NYMEX Natural Gas Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Dec-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Dec-2013 | 10-Dec-2013 | Change | Change % | Previous Week |  
                        | Open | 4.148 | 4.240 | 0.092 | 2.2% | 3.911 |  
                        | High | 4.248 | 4.287 | 0.039 | 0.9% | 4.199 |  
                        | Low | 4.139 | 4.199 | 0.060 | 1.4% | 3.897 |  
                        | Close | 4.232 | 4.237 | 0.005 | 0.1% | 4.114 |  
                        | Range | 0.109 | 0.088 | -0.021 | -19.3% | 0.302 |  
                        | ATR | 0.101 | 0.100 | -0.001 | -0.9% | 0.000 |  
                        | Volume | 177,841 | 209,524 | 31,683 | 17.8% | 830,812 |  | 
    
| 
        
            | Daily Pivots for day following 10-Dec-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.505 | 4.459 | 4.285 |  |  
                | R3 | 4.417 | 4.371 | 4.261 |  |  
                | R2 | 4.329 | 4.329 | 4.253 |  |  
                | R1 | 4.283 | 4.283 | 4.245 | 4.262 |  
                | PP | 4.241 | 4.241 | 4.241 | 4.231 |  
                | S1 | 4.195 | 4.195 | 4.229 | 4.174 |  
                | S2 | 4.153 | 4.153 | 4.221 |  |  
                | S3 | 4.065 | 4.107 | 4.213 |  |  
                | S4 | 3.977 | 4.019 | 4.189 |  |  | 
        
            | Weekly Pivots for week ending 06-Dec-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.976 | 4.847 | 4.280 |  |  
                | R3 | 4.674 | 4.545 | 4.197 |  |  
                | R2 | 4.372 | 4.372 | 4.169 |  |  
                | R1 | 4.243 | 4.243 | 4.142 | 4.308 |  
                | PP | 4.070 | 4.070 | 4.070 | 4.102 |  
                | S1 | 3.941 | 3.941 | 4.086 | 4.006 |  
                | S2 | 3.768 | 3.768 | 4.059 |  |  
                | S3 | 3.466 | 3.639 | 4.031 |  |  
                | S4 | 3.164 | 3.337 | 3.948 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 4.287 | 3.951 | 0.336 | 7.9% | 0.111 | 2.6% | 85% | True | False | 191,653 |  
                | 10 | 4.287 | 3.786 | 0.501 | 11.8% | 0.099 | 2.3% | 90% | True | False | 154,970 |  
                | 20 | 4.287 | 3.543 | 0.744 | 17.6% | 0.100 | 2.4% | 93% | True | False | 119,925 |  
                | 40 | 4.287 | 3.465 | 0.822 | 19.4% | 0.096 | 2.3% | 94% | True | False | 86,370 |  
                | 60 | 4.287 | 3.465 | 0.822 | 19.4% | 0.091 | 2.1% | 94% | True | False | 74,574 |  
                | 80 | 4.287 | 3.465 | 0.822 | 19.4% | 0.089 | 2.1% | 94% | True | False | 62,365 |  
                | 100 | 4.287 | 3.465 | 0.822 | 19.4% | 0.087 | 2.1% | 94% | True | False | 54,710 |  
                | 120 | 4.287 | 3.465 | 0.822 | 19.4% | 0.089 | 2.1% | 94% | True | False | 48,679 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.661 |  
            | 2.618 | 4.517 |  
            | 1.618 | 4.429 |  
            | 1.000 | 4.375 |  
            | 0.618 | 4.341 |  
            | HIGH | 4.287 |  
            | 0.618 | 4.253 |  
            | 0.500 | 4.243 |  
            | 0.382 | 4.233 |  
            | LOW | 4.199 |  
            | 0.618 | 4.145 |  
            | 1.000 | 4.111 |  
            | 1.618 | 4.057 |  
            | 2.618 | 3.969 |  
            | 4.250 | 3.825 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Dec-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.243 | 4.223 |  
                                | PP | 4.241 | 4.209 |  
                                | S1 | 4.239 | 4.195 |  |