NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Jan-2014 | 14-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 4.120 | 4.308 | 0.188 | 4.6% | 4.313 |  
                        | High | 4.313 | 4.382 | 0.069 | 1.6% | 4.430 |  
                        | Low | 4.118 | 4.287 | 0.169 | 4.1% | 3.953 |  
                        | Close | 4.274 | 4.369 | 0.095 | 2.2% | 4.053 |  
                        | Range | 0.195 | 0.095 | -0.100 | -51.3% | 0.477 |  
                        | ATR | 0.147 | 0.144 | -0.003 | -1.9% | 0.000 |  
                        | Volume | 177,315 | 158,284 | -19,031 | -10.7% | 731,773 |  | 
    
| 
        
            | Daily Pivots for day following 14-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.631 | 4.595 | 4.421 |  |  
                | R3 | 4.536 | 4.500 | 4.395 |  |  
                | R2 | 4.441 | 4.441 | 4.386 |  |  
                | R1 | 4.405 | 4.405 | 4.378 | 4.423 |  
                | PP | 4.346 | 4.346 | 4.346 | 4.355 |  
                | S1 | 4.310 | 4.310 | 4.360 | 4.328 |  
                | S2 | 4.251 | 4.251 | 4.352 |  |  
                | S3 | 4.156 | 4.215 | 4.343 |  |  
                | S4 | 4.061 | 4.120 | 4.317 |  |  | 
        
            | 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 | 4.382 | 3.953 | 0.429 | 9.8% | 0.163 | 3.7% | 97% | True | False | 163,198 |  
                | 10 | 4.448 | 3.953 | 0.495 | 11.3% | 0.162 | 3.7% | 84% | False | False | 141,264 |  
                | 20 | 4.578 | 3.953 | 0.625 | 14.3% | 0.138 | 3.1% | 67% | False | False | 109,485 |  
                | 40 | 4.578 | 3.606 | 0.972 | 22.2% | 0.118 | 2.7% | 78% | False | False | 78,414 |  
                | 60 | 4.578 | 3.476 | 1.102 | 25.2% | 0.110 | 2.5% | 81% | False | False | 58,369 |  
                | 80 | 4.578 | 3.476 | 1.102 | 25.2% | 0.101 | 2.3% | 81% | False | False | 46,817 |  
                | 100 | 4.578 | 3.476 | 1.102 | 25.2% | 0.096 | 2.2% | 81% | False | False | 38,727 |  
                | 120 | 4.578 | 3.476 | 1.102 | 25.2% | 0.091 | 2.1% | 81% | False | False | 32,922 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.786 |  
            | 2.618 | 4.631 |  
            | 1.618 | 4.536 |  
            | 1.000 | 4.477 |  
            | 0.618 | 4.441 |  
            | HIGH | 4.382 |  
            | 0.618 | 4.346 |  
            | 0.500 | 4.335 |  
            | 0.382 | 4.323 |  
            | LOW | 4.287 |  
            | 0.618 | 4.228 |  
            | 1.000 | 4.192 |  
            | 1.618 | 4.133 |  
            | 2.618 | 4.038 |  
            | 4.250 | 3.883 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.358 | 4.302 |  
                                | PP | 4.346 | 4.235 |  
                                | S1 | 4.335 | 4.168 |  |