NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 24-Jan-2014 | 27-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 4.835 | 5.153 | 0.318 | 6.6% | 4.236 |  
                        | High | 5.246 | 5.442 | 0.196 | 3.7% | 5.246 |  
                        | Low | 4.813 | 4.828 | 0.015 | 0.3% | 4.203 |  
                        | Close | 5.182 | 4.847 | -0.335 | -6.5% | 5.182 |  
                        | Range | 0.433 | 0.614 | 0.181 | 41.8% | 1.043 |  
                        | ATR | 0.195 | 0.225 | 0.030 | 15.4% | 0.000 |  
                        | Volume | 231,256 | 146,759 | -84,497 | -36.5% | 796,258 |  | 
    
| 
        
            | Daily Pivots for day following 27-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6.881 | 6.478 | 5.185 |  |  
                | R3 | 6.267 | 5.864 | 5.016 |  |  
                | R2 | 5.653 | 5.653 | 4.960 |  |  
                | R1 | 5.250 | 5.250 | 4.903 | 5.145 |  
                | PP | 5.039 | 5.039 | 5.039 | 4.986 |  
                | S1 | 4.636 | 4.636 | 4.791 | 4.531 |  
                | S2 | 4.425 | 4.425 | 4.734 |  |  
                | S3 | 3.811 | 4.022 | 4.678 |  |  
                | S4 | 3.197 | 3.408 | 4.509 |  |  | 
        
            | 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 | 5.442 | 4.203 | 1.239 | 25.6% | 0.381 | 7.9% | 52% | True | False | 188,603 |  
                | 10 | 5.442 | 4.118 | 1.324 | 27.3% | 0.258 | 5.3% | 55% | True | False | 181,968 |  
                | 20 | 5.442 | 3.953 | 1.489 | 30.7% | 0.207 | 4.3% | 60% | True | False | 154,760 |  
                | 40 | 5.442 | 3.839 | 1.603 | 33.1% | 0.157 | 3.2% | 63% | True | False | 110,733 |  
                | 60 | 5.442 | 3.476 | 1.966 | 40.6% | 0.135 | 2.8% | 70% | True | False | 81,244 |  
                | 80 | 5.442 | 3.476 | 1.966 | 40.6% | 0.122 | 2.5% | 70% | True | False | 64,337 |  
                | 100 | 5.442 | 3.476 | 1.966 | 40.6% | 0.113 | 2.3% | 70% | True | False | 53,168 |  
                | 120 | 5.442 | 3.476 | 1.966 | 40.6% | 0.106 | 2.2% | 70% | True | False | 45,062 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 8.052 |  
            | 2.618 | 7.049 |  
            | 1.618 | 6.435 |  
            | 1.000 | 6.056 |  
            | 0.618 | 5.821 |  
            | HIGH | 5.442 |  
            | 0.618 | 5.207 |  
            | 0.500 | 5.135 |  
            | 0.382 | 5.063 |  
            | LOW | 4.828 |  
            | 0.618 | 4.449 |  
            | 1.000 | 4.214 |  
            | 1.618 | 3.835 |  
            | 2.618 | 3.221 |  
            | 4.250 | 2.219 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 5.135 | 5.048 |  
                                | PP | 5.039 | 4.981 |  
                                | S1 | 4.943 | 4.914 |  |