NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Jan-2014 | 03-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 4.232 | 4.298 | 0.066 | 1.6% | 4.403 |  
                        | High | 4.331 | 4.390 | 0.059 | 1.4% | 4.472 |  
                        | Low | 4.213 | 4.206 | -0.007 | -0.2% | 4.206 |  
                        | Close | 4.321 | 4.304 | -0.017 | -0.4% | 4.304 |  
                        | Range | 0.118 | 0.184 | 0.066 | 55.9% | 0.266 |  
                        | ATR | 0.121 | 0.126 | 0.004 | 3.7% | 0.000 |  
                        | Volume | 97,997 | 141,973 | 43,976 | 44.9% | 426,815 |  | 
    
| 
        
            | Daily Pivots for day following 03-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.852 | 4.762 | 4.405 |  |  
                | R3 | 4.668 | 4.578 | 4.355 |  |  
                | R2 | 4.484 | 4.484 | 4.338 |  |  
                | R1 | 4.394 | 4.394 | 4.321 | 4.439 |  
                | PP | 4.300 | 4.300 | 4.300 | 4.323 |  
                | S1 | 4.210 | 4.210 | 4.287 | 4.255 |  
                | S2 | 4.116 | 4.116 | 4.270 |  |  
                | S3 | 3.932 | 4.026 | 4.253 |  |  
                | S4 | 3.748 | 3.842 | 4.203 |  |  | 
        
            | Weekly Pivots for week ending 03-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5.125 | 4.981 | 4.450 |  |  
                | R3 | 4.859 | 4.715 | 4.377 |  |  
                | R2 | 4.593 | 4.593 | 4.353 |  |  
                | R1 | 4.449 | 4.449 | 4.328 | 4.388 |  
                | PP | 4.327 | 4.327 | 4.327 | 4.297 |  
                | S1 | 4.183 | 4.183 | 4.280 | 4.122 |  
                | S2 | 4.061 | 4.061 | 4.255 |  |  
                | S3 | 3.795 | 3.917 | 4.231 |  |  
                | S4 | 3.529 | 3.651 | 4.158 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 4.494 | 4.206 | 0.288 | 6.7% | 0.151 | 3.5% | 34% | False | True | 108,748 |  
                | 10 | 4.578 | 4.206 | 0.372 | 8.6% | 0.132 | 3.1% | 26% | False | True | 90,226 |  
                | 20 | 4.578 | 3.947 | 0.631 | 14.7% | 0.126 | 2.9% | 57% | False | False | 84,952 |  
                | 40 | 4.578 | 3.547 | 1.031 | 24.0% | 0.107 | 2.5% | 73% | False | False | 55,993 |  
                | 60 | 4.578 | 3.476 | 1.102 | 25.6% | 0.099 | 2.3% | 75% | False | False | 42,342 |  
                | 80 | 4.578 | 3.476 | 1.102 | 25.6% | 0.095 | 2.2% | 75% | False | False | 34,219 |  
                | 100 | 4.578 | 3.476 | 1.102 | 25.6% | 0.089 | 2.1% | 75% | False | False | 28,378 |  
                | 120 | 4.578 | 3.476 | 1.102 | 25.6% | 0.086 | 2.0% | 75% | False | False | 24,247 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5.172 |  
            | 2.618 | 4.872 |  
            | 1.618 | 4.688 |  
            | 1.000 | 4.574 |  
            | 0.618 | 4.504 |  
            | HIGH | 4.390 |  
            | 0.618 | 4.320 |  
            | 0.500 | 4.298 |  
            | 0.382 | 4.276 |  
            | LOW | 4.206 |  
            | 0.618 | 4.092 |  
            | 1.000 | 4.022 |  
            | 1.618 | 3.908 |  
            | 2.618 | 3.724 |  
            | 4.250 | 3.424 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.302 | 4.327 |  
                                | PP | 4.300 | 4.319 |  
                                | S1 | 4.298 | 4.312 |  |