NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Jan-2014 | 16-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 4.353 | 4.335 | -0.018 | -0.4% | 4.313 |  
                        | High | 4.432 | 4.495 | 0.063 | 1.4% | 4.430 |  
                        | Low | 4.318 | 4.316 | -0.002 | 0.0% | 3.953 |  
                        | Close | 4.325 | 4.382 | 0.057 | 1.3% | 4.053 |  
                        | Range | 0.114 | 0.179 | 0.065 | 57.0% | 0.477 |  
                        | ATR | 0.142 | 0.145 | 0.003 | 1.8% | 0.000 |  
                        | Volume | 154,468 | 263,602 | 109,134 | 70.7% | 731,773 |  | 
    
| 
        
            | Daily Pivots for day following 16-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.935 | 4.837 | 4.480 |  |  
                | R3 | 4.756 | 4.658 | 4.431 |  |  
                | R2 | 4.577 | 4.577 | 4.415 |  |  
                | R1 | 4.479 | 4.479 | 4.398 | 4.528 |  
                | PP | 4.398 | 4.398 | 4.398 | 4.422 |  
                | S1 | 4.300 | 4.300 | 4.366 | 4.349 |  
                | S2 | 4.219 | 4.219 | 4.349 |  |  
                | S3 | 4.040 | 4.121 | 4.333 |  |  
                | S4 | 3.861 | 3.942 | 4.284 |  |  | 
        
            | 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 | 4.495 | 3.953 | 0.542 | 12.4% | 0.146 | 3.3% | 79% | True | False | 181,173 |  
                | 10 | 4.495 | 3.953 | 0.542 | 12.4% | 0.157 | 3.6% | 79% | True | False | 162,741 |  
                | 20 | 4.578 | 3.953 | 0.625 | 14.3% | 0.140 | 3.2% | 69% | False | False | 123,092 |  
                | 40 | 4.578 | 3.606 | 0.972 | 22.2% | 0.121 | 2.8% | 80% | False | False | 87,984 |  
                | 60 | 4.578 | 3.476 | 1.102 | 25.1% | 0.110 | 2.5% | 82% | False | False | 64,885 |  
                | 80 | 4.578 | 3.476 | 1.102 | 25.1% | 0.103 | 2.4% | 82% | False | False | 51,821 |  
                | 100 | 4.578 | 3.476 | 1.102 | 25.1% | 0.098 | 2.2% | 82% | False | False | 42,831 |  
                | 120 | 4.578 | 3.476 | 1.102 | 25.1% | 0.093 | 2.1% | 82% | False | False | 36,367 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5.256 |  
            | 2.618 | 4.964 |  
            | 1.618 | 4.785 |  
            | 1.000 | 4.674 |  
            | 0.618 | 4.606 |  
            | HIGH | 4.495 |  
            | 0.618 | 4.427 |  
            | 0.500 | 4.406 |  
            | 0.382 | 4.384 |  
            | LOW | 4.316 |  
            | 0.618 | 4.205 |  
            | 1.000 | 4.137 |  
            | 1.618 | 4.026 |  
            | 2.618 | 3.847 |  
            | 4.250 | 3.555 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.406 | 4.391 |  
                                | PP | 4.398 | 4.388 |  
                                | S1 | 4.390 | 4.385 |  |