NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Jan-2014 | 24-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 4.699 | 4.835 | 0.136 | 2.9% | 4.236 |  
                        | High | 4.947 | 5.246 | 0.299 | 6.0% | 5.246 |  
                        | Low | 4.653 | 4.813 | 0.160 | 3.4% | 4.203 |  
                        | Close | 4.730 | 5.182 | 0.452 | 9.6% | 5.182 |  
                        | Range | 0.294 | 0.433 | 0.139 | 47.3% | 1.043 |  
                        | ATR | 0.170 | 0.195 | 0.025 | 14.5% | 0.000 |  
                        | Volume | 211,243 | 231,256 | 20,013 | 9.5% | 796,258 |  | 
    
| 
        
            | Daily Pivots for day following 24-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6.379 | 6.214 | 5.420 |  |  
                | R3 | 5.946 | 5.781 | 5.301 |  |  
                | R2 | 5.513 | 5.513 | 5.261 |  |  
                | R1 | 5.348 | 5.348 | 5.222 | 5.431 |  
                | PP | 5.080 | 5.080 | 5.080 | 5.122 |  
                | S1 | 4.915 | 4.915 | 5.142 | 4.998 |  
                | S2 | 4.647 | 4.647 | 5.103 |  |  
                | S3 | 4.214 | 4.482 | 5.063 |  |  
                | S4 | 3.781 | 4.049 | 4.944 |  |  | 
        
            | Weekly Pivots for week ending 24-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 8.006 | 7.637 | 5.756 |  |  
                | R3 | 6.963 | 6.594 | 5.469 |  |  
                | R2 | 5.920 | 5.920 | 5.373 |  |  
                | R1 | 5.551 | 5.551 | 5.278 | 5.736 |  
                | PP | 4.877 | 4.877 | 4.877 | 4.969 |  
                | S1 | 4.508 | 4.508 | 5.086 | 4.693 |  
                | S2 | 3.834 | 3.834 | 4.991 |  |  
                | S3 | 2.791 | 3.465 | 4.895 |  |  
                | S4 | 1.748 | 2.422 | 4.608 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 5.246 | 4.203 | 1.043 | 20.1% | 0.277 | 5.3% | 94% | True | False | 183,851 |  
                | 10 | 5.246 | 3.953 | 1.293 | 25.0% | 0.211 | 4.1% | 95% | True | False | 182,512 |  
                | 20 | 5.246 | 3.953 | 1.293 | 25.0% | 0.182 | 3.5% | 95% | True | False | 150,173 |  
                | 40 | 5.246 | 3.792 | 1.454 | 28.1% | 0.144 | 2.8% | 96% | True | False | 108,051 |  
                | 60 | 5.246 | 3.476 | 1.770 | 34.2% | 0.126 | 2.4% | 96% | True | False | 78,992 |  
                | 80 | 5.246 | 3.476 | 1.770 | 34.2% | 0.115 | 2.2% | 96% | True | False | 62,634 |  
                | 100 | 5.246 | 3.476 | 1.770 | 34.2% | 0.108 | 2.1% | 96% | True | False | 51,790 |  
                | 120 | 5.246 | 3.476 | 1.770 | 34.2% | 0.102 | 2.0% | 96% | True | False | 43,864 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 7.086 |  
            | 2.618 | 6.380 |  
            | 1.618 | 5.947 |  
            | 1.000 | 5.679 |  
            | 0.618 | 5.514 |  
            | HIGH | 5.246 |  
            | 0.618 | 5.081 |  
            | 0.500 | 5.030 |  
            | 0.382 | 4.978 |  
            | LOW | 4.813 |  
            | 0.618 | 4.545 |  
            | 1.000 | 4.380 |  
            | 1.618 | 4.112 |  
            | 2.618 | 3.679 |  
            | 4.250 | 2.973 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 5.131 | 5.068 |  
                                | PP | 5.080 | 4.954 |  
                                | S1 | 5.030 | 4.840 |  |