NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-Jan-2014 | 28-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 5.153 | 4.900 | -0.253 | -4.9% | 4.236 |  
                        | High | 5.442 | 5.115 | -0.327 | -6.0% | 5.246 |  
                        | Low | 4.828 | 4.867 | 0.039 | 0.8% | 4.203 |  
                        | Close | 4.847 | 5.033 | 0.186 | 3.8% | 5.182 |  
                        | Range | 0.614 | 0.248 | -0.366 | -59.6% | 1.043 |  
                        | ATR | 0.225 | 0.228 | 0.003 | 1.4% | 0.000 |  
                        | Volume | 146,759 | 72,612 | -74,147 | -50.5% | 796,258 |  | 
    
| 
        
            | Daily Pivots for day following 28-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5.749 | 5.639 | 5.169 |  |  
                | R3 | 5.501 | 5.391 | 5.101 |  |  
                | R2 | 5.253 | 5.253 | 5.078 |  |  
                | R1 | 5.143 | 5.143 | 5.056 | 5.198 |  
                | PP | 5.005 | 5.005 | 5.005 | 5.033 |  
                | S1 | 4.895 | 4.895 | 5.010 | 4.950 |  
                | S2 | 4.757 | 4.757 | 4.988 |  |  
                | S3 | 4.509 | 4.647 | 4.965 |  |  
                | S4 | 4.261 | 4.399 | 4.897 |  |  | 
        
            | 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 | 4.433 | 1.009 | 20.0% | 0.376 | 7.5% | 59% | False | False | 172,847 |  
                | 10 | 5.442 | 4.203 | 1.239 | 24.6% | 0.263 | 5.2% | 67% | False | False | 171,498 |  
                | 20 | 5.442 | 3.953 | 1.489 | 29.6% | 0.212 | 4.2% | 73% | False | False | 152,544 |  
                | 40 | 5.442 | 3.880 | 1.562 | 31.0% | 0.161 | 3.2% | 74% | False | False | 111,802 |  
                | 60 | 5.442 | 3.476 | 1.966 | 39.1% | 0.138 | 2.7% | 79% | False | False | 82,208 |  
                | 80 | 5.442 | 3.476 | 1.966 | 39.1% | 0.124 | 2.5% | 79% | False | False | 65,100 |  
                | 100 | 5.442 | 3.476 | 1.966 | 39.1% | 0.115 | 2.3% | 79% | False | False | 53,831 |  
                | 120 | 5.442 | 3.476 | 1.966 | 39.1% | 0.108 | 2.1% | 79% | False | False | 45,641 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6.169 |  
            | 2.618 | 5.764 |  
            | 1.618 | 5.516 |  
            | 1.000 | 5.363 |  
            | 0.618 | 5.268 |  
            | HIGH | 5.115 |  
            | 0.618 | 5.020 |  
            | 0.500 | 4.991 |  
            | 0.382 | 4.962 |  
            | LOW | 4.867 |  
            | 0.618 | 4.714 |  
            | 1.000 | 4.619 |  
            | 1.618 | 4.466 |  
            | 2.618 | 4.218 |  
            | 4.250 | 3.813 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 5.019 | 5.128 |  
                                | PP | 5.005 | 5.096 |  
                                | S1 | 4.991 | 5.065 |  |