NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Aug-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Aug-2013 | 12-Aug-2013 | Change | Change % | Previous Week |  
                        | Open | 3.734 | 3.700 | -0.034 | -0.9% | 3.750 |  
                        | High | 3.734 | 3.773 | 0.039 | 1.0% | 3.764 |  
                        | Low | 3.654 | 3.694 | 0.040 | 1.1% | 3.570 |  
                        | Close | 3.667 | 3.738 | 0.071 | 1.9% | 3.667 |  
                        | Range | 0.080 | 0.079 | -0.001 | -1.3% | 0.194 |  
                        | ATR | 0.081 | 0.082 | 0.002 | 2.3% | 0.000 |  
                        | Volume | 6,084 | 2,627 | -3,457 | -56.8% | 18,576 |  | 
    
| 
        
            | Daily Pivots for day following 12-Aug-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.972 | 3.934 | 3.781 |  |  
                | R3 | 3.893 | 3.855 | 3.760 |  |  
                | R2 | 3.814 | 3.814 | 3.752 |  |  
                | R1 | 3.776 | 3.776 | 3.745 | 3.795 |  
                | PP | 3.735 | 3.735 | 3.735 | 3.745 |  
                | S1 | 3.697 | 3.697 | 3.731 | 3.716 |  
                | S2 | 3.656 | 3.656 | 3.724 |  |  
                | S3 | 3.577 | 3.618 | 3.716 |  |  
                | S4 | 3.498 | 3.539 | 3.695 |  |  | 
        
            | Weekly Pivots for week ending 09-Aug-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.249 | 4.152 | 3.774 |  |  
                | R3 | 4.055 | 3.958 | 3.720 |  |  
                | R2 | 3.861 | 3.861 | 3.703 |  |  
                | R1 | 3.764 | 3.764 | 3.685 | 3.716 |  
                | PP | 3.667 | 3.667 | 3.667 | 3.643 |  
                | S1 | 3.570 | 3.570 | 3.649 | 3.522 |  
                | S2 | 3.473 | 3.473 | 3.631 |  |  
                | S3 | 3.279 | 3.376 | 3.614 |  |  
                | S4 | 3.085 | 3.182 | 3.560 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3.773 | 3.570 | 0.203 | 5.4% | 0.088 | 2.4% | 83% | True | False | 3,639 |  
                | 10 | 3.871 | 3.570 | 0.301 | 8.1% | 0.073 | 1.9% | 56% | False | False | 3,759 |  
                | 20 | 4.130 | 3.570 | 0.560 | 15.0% | 0.071 | 1.9% | 30% | False | False | 3,593 |  
                | 40 | 4.282 | 3.570 | 0.712 | 19.0% | 0.072 | 1.9% | 24% | False | False | 3,216 |  
                | 60 | 4.593 | 3.570 | 1.023 | 27.4% | 0.069 | 1.9% | 16% | False | False | 3,132 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.109 |  
            | 2.618 | 3.980 |  
            | 1.618 | 3.901 |  
            | 1.000 | 3.852 |  
            | 0.618 | 3.822 |  
            | HIGH | 3.773 |  
            | 0.618 | 3.743 |  
            | 0.500 | 3.734 |  
            | 0.382 | 3.724 |  
            | LOW | 3.694 |  
            | 0.618 | 3.645 |  
            | 1.000 | 3.615 |  
            | 1.618 | 3.566 |  
            | 2.618 | 3.487 |  
            | 4.250 | 3.358 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Aug-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.737 | 3.716 |  
                                | PP | 3.735 | 3.694 |  
                                | S1 | 3.734 | 3.672 |  |