NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Aug-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Aug-2013 | 16-Aug-2013 | Change | Change % | Previous Week |  
                        | Open | 3.752 | 3.847 | 0.095 | 2.5% | 3.700 |  
                        | High | 3.836 | 3.847 | 0.011 | 0.3% | 3.847 |  
                        | Low | 3.736 | 3.783 | 0.047 | 1.3% | 3.694 |  
                        | Close | 3.832 | 3.787 | -0.045 | -1.2% | 3.787 |  
                        | Range | 0.100 | 0.064 | -0.036 | -36.0% | 0.153 |  
                        | ATR | 0.081 | 0.079 | -0.001 | -1.5% | 0.000 |  
                        | Volume | 5,691 | 3,202 | -2,489 | -43.7% | 23,587 |  | 
    
| 
        
            | Daily Pivots for day following 16-Aug-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.998 | 3.956 | 3.822 |  |  
                | R3 | 3.934 | 3.892 | 3.805 |  |  
                | R2 | 3.870 | 3.870 | 3.799 |  |  
                | R1 | 3.828 | 3.828 | 3.793 | 3.817 |  
                | PP | 3.806 | 3.806 | 3.806 | 3.800 |  
                | S1 | 3.764 | 3.764 | 3.781 | 3.753 |  
                | S2 | 3.742 | 3.742 | 3.775 |  |  
                | S3 | 3.678 | 3.700 | 3.769 |  |  
                | S4 | 3.614 | 3.636 | 3.752 |  |  | 
        
            | Weekly Pivots for week ending 16-Aug-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.235 | 4.164 | 3.871 |  |  
                | R3 | 4.082 | 4.011 | 3.829 |  |  
                | R2 | 3.929 | 3.929 | 3.815 |  |  
                | R1 | 3.858 | 3.858 | 3.801 | 3.894 |  
                | PP | 3.776 | 3.776 | 3.776 | 3.794 |  
                | S1 | 3.705 | 3.705 | 3.773 | 3.741 |  
                | S2 | 3.623 | 3.623 | 3.759 |  |  
                | S3 | 3.470 | 3.552 | 3.745 |  |  
                | S4 | 3.317 | 3.399 | 3.703 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3.847 | 3.694 | 0.153 | 4.0% | 0.072 | 1.9% | 61% | True | False | 4,717 |  
                | 10 | 3.847 | 3.570 | 0.277 | 7.3% | 0.076 | 2.0% | 78% | True | False | 4,216 |  
                | 20 | 4.083 | 3.570 | 0.513 | 13.5% | 0.070 | 1.8% | 42% | False | False | 3,764 |  
                | 40 | 4.204 | 3.570 | 0.634 | 16.7% | 0.074 | 2.0% | 34% | False | False | 3,568 |  
                | 60 | 4.593 | 3.570 | 1.023 | 27.0% | 0.071 | 1.9% | 21% | False | False | 3,253 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.119 |  
            | 2.618 | 4.015 |  
            | 1.618 | 3.951 |  
            | 1.000 | 3.911 |  
            | 0.618 | 3.887 |  
            | HIGH | 3.847 |  
            | 0.618 | 3.823 |  
            | 0.500 | 3.815 |  
            | 0.382 | 3.807 |  
            | LOW | 3.783 |  
            | 0.618 | 3.743 |  
            | 1.000 | 3.719 |  
            | 1.618 | 3.679 |  
            | 2.618 | 3.615 |  
            | 4.250 | 3.511 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Aug-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.815 | 3.784 |  
                                | PP | 3.806 | 3.781 |  
                                | S1 | 3.796 | 3.779 |  |