NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Sep-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Sep-2013 | 04-Sep-2013 | Change | Change % | Previous Week |  
                        | Open | 4.007 | 3.991 | -0.016 | -0.4% | 3.930 |  
                        | High | 4.025 | 4.006 | -0.019 | -0.5% | 3.994 |  
                        | Low | 3.962 | 3.960 | -0.002 | -0.1% | 3.860 |  
                        | Close | 3.983 | 3.991 | 0.008 | 0.2% | 3.928 |  
                        | Range | 0.063 | 0.046 | -0.017 | -27.0% | 0.134 |  
                        | ATR | 0.079 | 0.077 | -0.002 | -3.0% | 0.000 |  
                        | Volume | 8,948 | 6,403 | -2,545 | -28.4% | 23,278 |  | 
    
| 
        
            | Daily Pivots for day following 04-Sep-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.124 | 4.103 | 4.016 |  |  
                | R3 | 4.078 | 4.057 | 4.004 |  |  
                | R2 | 4.032 | 4.032 | 3.999 |  |  
                | R1 | 4.011 | 4.011 | 3.995 | 4.014 |  
                | PP | 3.986 | 3.986 | 3.986 | 3.987 |  
                | S1 | 3.965 | 3.965 | 3.987 | 3.968 |  
                | S2 | 3.940 | 3.940 | 3.983 |  |  
                | S3 | 3.894 | 3.919 | 3.978 |  |  
                | S4 | 3.848 | 3.873 | 3.966 |  |  | 
        
            | 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 | 3.873 | 0.152 | 3.8% | 0.080 | 2.0% | 78% | False | False | 6,582 |  
                | 10 | 4.025 | 3.860 | 0.165 | 4.1% | 0.068 | 1.7% | 79% | False | False | 4,952 |  
                | 20 | 4.025 | 3.570 | 0.455 | 11.4% | 0.074 | 1.8% | 93% | False | False | 4,690 |  
                | 40 | 4.130 | 3.570 | 0.560 | 14.0% | 0.071 | 1.8% | 75% | False | False | 4,035 |  
                | 60 | 4.282 | 3.570 | 0.712 | 17.8% | 0.071 | 1.8% | 59% | False | False | 3,708 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.202 |  
            | 2.618 | 4.126 |  
            | 1.618 | 4.080 |  
            | 1.000 | 4.052 |  
            | 0.618 | 4.034 |  
            | HIGH | 4.006 |  
            | 0.618 | 3.988 |  
            | 0.500 | 3.983 |  
            | 0.382 | 3.978 |  
            | LOW | 3.960 |  
            | 0.618 | 3.932 |  
            | 1.000 | 3.914 |  
            | 1.618 | 3.886 |  
            | 2.618 | 3.840 |  
            | 4.250 | 3.765 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-Sep-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.988 | 3.984 |  
                                | PP | 3.986 | 3.977 |  
                                | S1 | 3.983 | 3.971 |  |