NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Aug-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 22-Aug-2013 | 23-Aug-2013 | Change | Change % | Previous Week |  
                        | Open | 3.895 | 3.954 | 0.059 | 1.5% | 3.832 |  
                        | High | 3.956 | 3.954 | -0.002 | -0.1% | 3.956 |  
                        | Low | 3.895 | 3.891 | -0.004 | -0.1% | 3.832 |  
                        | Close | 3.952 | 3.899 | -0.053 | -1.3% | 3.899 |  
                        | Range | 0.061 | 0.063 | 0.002 | 3.3% | 0.124 |  
                        | ATR | 0.075 | 0.074 | -0.001 | -1.2% | 0.000 |  
                        | Volume | 3,230 | 4,510 | 1,280 | 39.6% | 19,188 |  | 
    
| 
        
            | Daily Pivots for day following 23-Aug-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.104 | 4.064 | 3.934 |  |  
                | R3 | 4.041 | 4.001 | 3.916 |  |  
                | R2 | 3.978 | 3.978 | 3.911 |  |  
                | R1 | 3.938 | 3.938 | 3.905 | 3.927 |  
                | PP | 3.915 | 3.915 | 3.915 | 3.909 |  
                | S1 | 3.875 | 3.875 | 3.893 | 3.864 |  
                | S2 | 3.852 | 3.852 | 3.887 |  |  
                | S3 | 3.789 | 3.812 | 3.882 |  |  
                | S4 | 3.726 | 3.749 | 3.864 |  |  | 
        
            | Weekly Pivots for week ending 23-Aug-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.268 | 4.207 | 3.967 |  |  
                | R3 | 4.144 | 4.083 | 3.933 |  |  
                | R2 | 4.020 | 4.020 | 3.922 |  |  
                | R1 | 3.959 | 3.959 | 3.910 | 3.990 |  
                | PP | 3.896 | 3.896 | 3.896 | 3.911 |  
                | S1 | 3.835 | 3.835 | 3.888 | 3.866 |  
                | S2 | 3.772 | 3.772 | 3.876 |  |  
                | S3 | 3.648 | 3.711 | 3.865 |  |  
                | S4 | 3.524 | 3.587 | 3.831 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3.956 | 3.832 | 0.124 | 3.2% | 0.050 | 1.3% | 54% | False | False | 3,837 |  
                | 10 | 3.956 | 3.694 | 0.262 | 6.7% | 0.061 | 1.6% | 78% | False | False | 4,277 |  
                | 20 | 3.956 | 3.570 | 0.386 | 9.9% | 0.067 | 1.7% | 85% | False | False | 4,049 |  
                | 40 | 4.130 | 3.570 | 0.560 | 14.4% | 0.069 | 1.8% | 59% | False | False | 3,737 |  
                | 60 | 4.360 | 3.570 | 0.790 | 20.3% | 0.069 | 1.8% | 42% | False | False | 3,379 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.222 |  
            | 2.618 | 4.119 |  
            | 1.618 | 4.056 |  
            | 1.000 | 4.017 |  
            | 0.618 | 3.993 |  
            | HIGH | 3.954 |  
            | 0.618 | 3.930 |  
            | 0.500 | 3.923 |  
            | 0.382 | 3.915 |  
            | LOW | 3.891 |  
            | 0.618 | 3.852 |  
            | 1.000 | 3.828 |  
            | 1.618 | 3.789 |  
            | 2.618 | 3.726 |  
            | 4.250 | 3.623 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 23-Aug-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.923 | 3.920 |  
                                | PP | 3.915 | 3.913 |  
                                | S1 | 3.907 | 3.906 |  |