NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Aug-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-Aug-2013 | 28-Aug-2013 | Change | Change % | Previous Week |  
                        | Open | 3.921 | 3.980 | 0.059 | 1.5% | 3.832 |  
                        | High | 3.945 | 3.990 | 0.045 | 1.1% | 3.956 |  
                        | Low | 3.860 | 3.885 | 0.025 | 0.6% | 3.832 |  
                        | Close | 3.938 | 3.936 | -0.002 | -0.1% | 3.899 |  
                        | Range | 0.085 | 0.105 | 0.020 | 23.5% | 0.124 |  
                        | ATR | 0.073 | 0.076 | 0.002 | 3.1% | 0.000 |  
                        | Volume | 3,754 | 4,839 | 1,085 | 28.9% | 19,188 |  | 
    
| 
        
            | Daily Pivots for day following 28-Aug-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.252 | 4.199 | 3.994 |  |  
                | R3 | 4.147 | 4.094 | 3.965 |  |  
                | R2 | 4.042 | 4.042 | 3.955 |  |  
                | R1 | 3.989 | 3.989 | 3.946 | 3.963 |  
                | PP | 3.937 | 3.937 | 3.937 | 3.924 |  
                | S1 | 3.884 | 3.884 | 3.926 | 3.858 |  
                | S2 | 3.832 | 3.832 | 3.917 |  |  
                | S3 | 3.727 | 3.779 | 3.907 |  |  
                | S4 | 3.622 | 3.674 | 3.878 |  |  | 
        
            | 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 | 3.990 | 3.860 | 0.130 | 3.3% | 0.072 | 1.8% | 58% | True | False | 3,659 |  
                | 10 | 3.990 | 3.736 | 0.254 | 6.5% | 0.065 | 1.7% | 79% | True | False | 3,863 |  
                | 20 | 3.990 | 3.570 | 0.420 | 10.7% | 0.070 | 1.8% | 87% | True | False | 3,936 |  
                | 40 | 4.130 | 3.570 | 0.560 | 14.2% | 0.071 | 1.8% | 65% | False | False | 3,670 |  
                | 60 | 4.326 | 3.570 | 0.756 | 19.2% | 0.071 | 1.8% | 48% | False | False | 3,419 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.436 |  
            | 2.618 | 4.265 |  
            | 1.618 | 4.160 |  
            | 1.000 | 4.095 |  
            | 0.618 | 4.055 |  
            | HIGH | 3.990 |  
            | 0.618 | 3.950 |  
            | 0.500 | 3.938 |  
            | 0.382 | 3.925 |  
            | LOW | 3.885 |  
            | 0.618 | 3.820 |  
            | 1.000 | 3.780 |  
            | 1.618 | 3.715 |  
            | 2.618 | 3.610 |  
            | 4.250 | 3.439 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Aug-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.938 | 3.932 |  
                                | PP | 3.937 | 3.929 |  
                                | S1 | 3.937 | 3.925 |  |