NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Jan-2014 | 13-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 4.029 | 4.120 | 0.091 | 2.3% | 4.313 |  
                        | High | 4.099 | 4.313 | 0.214 | 5.2% | 4.430 |  
                        | Low | 3.953 | 4.118 | 0.165 | 4.2% | 3.953 |  
                        | Close | 4.053 | 4.274 | 0.221 | 5.5% | 4.053 |  
                        | Range | 0.146 | 0.195 | 0.049 | 33.6% | 0.477 |  
                        | ATR | 0.139 | 0.147 | 0.009 | 6.3% | 0.000 |  
                        | Volume | 152,199 | 177,315 | 25,116 | 16.5% | 731,773 |  | 
    
| 
        
            | Daily Pivots for day following 13-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.820 | 4.742 | 4.381 |  |  
                | R3 | 4.625 | 4.547 | 4.328 |  |  
                | R2 | 4.430 | 4.430 | 4.310 |  |  
                | R1 | 4.352 | 4.352 | 4.292 | 4.391 |  
                | PP | 4.235 | 4.235 | 4.235 | 4.255 |  
                | S1 | 4.157 | 4.157 | 4.256 | 4.196 |  
                | S2 | 4.040 | 4.040 | 4.238 |  |  
                | S3 | 3.845 | 3.962 | 4.220 |  |  
                | S4 | 3.650 | 3.767 | 4.167 |  |  | 
        
            | 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 | 11.2% | 0.178 | 4.2% | 67% | False | False | 163,426 |  
                | 10 | 4.472 | 3.953 | 0.519 | 12.1% | 0.160 | 3.7% | 62% | False | False | 133,590 |  
                | 20 | 4.578 | 3.953 | 0.625 | 14.6% | 0.138 | 3.2% | 51% | False | False | 105,745 |  
                | 40 | 4.578 | 3.547 | 1.031 | 24.1% | 0.119 | 2.8% | 71% | False | False | 75,079 |  
                | 60 | 4.578 | 3.476 | 1.102 | 25.8% | 0.109 | 2.6% | 72% | False | False | 55,957 |  
                | 80 | 4.578 | 3.476 | 1.102 | 25.8% | 0.101 | 2.4% | 72% | False | False | 44,943 |  
                | 100 | 4.578 | 3.476 | 1.102 | 25.8% | 0.096 | 2.2% | 72% | False | False | 37,176 |  
                | 120 | 4.578 | 3.476 | 1.102 | 25.8% | 0.091 | 2.1% | 72% | False | False | 31,621 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5.142 |  
            | 2.618 | 4.824 |  
            | 1.618 | 4.629 |  
            | 1.000 | 4.508 |  
            | 0.618 | 4.434 |  
            | HIGH | 4.313 |  
            | 0.618 | 4.239 |  
            | 0.500 | 4.216 |  
            | 0.382 | 4.192 |  
            | LOW | 4.118 |  
            | 0.618 | 3.997 |  
            | 1.000 | 3.923 |  
            | 1.618 | 3.802 |  
            | 2.618 | 3.607 |  
            | 4.250 | 3.289 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 13-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.255 | 4.227 |  
                                | PP | 4.235 | 4.180 |  
                                | S1 | 4.216 | 4.133 |  |