NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Jan-2014 | 10-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 4.187 | 4.029 | -0.158 | -3.8% | 4.313 |  
                        | High | 4.194 | 4.099 | -0.095 | -2.3% | 4.430 |  
                        | Low | 3.999 | 3.953 | -0.046 | -1.2% | 3.953 |  
                        | Close | 4.005 | 4.053 | 0.048 | 1.2% | 4.053 |  
                        | Range | 0.195 | 0.146 | -0.049 | -25.1% | 0.477 |  
                        | ATR | 0.138 | 0.139 | 0.001 | 0.4% | 0.000 |  
                        | Volume | 193,822 | 152,199 | -41,623 | -21.5% | 731,773 |  | 
    
| 
        
            | Daily Pivots for day following 10-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.473 | 4.409 | 4.133 |  |  
                | R3 | 4.327 | 4.263 | 4.093 |  |  
                | R2 | 4.181 | 4.181 | 4.080 |  |  
                | R1 | 4.117 | 4.117 | 4.066 | 4.149 |  
                | PP | 4.035 | 4.035 | 4.035 | 4.051 |  
                | S1 | 3.971 | 3.971 | 4.040 | 4.003 |  
                | S2 | 3.889 | 3.889 | 4.026 |  |  
                | S3 | 3.743 | 3.825 | 4.013 |  |  
                | S4 | 3.597 | 3.679 | 3.973 |  |  | 
        
            | Weekly Pivots for week ending 10-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5.576 | 5.292 | 4.315 |  |  
                | R3 | 5.099 | 4.815 | 4.184 |  |  
                | R2 | 4.622 | 4.622 | 4.140 |  |  
                | R1 | 4.338 | 4.338 | 4.097 | 4.242 |  
                | PP | 4.145 | 4.145 | 4.145 | 4.097 |  
                | S1 | 3.861 | 3.861 | 4.009 | 3.765 |  
                | S2 | 3.668 | 3.668 | 3.966 |  |  
                | S3 | 3.191 | 3.384 | 3.922 |  |  
                | S4 | 2.714 | 2.907 | 3.791 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 4.430 | 3.953 | 0.477 | 11.8% | 0.161 | 4.0% | 21% | False | True | 146,354 |  
                | 10 | 4.494 | 3.953 | 0.541 | 13.3% | 0.156 | 3.9% | 18% | False | True | 127,551 |  
                | 20 | 4.578 | 3.953 | 0.625 | 15.4% | 0.135 | 3.3% | 16% | False | True | 102,959 |  
                | 40 | 4.578 | 3.547 | 1.031 | 25.4% | 0.117 | 2.9% | 49% | False | False | 71,248 |  
                | 60 | 4.578 | 3.476 | 1.102 | 27.2% | 0.107 | 2.7% | 52% | False | False | 53,215 |  
                | 80 | 4.578 | 3.476 | 1.102 | 27.2% | 0.100 | 2.5% | 52% | False | False | 42,858 |  
                | 100 | 4.578 | 3.476 | 1.102 | 27.2% | 0.094 | 2.3% | 52% | False | False | 35,452 |  
                | 120 | 4.578 | 3.476 | 1.102 | 27.2% | 0.090 | 2.2% | 52% | False | False | 30,170 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.720 |  
            | 2.618 | 4.481 |  
            | 1.618 | 4.335 |  
            | 1.000 | 4.245 |  
            | 0.618 | 4.189 |  
            | HIGH | 4.099 |  
            | 0.618 | 4.043 |  
            | 0.500 | 4.026 |  
            | 0.382 | 4.009 |  
            | LOW | 3.953 |  
            | 0.618 | 3.863 |  
            | 1.000 | 3.807 |  
            | 1.618 | 3.717 |  
            | 2.618 | 3.571 |  
            | 4.250 | 3.333 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.044 | 4.159 |  
                                | PP | 4.035 | 4.124 |  
                                | S1 | 4.026 | 4.088 |  |