NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 06-Jan-2014 | 07-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 4.313 | 4.308 | -0.005 | -0.1% | 4.403 |  
                        | High | 4.379 | 4.430 | 0.051 | 1.2% | 4.472 |  
                        | Low | 4.266 | 4.262 | -0.004 | -0.1% | 4.206 |  
                        | Close | 4.306 | 4.299 | -0.007 | -0.2% | 4.304 |  
                        | Range | 0.113 | 0.168 | 0.055 | 48.7% | 0.266 |  
                        | ATR | 0.125 | 0.128 | 0.003 | 2.5% | 0.000 |  
                        | Volume | 91,955 | 159,424 | 67,469 | 73.4% | 426,815 |  | 
    
| 
        
            | Daily Pivots for day following 07-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.834 | 4.735 | 4.391 |  |  
                | R3 | 4.666 | 4.567 | 4.345 |  |  
                | R2 | 4.498 | 4.498 | 4.330 |  |  
                | R1 | 4.399 | 4.399 | 4.314 | 4.365 |  
                | PP | 4.330 | 4.330 | 4.330 | 4.313 |  
                | S1 | 4.231 | 4.231 | 4.284 | 4.197 |  
                | S2 | 4.162 | 4.162 | 4.268 |  |  
                | S3 | 3.994 | 4.063 | 4.253 |  |  
                | S4 | 3.826 | 3.895 | 4.207 |  |  | 
        
            | 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 | 4.448 | 4.206 | 0.242 | 5.6% | 0.161 | 3.8% | 38% | False | False | 119,329 |  
                | 10 | 4.578 | 4.206 | 0.372 | 8.7% | 0.132 | 3.1% | 25% | False | False | 94,707 |  
                | 20 | 4.578 | 4.133 | 0.445 | 10.4% | 0.127 | 2.9% | 37% | False | False | 91,436 |  
                | 40 | 4.578 | 3.547 | 1.031 | 24.0% | 0.109 | 2.5% | 73% | False | False | 61,001 |  
                | 60 | 4.578 | 3.476 | 1.102 | 25.6% | 0.102 | 2.4% | 75% | False | False | 46,003 |  
                | 80 | 4.578 | 3.476 | 1.102 | 25.6% | 0.096 | 2.2% | 75% | False | False | 37,194 |  
                | 100 | 4.578 | 3.476 | 1.102 | 25.6% | 0.091 | 2.1% | 75% | False | False | 30,771 |  
                | 120 | 4.578 | 3.476 | 1.102 | 25.6% | 0.088 | 2.0% | 75% | False | False | 26,299 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5.144 |  
            | 2.618 | 4.870 |  
            | 1.618 | 4.702 |  
            | 1.000 | 4.598 |  
            | 0.618 | 4.534 |  
            | HIGH | 4.430 |  
            | 0.618 | 4.366 |  
            | 0.500 | 4.346 |  
            | 0.382 | 4.326 |  
            | LOW | 4.262 |  
            | 0.618 | 4.158 |  
            | 1.000 | 4.094 |  
            | 1.618 | 3.990 |  
            | 2.618 | 3.822 |  
            | 4.250 | 3.548 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.346 | 4.318 |  
                                | PP | 4.330 | 4.312 |  
                                | S1 | 4.315 | 4.305 |  |