NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Sep-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-Sep-2013 | 05-Sep-2013 | Change | Change % | Previous Week |  
                        | Open | 3.991 | 3.991 | 0.000 | 0.0% | 3.930 |  
                        | High | 4.006 | 4.022 | 0.016 | 0.4% | 3.994 |  
                        | Low | 3.960 | 3.905 | -0.055 | -1.4% | 3.860 |  
                        | Close | 3.991 | 3.912 | -0.079 | -2.0% | 3.928 |  
                        | Range | 0.046 | 0.117 | 0.071 | 154.3% | 0.134 |  
                        | ATR | 0.077 | 0.080 | 0.003 | 3.7% | 0.000 |  
                        | Volume | 6,403 | 4,491 | -1,912 | -29.9% | 23,278 |  | 
    
| 
        
            | Daily Pivots for day following 05-Sep-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.297 | 4.222 | 3.976 |  |  
                | R3 | 4.180 | 4.105 | 3.944 |  |  
                | R2 | 4.063 | 4.063 | 3.933 |  |  
                | R1 | 3.988 | 3.988 | 3.923 | 3.967 |  
                | PP | 3.946 | 3.946 | 3.946 | 3.936 |  
                | S1 | 3.871 | 3.871 | 3.901 | 3.850 |  
                | S2 | 3.829 | 3.829 | 3.891 |  |  
                | S3 | 3.712 | 3.754 | 3.880 |  |  
                | S4 | 3.595 | 3.637 | 3.848 |  |  | 
        
            | 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 | 3.9% | 0.083 | 2.1% | 26% | False | False | 6,513 |  
                | 10 | 4.025 | 3.860 | 0.165 | 4.2% | 0.078 | 2.0% | 32% | False | False | 5,086 |  
                | 20 | 4.025 | 3.570 | 0.455 | 11.6% | 0.076 | 1.9% | 75% | False | False | 4,846 |  
                | 40 | 4.130 | 3.570 | 0.560 | 14.3% | 0.072 | 1.8% | 61% | False | False | 4,072 |  
                | 60 | 4.282 | 3.570 | 0.712 | 18.2% | 0.072 | 1.8% | 48% | False | False | 3,715 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.519 |  
            | 2.618 | 4.328 |  
            | 1.618 | 4.211 |  
            | 1.000 | 4.139 |  
            | 0.618 | 4.094 |  
            | HIGH | 4.022 |  
            | 0.618 | 3.977 |  
            | 0.500 | 3.964 |  
            | 0.382 | 3.950 |  
            | LOW | 3.905 |  
            | 0.618 | 3.833 |  
            | 1.000 | 3.788 |  
            | 1.618 | 3.716 |  
            | 2.618 | 3.599 |  
            | 4.250 | 3.408 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 05-Sep-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.964 | 3.965 |  
                                | PP | 3.946 | 3.947 |  
                                | S1 | 3.929 | 3.930 |  |