NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Jan-2014 | 06-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 4.298 | 4.313 | 0.015 | 0.3% | 4.403 |  
                        | High | 4.390 | 4.379 | -0.011 | -0.3% | 4.472 |  
                        | Low | 4.206 | 4.266 | 0.060 | 1.4% | 4.206 |  
                        | Close | 4.304 | 4.306 | 0.002 | 0.0% | 4.304 |  
                        | Range | 0.184 | 0.113 | -0.071 | -38.6% | 0.266 |  
                        | ATR | 0.126 | 0.125 | -0.001 | -0.7% | 0.000 |  
                        | Volume | 141,973 | 91,955 | -50,018 | -35.2% | 426,815 |  | 
    
| 
        
            | Daily Pivots for day following 06-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.656 | 4.594 | 4.368 |  |  
                | R3 | 4.543 | 4.481 | 4.337 |  |  
                | R2 | 4.430 | 4.430 | 4.327 |  |  
                | R1 | 4.368 | 4.368 | 4.316 | 4.343 |  
                | PP | 4.317 | 4.317 | 4.317 | 4.304 |  
                | S1 | 4.255 | 4.255 | 4.296 | 4.230 |  
                | S2 | 4.204 | 4.204 | 4.285 |  |  
                | S3 | 4.091 | 4.142 | 4.275 |  |  
                | S4 | 3.978 | 4.029 | 4.244 |  |  | 
        
            | 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 | 4.472 | 4.206 | 0.266 | 6.2% | 0.142 | 3.3% | 38% | False | False | 103,754 |  
                | 10 | 4.578 | 4.206 | 0.372 | 8.6% | 0.123 | 2.8% | 27% | False | False | 87,002 |  
                | 20 | 4.578 | 4.097 | 0.481 | 11.2% | 0.123 | 2.8% | 43% | False | False | 87,637 |  
                | 40 | 4.578 | 3.547 | 1.031 | 23.9% | 0.108 | 2.5% | 74% | False | False | 57,407 |  
                | 60 | 4.578 | 3.476 | 1.102 | 25.6% | 0.100 | 2.3% | 75% | False | False | 43,592 |  
                | 80 | 4.578 | 3.476 | 1.102 | 25.6% | 0.095 | 2.2% | 75% | False | False | 35,293 |  
                | 100 | 4.578 | 3.476 | 1.102 | 25.6% | 0.090 | 2.1% | 75% | False | False | 29,227 |  
                | 120 | 4.578 | 3.476 | 1.102 | 25.6% | 0.087 | 2.0% | 75% | False | False | 24,996 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.859 |  
            | 2.618 | 4.675 |  
            | 1.618 | 4.562 |  
            | 1.000 | 4.492 |  
            | 0.618 | 4.449 |  
            | HIGH | 4.379 |  
            | 0.618 | 4.336 |  
            | 0.500 | 4.323 |  
            | 0.382 | 4.309 |  
            | LOW | 4.266 |  
            | 0.618 | 4.196 |  
            | 1.000 | 4.153 |  
            | 1.618 | 4.083 |  
            | 2.618 | 3.970 |  
            | 4.250 | 3.786 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 06-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.323 | 4.303 |  
                                | PP | 4.317 | 4.301 |  
                                | S1 | 4.312 | 4.298 |  |