NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 22-Jan-2014 | 23-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 4.470 | 4.699 | 0.229 | 5.1% | 4.120 |  
                        | High | 4.725 | 4.947 | 0.222 | 4.7% | 4.495 |  
                        | Low | 4.433 | 4.653 | 0.220 | 5.0% | 4.118 |  
                        | Close | 4.689 | 4.730 | 0.041 | 0.9% | 4.326 |  
                        | Range | 0.292 | 0.294 | 0.002 | 0.7% | 0.377 |  
                        | ATR | 0.161 | 0.170 | 0.010 | 5.9% | 0.000 |  
                        | Volume | 202,367 | 211,243 | 8,876 | 4.4% | 876,669 |  | 
    
| 
        
            | Daily Pivots for day following 23-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5.659 | 5.488 | 4.892 |  |  
                | R3 | 5.365 | 5.194 | 4.811 |  |  
                | R2 | 5.071 | 5.071 | 4.784 |  |  
                | R1 | 4.900 | 4.900 | 4.757 | 4.986 |  
                | PP | 4.777 | 4.777 | 4.777 | 4.819 |  
                | S1 | 4.606 | 4.606 | 4.703 | 4.692 |  
                | S2 | 4.483 | 4.483 | 4.676 |  |  
                | S3 | 4.189 | 4.312 | 4.649 |  |  
                | S4 | 3.895 | 4.018 | 4.568 |  |  | 
        
            | 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 | 4.947 | 4.203 | 0.744 | 15.7% | 0.226 | 4.8% | 71% | True | False | 190,320 |  
                | 10 | 4.947 | 3.953 | 0.994 | 21.0% | 0.187 | 4.0% | 78% | True | False | 178,769 |  
                | 20 | 4.947 | 3.953 | 0.994 | 21.0% | 0.165 | 3.5% | 78% | True | False | 140,461 |  
                | 40 | 4.947 | 3.792 | 1.155 | 24.4% | 0.136 | 2.9% | 81% | True | False | 102,964 |  
                | 60 | 4.947 | 3.476 | 1.471 | 31.1% | 0.120 | 2.5% | 85% | True | False | 75,292 |  
                | 80 | 4.947 | 3.476 | 1.471 | 31.1% | 0.110 | 2.3% | 85% | True | False | 59,878 |  
                | 100 | 4.947 | 3.476 | 1.471 | 31.1% | 0.104 | 2.2% | 85% | True | False | 49,567 |  
                | 120 | 4.947 | 3.476 | 1.471 | 31.1% | 0.098 | 2.1% | 85% | True | False | 41,979 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6.197 |  
            | 2.618 | 5.717 |  
            | 1.618 | 5.423 |  
            | 1.000 | 5.241 |  
            | 0.618 | 5.129 |  
            | HIGH | 4.947 |  
            | 0.618 | 4.835 |  
            | 0.500 | 4.800 |  
            | 0.382 | 4.765 |  
            | LOW | 4.653 |  
            | 0.618 | 4.471 |  
            | 1.000 | 4.359 |  
            | 1.618 | 4.177 |  
            | 2.618 | 3.883 |  
            | 4.250 | 3.404 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 23-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.800 | 4.678 |  
                                | PP | 4.777 | 4.627 |  
                                | S1 | 4.753 | 4.575 |  |