NYMEX Natural Gas Future March 2014

Trading Metrics calculated at close of trading on 26-Dec-2013

Day Change Summary
	Previous	Current
	24-Dec-2013	26-Dec-2013	Change	Change %	Previous Week
Open	4.516	4.485	-0.031	-0.7%	4.265
High	4.524	4.485	-0.039	-0.9%	4.509
Low	4.410	4.383	-0.027	-0.6%	4.184
Close	4.442	4.441	-0.001	0.0%	4.453
Range	0.114	0.102	-0.012	-10.5%	0.325
ATR	0.106	0.106	0.000	-0.3%	0.000
Volume	40,904	17,196	-23,708	-58.0%	319,090

Daily Pivots for day following 26-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.742	4.694	4.497
R3	4.640	4.592	4.469
R2	4.538	4.538	4.460
R1	4.490	4.490	4.450	4.463
PP	4.436	4.436	4.436	4.423
S1	4.388	4.388	4.432	4.361
S2	4.334	4.334	4.422
S3	4.232	4.286	4.413
S4	4.130	4.184	4.385

Weekly Pivots for week ending 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	5.357	5.230	4.632
R3	5.032	4.905	4.542
R2	4.707	4.707	4.513
R1	4.580	4.580	4.483	4.644
PP	4.382	4.382	4.382	4.414
S1	4.255	4.255	4.423	4.319
S2	4.057	4.057	4.393
S3	3.732	3.930	4.364
S4	3.407	3.605	4.274

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.550	4.276	0.274	6.2%	0.113	2.5%	60%	False	False	50,229
10	4.550	4.184	0.366	8.2%	0.110	2.5%	70%	False	False	71,349
20	4.550	3.836	0.714	16.1%	0.102	2.3%	85%	False	False	64,683
40	4.550	3.469	1.081	24.3%	0.094	2.1%	90%	False	False	44,574
60	4.550	3.469	1.081	24.3%	0.088	2.0%	90%	False	False	35,464
80	4.550	3.469	1.081	24.3%	0.086	1.9%	90%	False	False	29,839
100	4.550	3.469	1.081	24.3%	0.084	1.9%	90%	False	False	25,648
120	4.550	3.469	1.081	24.3%	0.082	1.8%	90%	False	False	22,695

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.919
2.618	4.752
1.618	4.650
1.000	4.587
0.618	4.548
HIGH	4.485
0.618	4.446
0.500	4.434
0.382	4.422
LOW	4.383
0.618	4.320
1.000	4.281
1.618	4.218
2.618	4.116
4.250	3.950

Fisher Pivots for day following 26-Dec-2013
Pivot	1 day	3 day
R1	4.439	4.467
PP	4.436	4.458
S1	4.434	4.450

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These figures are updated between 7pm and 10pm EST after a trading day.

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