NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Aug-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Aug-2013 | 14-Aug-2013 | Change | Change % | Previous Week |  
                        | Open | 3.738 | 3.715 | -0.023 | -0.6% | 3.750 |  
                        | High | 3.750 | 3.782 | 0.032 | 0.9% | 3.764 |  
                        | Low | 3.706 | 3.710 | 0.004 | 0.1% | 3.570 |  
                        | Close | 3.718 | 3.761 | 0.043 | 1.2% | 3.667 |  
                        | Range | 0.044 | 0.072 | 0.028 | 63.6% | 0.194 |  
                        | ATR | 0.080 | 0.079 | -0.001 | -0.7% | 0.000 |  
                        | Volume | 7,037 | 5,030 | -2,007 | -28.5% | 18,576 |  | 
    
| 
        
            | Daily Pivots for day following 14-Aug-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.967 | 3.936 | 3.801 |  |  
                | R3 | 3.895 | 3.864 | 3.781 |  |  
                | R2 | 3.823 | 3.823 | 3.774 |  |  
                | R1 | 3.792 | 3.792 | 3.768 | 3.808 |  
                | PP | 3.751 | 3.751 | 3.751 | 3.759 |  
                | S1 | 3.720 | 3.720 | 3.754 | 3.736 |  
                | S2 | 3.679 | 3.679 | 3.748 |  |  
                | S3 | 3.607 | 3.648 | 3.741 |  |  
                | S4 | 3.535 | 3.576 | 3.721 |  |  | 
        
            | 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 | 3.782 | 3.570 | 0.212 | 5.6% | 0.089 | 2.4% | 90% | True | False | 5,144 |  
                | 10 | 3.856 | 3.570 | 0.286 | 7.6% | 0.074 | 2.0% | 67% | False | False | 4,009 |  
                | 20 | 4.130 | 3.570 | 0.560 | 14.9% | 0.071 | 1.9% | 34% | False | False | 3,940 |  
                | 40 | 4.282 | 3.570 | 0.712 | 18.9% | 0.073 | 1.9% | 27% | False | False | 3,413 |  
                | 60 | 4.593 | 3.570 | 1.023 | 27.2% | 0.069 | 1.8% | 19% | False | False | 3,207 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.088 |  
            | 2.618 | 3.970 |  
            | 1.618 | 3.898 |  
            | 1.000 | 3.854 |  
            | 0.618 | 3.826 |  
            | HIGH | 3.782 |  
            | 0.618 | 3.754 |  
            | 0.500 | 3.746 |  
            | 0.382 | 3.738 |  
            | LOW | 3.710 |  
            | 0.618 | 3.666 |  
            | 1.000 | 3.638 |  
            | 1.618 | 3.594 |  
            | 2.618 | 3.522 |  
            | 4.250 | 3.404 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Aug-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.756 | 3.753 |  
                                | PP | 3.751 | 3.746 |  
                                | S1 | 3.746 | 3.738 |  |