NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Aug-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Aug-2013 | 15-Aug-2013 | Change | Change % | Previous Week |  
                        | Open | 3.715 | 3.752 | 0.037 | 1.0% | 3.750 |  
                        | High | 3.782 | 3.836 | 0.054 | 1.4% | 3.764 |  
                        | Low | 3.710 | 3.736 | 0.026 | 0.7% | 3.570 |  
                        | Close | 3.761 | 3.832 | 0.071 | 1.9% | 3.667 |  
                        | Range | 0.072 | 0.100 | 0.028 | 38.9% | 0.194 |  
                        | ATR | 0.079 | 0.081 | 0.001 | 1.9% | 0.000 |  
                        | Volume | 5,030 | 5,691 | 661 | 13.1% | 18,576 |  | 
    
| 
        
            | Daily Pivots for day following 15-Aug-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.101 | 4.067 | 3.887 |  |  
                | R3 | 4.001 | 3.967 | 3.860 |  |  
                | R2 | 3.901 | 3.901 | 3.850 |  |  
                | R1 | 3.867 | 3.867 | 3.841 | 3.884 |  
                | PP | 3.801 | 3.801 | 3.801 | 3.810 |  
                | S1 | 3.767 | 3.767 | 3.823 | 3.784 |  
                | S2 | 3.701 | 3.701 | 3.814 |  |  
                | S3 | 3.601 | 3.667 | 3.805 |  |  
                | S4 | 3.501 | 3.567 | 3.777 |  |  | 
        
            | 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 | 3.836 | 3.654 | 0.182 | 4.7% | 0.075 | 2.0% | 98% | True | False | 5,293 |  
                | 10 | 3.836 | 3.570 | 0.266 | 6.9% | 0.075 | 2.0% | 98% | True | False | 4,405 |  
                | 20 | 4.090 | 3.570 | 0.520 | 13.6% | 0.068 | 1.8% | 50% | False | False | 3,974 |  
                | 40 | 4.231 | 3.570 | 0.661 | 17.2% | 0.074 | 1.9% | 40% | False | False | 3,517 |  
                | 60 | 4.593 | 3.570 | 1.023 | 26.7% | 0.070 | 1.8% | 26% | False | False | 3,254 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.261 |  
            | 2.618 | 4.098 |  
            | 1.618 | 3.998 |  
            | 1.000 | 3.936 |  
            | 0.618 | 3.898 |  
            | HIGH | 3.836 |  
            | 0.618 | 3.798 |  
            | 0.500 | 3.786 |  
            | 0.382 | 3.774 |  
            | LOW | 3.736 |  
            | 0.618 | 3.674 |  
            | 1.000 | 3.636 |  
            | 1.618 | 3.574 |  
            | 2.618 | 3.474 |  
            | 4.250 | 3.311 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Aug-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.817 | 3.812 |  
                                | PP | 3.801 | 3.791 |  
                                | S1 | 3.786 | 3.771 |  |