NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Aug-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-Aug-2013 | 20-Aug-2013 | Change | Change % | Previous Week |  
                        | Open | 3.832 | 3.885 | 0.053 | 1.4% | 3.700 |  
                        | High | 3.902 | 3.902 | 0.000 | 0.0% | 3.847 |  
                        | Low | 3.832 | 3.864 | 0.032 | 0.8% | 3.694 |  
                        | Close | 3.876 | 3.870 | -0.006 | -0.2% | 3.787 |  
                        | Range | 0.070 | 0.038 | -0.032 | -45.7% | 0.153 |  
                        | ATR | 0.082 | 0.079 | -0.003 | -3.8% | 0.000 |  
                        | Volume | 3,390 | 4,907 | 1,517 | 44.7% | 23,587 |  | 
    
| 
        
            | Daily Pivots for day following 20-Aug-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.993 | 3.969 | 3.891 |  |  
                | R3 | 3.955 | 3.931 | 3.880 |  |  
                | R2 | 3.917 | 3.917 | 3.877 |  |  
                | R1 | 3.893 | 3.893 | 3.873 | 3.886 |  
                | PP | 3.879 | 3.879 | 3.879 | 3.875 |  
                | S1 | 3.855 | 3.855 | 3.867 | 3.848 |  
                | S2 | 3.841 | 3.841 | 3.863 |  |  
                | S3 | 3.803 | 3.817 | 3.860 |  |  
                | S4 | 3.765 | 3.779 | 3.849 |  |  | 
        
            | 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 | 3.902 | 3.710 | 0.192 | 5.0% | 0.069 | 1.8% | 83% | True | False | 4,444 |  
                | 10 | 3.902 | 3.570 | 0.332 | 8.6% | 0.079 | 2.0% | 90% | True | False | 4,429 |  
                | 20 | 4.083 | 3.570 | 0.513 | 13.3% | 0.069 | 1.8% | 58% | False | False | 3,847 |  
                | 40 | 4.130 | 3.570 | 0.560 | 14.5% | 0.073 | 1.9% | 54% | False | False | 3,691 |  
                | 60 | 4.537 | 3.570 | 0.967 | 25.0% | 0.071 | 1.8% | 31% | False | False | 3,292 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.064 |  
            | 2.618 | 4.001 |  
            | 1.618 | 3.963 |  
            | 1.000 | 3.940 |  
            | 0.618 | 3.925 |  
            | HIGH | 3.902 |  
            | 0.618 | 3.887 |  
            | 0.500 | 3.883 |  
            | 0.382 | 3.879 |  
            | LOW | 3.864 |  
            | 0.618 | 3.841 |  
            | 1.000 | 3.826 |  
            | 1.618 | 3.803 |  
            | 2.618 | 3.765 |  
            | 4.250 | 3.703 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Aug-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.883 | 3.861 |  
                                | PP | 3.879 | 3.852 |  
                                | S1 | 3.874 | 3.843 |  |