NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Aug-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Aug-2013 | 27-Aug-2013 | Change | Change % | Previous Week |  
                        | Open | 3.930 | 3.921 | -0.009 | -0.2% | 3.832 |  
                        | High | 3.948 | 3.945 | -0.003 | -0.1% | 3.956 |  
                        | Low | 3.900 | 3.860 | -0.040 | -1.0% | 3.832 |  
                        | Close | 3.922 | 3.938 | 0.016 | 0.4% | 3.899 |  
                        | Range | 0.048 | 0.085 | 0.037 | 77.1% | 0.124 |  
                        | ATR | 0.073 | 0.073 | 0.001 | 1.2% | 0.000 |  
                        | Volume | 1,962 | 3,754 | 1,792 | 91.3% | 19,188 |  | 
    
| 
        
            | Daily Pivots for day following 27-Aug-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.169 | 4.139 | 3.985 |  |  
                | R3 | 4.084 | 4.054 | 3.961 |  |  
                | R2 | 3.999 | 3.999 | 3.954 |  |  
                | R1 | 3.969 | 3.969 | 3.946 | 3.984 |  
                | PP | 3.914 | 3.914 | 3.914 | 3.922 |  
                | S1 | 3.884 | 3.884 | 3.930 | 3.899 |  
                | S2 | 3.829 | 3.829 | 3.922 |  |  
                | S3 | 3.744 | 3.799 | 3.915 |  |  
                | S4 | 3.659 | 3.714 | 3.891 |  |  | 
        
            | 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 | 3.860 | 0.096 | 2.4% | 0.055 | 1.4% | 81% | False | True | 3,321 |  
                | 10 | 3.956 | 3.710 | 0.246 | 6.2% | 0.062 | 1.6% | 93% | False | False | 3,882 |  
                | 20 | 3.956 | 3.570 | 0.386 | 9.8% | 0.067 | 1.7% | 95% | False | False | 3,841 |  
                | 40 | 4.130 | 3.570 | 0.560 | 14.2% | 0.070 | 1.8% | 66% | False | False | 3,640 |  
                | 60 | 4.326 | 3.570 | 0.756 | 19.2% | 0.069 | 1.8% | 49% | False | False | 3,364 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.306 |  
            | 2.618 | 4.168 |  
            | 1.618 | 4.083 |  
            | 1.000 | 4.030 |  
            | 0.618 | 3.998 |  
            | HIGH | 3.945 |  
            | 0.618 | 3.913 |  
            | 0.500 | 3.903 |  
            | 0.382 | 3.892 |  
            | LOW | 3.860 |  
            | 0.618 | 3.807 |  
            | 1.000 | 3.775 |  
            | 1.618 | 3.722 |  
            | 2.618 | 3.637 |  
            | 4.250 | 3.499 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Aug-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.926 | 3.928 |  
                                | PP | 3.914 | 3.917 |  
                                | S1 | 3.903 | 3.907 |  |