NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Sep-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 30-Aug-2013 | 03-Sep-2013 | Change | Change % | Previous Week |  
                        | Open | 3.970 | 4.007 | 0.037 | 0.9% | 3.930 |  
                        | High | 3.994 | 4.025 | 0.031 | 0.8% | 3.994 |  
                        | Low | 3.916 | 3.962 | 0.046 | 1.2% | 3.860 |  
                        | Close | 3.928 | 3.983 | 0.055 | 1.4% | 3.928 |  
                        | Range | 0.078 | 0.063 | -0.015 | -19.2% | 0.134 |  
                        | ATR | 0.078 | 0.079 | 0.001 | 1.7% | 0.000 |  
                        | Volume | 8,948 | 8,948 | 0 | 0.0% | 23,278 |  | 
    
| 
        
            | Daily Pivots for day following 03-Sep-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.179 | 4.144 | 4.018 |  |  
                | R3 | 4.116 | 4.081 | 4.000 |  |  
                | R2 | 4.053 | 4.053 | 3.995 |  |  
                | R1 | 4.018 | 4.018 | 3.989 | 4.004 |  
                | PP | 3.990 | 3.990 | 3.990 | 3.983 |  
                | S1 | 3.955 | 3.955 | 3.977 | 3.941 |  
                | S2 | 3.927 | 3.927 | 3.971 |  |  
                | S3 | 3.864 | 3.892 | 3.966 |  |  
                | S4 | 3.801 | 3.829 | 3.948 |  |  | 
        
            | Weekly Pivots for week ending 30-Aug-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.329 | 4.263 | 4.002 |  |  
                | R3 | 4.195 | 4.129 | 3.965 |  |  
                | R2 | 4.061 | 4.061 | 3.953 |  |  
                | R1 | 3.995 | 3.995 | 3.940 | 3.961 |  
                | PP | 3.927 | 3.927 | 3.927 | 3.911 |  
                | S1 | 3.861 | 3.861 | 3.916 | 3.827 |  
                | S2 | 3.793 | 3.793 | 3.903 |  |  
                | S3 | 3.659 | 3.727 | 3.891 |  |  
                | S4 | 3.525 | 3.593 | 3.854 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 4.025 | 3.860 | 0.165 | 4.1% | 0.088 | 2.2% | 75% | True | False | 6,052 |  
                | 10 | 4.025 | 3.860 | 0.165 | 4.1% | 0.067 | 1.7% | 75% | True | False | 4,802 |  
                | 20 | 4.025 | 3.570 | 0.455 | 11.4% | 0.073 | 1.8% | 91% | True | False | 4,528 |  
                | 40 | 4.130 | 3.570 | 0.560 | 14.1% | 0.071 | 1.8% | 74% | False | False | 4,009 |  
                | 60 | 4.282 | 3.570 | 0.712 | 17.9% | 0.072 | 1.8% | 58% | False | False | 3,641 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.293 |  
            | 2.618 | 4.190 |  
            | 1.618 | 4.127 |  
            | 1.000 | 4.088 |  
            | 0.618 | 4.064 |  
            | HIGH | 4.025 |  
            | 0.618 | 4.001 |  
            | 0.500 | 3.994 |  
            | 0.382 | 3.986 |  
            | LOW | 3.962 |  
            | 0.618 | 3.923 |  
            | 1.000 | 3.899 |  
            | 1.618 | 3.860 |  
            | 2.618 | 3.797 |  
            | 4.250 | 3.694 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Sep-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.994 | 3.972 |  
                                | PP | 3.990 | 3.960 |  
                                | S1 | 3.987 | 3.949 |  |