NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Jan-2014 | 17-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 4.335 | 4.370 | 0.035 | 0.8% | 4.120 |  
                        | High | 4.495 | 4.385 | -0.110 | -2.4% | 4.495 |  
                        | Low | 4.316 | 4.293 | -0.023 | -0.5% | 4.118 |  
                        | Close | 4.382 | 4.326 | -0.056 | -1.3% | 4.326 |  
                        | Range | 0.179 | 0.092 | -0.087 | -48.6% | 0.377 |  
                        | ATR | 0.145 | 0.141 | -0.004 | -2.6% | 0.000 |  
                        | Volume | 263,602 | 123,000 | -140,602 | -53.3% | 876,669 |  | 
    
| 
        
            | Daily Pivots for day following 17-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.611 | 4.560 | 4.377 |  |  
                | R3 | 4.519 | 4.468 | 4.351 |  |  
                | R2 | 4.427 | 4.427 | 4.343 |  |  
                | R1 | 4.376 | 4.376 | 4.334 | 4.356 |  
                | PP | 4.335 | 4.335 | 4.335 | 4.324 |  
                | S1 | 4.284 | 4.284 | 4.318 | 4.264 |  
                | S2 | 4.243 | 4.243 | 4.309 |  |  
                | S3 | 4.151 | 4.192 | 4.301 |  |  
                | S4 | 4.059 | 4.100 | 4.275 |  |  | 
        
            | Weekly Pivots for week ending 17-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5.444 | 5.262 | 4.533 |  |  
                | R3 | 5.067 | 4.885 | 4.430 |  |  
                | R2 | 4.690 | 4.690 | 4.395 |  |  
                | R1 | 4.508 | 4.508 | 4.361 | 4.599 |  
                | PP | 4.313 | 4.313 | 4.313 | 4.359 |  
                | S1 | 4.131 | 4.131 | 4.291 | 4.222 |  
                | S2 | 3.936 | 3.936 | 4.257 |  |  
                | S3 | 3.559 | 3.754 | 4.222 |  |  
                | S4 | 3.182 | 3.377 | 4.119 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 4.495 | 4.118 | 0.377 | 8.7% | 0.135 | 3.1% | 55% | False | False | 175,333 |  
                | 10 | 4.495 | 3.953 | 0.542 | 12.5% | 0.148 | 3.4% | 69% | False | False | 160,844 |  
                | 20 | 4.578 | 3.953 | 0.625 | 14.4% | 0.140 | 3.2% | 60% | False | False | 125,535 |  
                | 40 | 4.578 | 3.609 | 0.969 | 22.4% | 0.121 | 2.8% | 74% | False | False | 90,613 |  
                | 60 | 4.578 | 3.476 | 1.102 | 25.5% | 0.110 | 2.5% | 77% | False | False | 66,740 |  
                | 80 | 4.578 | 3.476 | 1.102 | 25.5% | 0.103 | 2.4% | 77% | False | False | 53,266 |  
                | 100 | 4.578 | 3.476 | 1.102 | 25.5% | 0.098 | 2.3% | 77% | False | False | 44,041 |  
                | 120 | 4.578 | 3.476 | 1.102 | 25.5% | 0.093 | 2.1% | 77% | False | False | 37,365 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.776 |  
            | 2.618 | 4.626 |  
            | 1.618 | 4.534 |  
            | 1.000 | 4.477 |  
            | 0.618 | 4.442 |  
            | HIGH | 4.385 |  
            | 0.618 | 4.350 |  
            | 0.500 | 4.339 |  
            | 0.382 | 4.328 |  
            | LOW | 4.293 |  
            | 0.618 | 4.236 |  
            | 1.000 | 4.201 |  
            | 1.618 | 4.144 |  
            | 2.618 | 4.052 |  
            | 4.250 | 3.902 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.339 | 4.394 |  
                                | PP | 4.335 | 4.371 |  
                                | S1 | 4.330 | 4.349 |  |