 4.406 | 4.343 |  |  
                | R1 | 4.364 | 4.364 | 4.332 | 4.385 |  
                | PP | 4.288 | 4.288 | 4.288 | 4.299 |  
                | S1 | 4.246 | 4.246 | 4.310 | 4.267 |  
                | S2 | 4.170 | 4.170 | 4.299 |  |  
                | S3 | 4.052 | 4.128 | 4.289 |  |  
                | S4 | 3.934 | 4.010 | 4.256 |  |  | 
        
            | 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 | 4.518 | 4.213 | 0.305 | 7.1% | 0.135 | 3.1% | 35% | False | True | 91,360 |  
                | 10 | 4.578 | 4.213 | 0.365 | 8.4% | 0.123 | 2.8% | 30% | False | True | 83,443 |  
                | 20 | 4.578 | 3.947 | 0.631 | 14.6% | 0.120 | 2.8% | 59% | False | False | 80,237 |  
                | 40 | 4.578 | 3.476 | 1.102 | 25.5% | 0.105 | 2.4% | 77% | False | False | 52,908 |  
                | 60 | 4.578 | 3.476 | 1.102 | 25.5% | 0.097 | 2.3% | 77% | False | False | 40,235 |  
                | 80 | 4.578 | 3.476 | 1.102 | 25.5% | 0.093 | 2.2% | 77% | False | False | 32,508 |  
                | 100 | 4.578 | 3.476 | 1.102 | 25.5% | 0.088 | 2.0% | 77% | False | False | 26,984 |  
                | 120 | 4.578 | 3.476 | 1.102 | 25.5% | 0.086 | 2.0% | 77% | False | False | 23,088 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.833 |  
            | 2.618 | 4.640 |  
            | 1.618 | 4.522 |  
            | 1.000 | 4.449 |  
            | 0.618 | 4.404 |  
            | HIGH | 4.331 |  
            | 0.618 | 4.286 |  
            | 0.500 | 4.272 |  
            | 0.382 | 4.258 |  
            | LOW | 4.213 |  
            | 0.618 | 4.140 |  
            | 1.000 | 4.095 |  
            | 1.618 | 4.022 |  
            | 2.618 | 3.904 |  
            | 4.250 | 3.712 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.305 | 4.343 |  
                                | PP | 4.288 | 4.335 |  
                                | S1 | 4.272 | 4.328 |  |