NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Jan-2014 | 08-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 4.308 | 4.327 | 0.019 | 0.4% | 4.403 |  
                        | High | 4.430 | 4.365 | -0.065 | -1.5% | 4.472 |  
                        | Low | 4.262 | 4.180 | -0.082 | -1.9% | 4.206 |  
                        | Close | 4.299 | 4.216 | -0.083 | -1.9% | 4.304 |  
                        | Range | 0.168 | 0.185 | 0.017 | 10.1% | 0.266 |  
                        | ATR | 0.128 | 0.132 | 0.004 | 3.2% | 0.000 |  
                        | Volume | 159,424 | 134,373 | -25,051 | -15.7% | 426,815 |  | 
    
| 
        
            | Daily Pivots for day following 08-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.809 | 4.697 | 4.318 |  |  
                | R3 | 4.624 | 4.512 | 4.267 |  |  
                | R2 | 4.439 | 4.439 | 4.250 |  |  
                | R1 | 4.327 | 4.327 | 4.233 | 4.291 |  
                | PP | 4.254 | 4.254 | 4.254 | 4.235 |  
                | S1 | 4.142 | 4.142 | 4.199 | 4.106 |  
                | S2 | 4.069 | 4.069 | 4.182 |  |  
                | S3 | 3.884 | 3.957 | 4.165 |  |  
                | S4 | 3.699 | 3.772 | 4.114 |  |  | 
        
            | 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 | 4.430 | 4.180 | 0.250 | 5.9% | 0.154 | 3.6% | 14% | False | True | 125,144 |  
                | 10 | 4.544 | 4.180 | 0.364 | 8.6% | 0.143 | 3.4% | 10% | False | True | 102,154 |  
                | 20 | 4.578 | 4.169 | 0.409 | 9.7% | 0.131 | 3.1% | 11% | False | False | 93,916 |  
                | 40 | 4.578 | 3.547 | 1.031 | 24.5% | 0.112 | 2.7% | 65% | False | False | 63,623 |  
                | 60 | 4.578 | 3.476 | 1.102 | 26.1% | 0.104 | 2.5% | 67% | False | False | 47,942 |  
                | 80 | 4.578 | 3.476 | 1.102 | 26.1% | 0.097 | 2.3% | 67% | False | False | 38,775 |  
                | 100 | 4.578 | 3.476 | 1.102 | 26.1% | 0.092 | 2.2% | 67% | False | False | 32,058 |  
                | 120 | 4.578 | 3.476 | 1.102 | 26.1% | 0.088 | 2.1% | 67% | False | False | 27,377 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5.151 |  
            | 2.618 | 4.849 |  
            | 1.618 | 4.664 |  
            | 1.000 | 4.550 |  
            | 0.618 | 4.479 |  
            | HIGH | 4.365 |  
            | 0.618 | 4.294 |  
            | 0.500 | 4.273 |  
            | 0.382 | 4.251 |  
            | LOW | 4.180 |  
            | 0.618 | 4.066 |  
            | 1.000 | 3.995 |  
            | 1.618 | 3.881 |  
            | 2.618 | 3.696 |  
            | 4.250 | 3.394 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.273 | 4.305 |  
                                | PP | 4.254 | 4.275 |  
                                | S1 | 4.235 | 4.246 |  |