NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Aug-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Aug-2013 | 22-Aug-2013 | Change | Change % | Previous Week |  
                        | Open | 3.895 | 3.895 | 0.000 | 0.0% | 3.700 |  
                        | High | 3.903 | 3.956 | 0.053 | 1.4% | 3.847 |  
                        | Low | 3.883 | 3.895 | 0.012 | 0.3% | 3.694 |  
                        | Close | 3.884 | 3.952 | 0.068 | 1.8% | 3.787 |  
                        | Range | 0.020 | 0.061 | 0.041 | 205.0% | 0.153 |  
                        | ATR | 0.076 | 0.075 | 0.000 | -0.3% | 0.000 |  
                        | Volume | 3,151 | 3,230 | 79 | 2.5% | 23,587 |  | 
    
| 
        
            | Daily Pivots for day following 22-Aug-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.117 | 4.096 | 3.986 |  |  
                | R3 | 4.056 | 4.035 | 3.969 |  |  
                | R2 | 3.995 | 3.995 | 3.963 |  |  
                | R1 | 3.974 | 3.974 | 3.958 | 3.985 |  
                | PP | 3.934 | 3.934 | 3.934 | 3.940 |  
                | S1 | 3.913 | 3.913 | 3.946 | 3.924 |  
                | S2 | 3.873 | 3.873 | 3.941 |  |  
                | S3 | 3.812 | 3.852 | 3.935 |  |  
                | S4 | 3.751 | 3.791 | 3.918 |  |  | 
        
            | 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 | 3.956 | 3.783 | 0.173 | 4.4% | 0.051 | 1.3% | 98% | True | False | 3,576 |  
                | 10 | 3.956 | 3.654 | 0.302 | 7.6% | 0.063 | 1.6% | 99% | True | False | 4,434 |  
                | 20 | 3.961 | 3.570 | 0.391 | 9.9% | 0.067 | 1.7% | 98% | False | False | 3,944 |  
                | 40 | 4.130 | 3.570 | 0.560 | 14.2% | 0.072 | 1.8% | 68% | False | False | 3,695 |  
                | 60 | 4.450 | 3.570 | 0.880 | 22.3% | 0.070 | 1.8% | 43% | False | False | 3,338 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.215 |  
            | 2.618 | 4.116 |  
            | 1.618 | 4.055 |  
            | 1.000 | 4.017 |  
            | 0.618 | 3.994 |  
            | HIGH | 3.956 |  
            | 0.618 | 3.933 |  
            | 0.500 | 3.926 |  
            | 0.382 | 3.918 |  
            | LOW | 3.895 |  
            | 0.618 | 3.857 |  
            | 1.000 | 3.834 |  
            | 1.618 | 3.796 |  
            | 2.618 | 3.735 |  
            | 4.250 | 3.636 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Aug-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.943 | 3.938 |  
                                | PP | 3.934 | 3.924 |  
                                | S1 | 3.926 | 3.910 |  |