NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-Jan-2014 | 09-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 4.327 | 4.187 | -0.140 | -3.2% | 4.403 |  
                        | High | 4.365 | 4.194 | -0.171 | -3.9% | 4.472 |  
                        | Low | 4.180 | 3.999 | -0.181 | -4.3% | 4.206 |  
                        | Close | 4.216 | 4.005 | -0.211 | -5.0% | 4.304 |  
                        | Range | 0.185 | 0.195 | 0.010 | 5.4% | 0.266 |  
                        | ATR | 0.132 | 0.138 | 0.006 | 4.6% | 0.000 |  
                        | Volume | 134,373 | 193,822 | 59,449 | 44.2% | 426,815 |  | 
    
| 
        
            | Daily Pivots for day following 09-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.651 | 4.523 | 4.112 |  |  
                | R3 | 4.456 | 4.328 | 4.059 |  |  
                | R2 | 4.261 | 4.261 | 4.041 |  |  
                | R1 | 4.133 | 4.133 | 4.023 | 4.100 |  
                | PP | 4.066 | 4.066 | 4.066 | 4.049 |  
                | S1 | 3.938 | 3.938 | 3.987 | 3.905 |  
                | S2 | 3.871 | 3.871 | 3.969 |  |  
                | S3 | 3.676 | 3.743 | 3.951 |  |  
                | S4 | 3.481 | 3.548 | 3.898 |  |  | 
        
            | 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 | 3.999 | 0.431 | 10.8% | 0.169 | 4.2% | 1% | False | True | 144,309 |  
                | 10 | 4.518 | 3.999 | 0.519 | 13.0% | 0.152 | 3.8% | 1% | False | True | 117,834 |  
                | 20 | 4.578 | 3.999 | 0.579 | 14.5% | 0.136 | 3.4% | 1% | False | True | 100,429 |  
                | 40 | 4.578 | 3.547 | 1.031 | 25.7% | 0.116 | 2.9% | 44% | False | False | 67,862 |  
                | 60 | 4.578 | 3.476 | 1.102 | 27.5% | 0.106 | 2.7% | 48% | False | False | 50,901 |  
                | 80 | 4.578 | 3.476 | 1.102 | 27.5% | 0.098 | 2.5% | 48% | False | False | 41,092 |  
                | 100 | 4.578 | 3.476 | 1.102 | 27.5% | 0.093 | 2.3% | 48% | False | False | 33,964 |  
                | 120 | 4.578 | 3.476 | 1.102 | 27.5% | 0.089 | 2.2% | 48% | False | False | 28,930 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5.023 |  
            | 2.618 | 4.705 |  
            | 1.618 | 4.510 |  
            | 1.000 | 4.389 |  
            | 0.618 | 4.315 |  
            | HIGH | 4.194 |  
            | 0.618 | 4.120 |  
            | 0.500 | 4.097 |  
            | 0.382 | 4.073 |  
            | LOW | 3.999 |  
            | 0.618 | 3.878 |  
            | 1.000 | 3.804 |  
            | 1.618 | 3.683 |  
            | 2.618 | 3.488 |  
            | 4.250 | 3.170 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 09-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.097 | 4.215 |  
                                | PP | 4.066 | 4.145 |  
                                | S1 | 4.036 | 4.075 |  |