NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Jan-2014 | 22-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 4.236 | 4.470 | 0.234 | 5.5% | 4.120 |  
                        | High | 4.475 | 4.725 | 0.250 | 5.6% | 4.495 |  
                        | Low | 4.203 | 4.433 | 0.230 | 5.5% | 4.118 |  
                        | Close | 4.431 | 4.689 | 0.258 | 5.8% | 4.326 |  
                        | Range | 0.272 | 0.292 | 0.020 | 7.4% | 0.377 |  
                        | ATR | 0.150 | 0.161 | 0.010 | 6.8% | 0.000 |  
                        | Volume | 151,392 | 202,367 | 50,975 | 33.7% | 876,669 |  | 
    
| 
        
            | Daily Pivots for day following 22-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5.492 | 5.382 | 4.850 |  |  
                | R3 | 5.200 | 5.090 | 4.769 |  |  
                | R2 | 4.908 | 4.908 | 4.743 |  |  
                | R1 | 4.798 | 4.798 | 4.716 | 4.853 |  
                | PP | 4.616 | 4.616 | 4.616 | 4.643 |  
                | S1 | 4.506 | 4.506 | 4.662 | 4.561 |  
                | S2 | 4.324 | 4.324 | 4.635 |  |  
                | S3 | 4.032 | 4.214 | 4.609 |  |  
                | S4 | 3.740 | 3.922 | 4.528 |  |  | 
        
            | 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 | 4.725 | 4.203 | 0.522 | 11.1% | 0.190 | 4.0% | 93% | True | False | 178,965 |  
                | 10 | 4.725 | 3.953 | 0.772 | 16.5% | 0.177 | 3.8% | 95% | True | False | 171,082 |  
                | 20 | 4.725 | 3.953 | 0.772 | 16.5% | 0.154 | 3.3% | 95% | True | False | 132,894 |  
                | 40 | 4.725 | 3.727 | 0.998 | 21.3% | 0.131 | 2.8% | 96% | True | False | 98,324 |  
                | 60 | 4.725 | 3.476 | 1.249 | 26.6% | 0.117 | 2.5% | 97% | True | False | 72,005 |  
                | 80 | 4.725 | 3.476 | 1.249 | 26.6% | 0.108 | 2.3% | 97% | True | False | 57,487 |  
                | 100 | 4.725 | 3.476 | 1.249 | 26.6% | 0.102 | 2.2% | 97% | True | False | 47,493 |  
                | 120 | 4.725 | 3.476 | 1.249 | 26.6% | 0.097 | 2.1% | 97% | True | False | 40,233 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5.966 |  
            | 2.618 | 5.489 |  
            | 1.618 | 5.197 |  
            | 1.000 | 5.017 |  
            | 0.618 | 4.905 |  
            | HIGH | 4.725 |  
            | 0.618 | 4.613 |  
            | 0.500 | 4.579 |  
            | 0.382 | 4.545 |  
            | LOW | 4.433 |  
            | 0.618 | 4.253 |  
            | 1.000 | 4.141 |  
            | 1.618 | 3.961 |  
            | 2.618 | 3.669 |  
            | 4.250 | 3.192 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.652 | 4.614 |  
                                | PP | 4.616 | 4.539 |  
                                | S1 | 4.579 | 4.464 |  |