NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Jan-2014 | 21-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 4.370 | 4.236 | -0.134 | -3.1% | 4.120 |  
                        | High | 4.385 | 4.475 | 0.090 | 2.1% | 4.495 |  
                        | Low | 4.293 | 4.203 | -0.090 | -2.1% | 4.118 |  
                        | Close | 4.326 | 4.431 | 0.105 | 2.4% | 4.326 |  
                        | Range | 0.092 | 0.272 | 0.180 | 195.7% | 0.377 |  
                        | ATR | 0.141 | 0.150 | 0.009 | 6.6% | 0.000 |  
                        | Volume | 123,000 | 151,392 | 28,392 | 23.1% | 876,669 |  | 
    
| 
        
            | Daily Pivots for day following 21-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5.186 | 5.080 | 4.581 |  |  
                | R3 | 4.914 | 4.808 | 4.506 |  |  
                | R2 | 4.642 | 4.642 | 4.481 |  |  
                | R1 | 4.536 | 4.536 | 4.456 | 4.589 |  
                | PP | 4.370 | 4.370 | 4.370 | 4.396 |  
                | S1 | 4.264 | 4.264 | 4.406 | 4.317 |  
                | S2 | 4.098 | 4.098 | 4.381 |  |  
                | S3 | 3.826 | 3.992 | 4.356 |  |  
                | S4 | 3.554 | 3.720 | 4.281 |  |  | 
        
            | 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 | 4.203 | 0.292 | 6.6% | 0.150 | 3.4% | 78% | False | True | 170,149 |  
                | 10 | 4.495 | 3.953 | 0.542 | 12.2% | 0.164 | 3.7% | 88% | False | False | 166,787 |  
                | 20 | 4.578 | 3.953 | 0.625 | 14.1% | 0.143 | 3.2% | 76% | False | False | 126,895 |  
                | 40 | 4.578 | 3.710 | 0.868 | 19.6% | 0.125 | 2.8% | 83% | False | False | 93,888 |  
                | 60 | 4.578 | 3.476 | 1.102 | 24.9% | 0.114 | 2.6% | 87% | False | False | 68,944 |  
                | 80 | 4.578 | 3.476 | 1.102 | 24.9% | 0.106 | 2.4% | 87% | False | False | 55,028 |  
                | 100 | 4.578 | 3.476 | 1.102 | 24.9% | 0.100 | 2.3% | 87% | False | False | 45,517 |  
                | 120 | 4.578 | 3.476 | 1.102 | 24.9% | 0.095 | 2.1% | 87% | False | False | 38,571 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5.631 |  
            | 2.618 | 5.187 |  
            | 1.618 | 4.915 |  
            | 1.000 | 4.747 |  
            | 0.618 | 4.643 |  
            | HIGH | 4.475 |  
            | 0.618 | 4.371 |  
            | 0.500 | 4.339 |  
            | 0.382 | 4.307 |  
            | LOW | 4.203 |  
            | 0.618 | 4.035 |  
            | 1.000 | 3.931 |  
            | 1.618 | 3.763 |  
            | 2.618 | 3.491 |  
            | 4.250 | 3.047 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 21-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.400 | 4.404 |  
                                | PP | 4.370 | 4.376 |  
                                | S1 | 4.339 | 4.349 |  |