NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Sep-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 05-Sep-2013 | 06-Sep-2013 | Change | Change % | Previous Week |  
                        | Open | 3.991 | 3.899 | -0.092 | -2.3% | 4.007 |  
                        | High | 4.022 | 3.929 | -0.093 | -2.3% | 4.025 |  
                        | Low | 3.905 | 3.860 | -0.045 | -1.2% | 3.860 |  
                        | Close | 3.912 | 3.867 | -0.045 | -1.2% | 3.867 |  
                        | Range | 0.117 | 0.069 | -0.048 | -41.0% | 0.165 |  
                        | ATR | 0.080 | 0.079 | -0.001 | -1.0% | 0.000 |  
                        | Volume | 4,491 | 8,181 | 3,690 | 82.2% | 28,023 |  | 
    
| 
        
            | Daily Pivots for day following 06-Sep-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.092 | 4.049 | 3.905 |  |  
                | R3 | 4.023 | 3.980 | 3.886 |  |  
                | R2 | 3.954 | 3.954 | 3.880 |  |  
                | R1 | 3.911 | 3.911 | 3.873 | 3.898 |  
                | PP | 3.885 | 3.885 | 3.885 | 3.879 |  
                | S1 | 3.842 | 3.842 | 3.861 | 3.829 |  
                | S2 | 3.816 | 3.816 | 3.854 |  |  
                | S3 | 3.747 | 3.773 | 3.848 |  |  
                | S4 | 3.678 | 3.704 | 3.829 |  |  | 
        
            | Weekly Pivots for week ending 06-Sep-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.412 | 4.305 | 3.958 |  |  
                | R3 | 4.247 | 4.140 | 3.912 |  |  
                | R2 | 4.082 | 4.082 | 3.897 |  |  
                | R1 | 3.975 | 3.975 | 3.882 | 3.946 |  
                | PP | 3.917 | 3.917 | 3.917 | 3.903 |  
                | S1 | 3.810 | 3.810 | 3.852 | 3.781 |  
                | S2 | 3.752 | 3.752 | 3.837 |  |  
                | S3 | 3.587 | 3.645 | 3.822 |  |  
                | S4 | 3.422 | 3.480 | 3.776 |  |  | 
    
    | 
            
                | 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 | 4.3% | 0.075 | 1.9% | 4% | False | True | 7,394 |  
                | 10 | 4.025 | 3.860 | 0.165 | 4.3% | 0.078 | 2.0% | 4% | False | True | 5,581 |  
                | 20 | 4.025 | 3.654 | 0.371 | 9.6% | 0.071 | 1.8% | 57% | False | False | 5,008 |  
                | 40 | 4.130 | 3.570 | 0.560 | 14.5% | 0.071 | 1.8% | 53% | False | False | 4,236 |  
                | 60 | 4.282 | 3.570 | 0.712 | 18.4% | 0.072 | 1.9% | 42% | False | False | 3,777 |  
                | 80 | 4.593 | 3.570 | 1.023 | 26.5% | 0.070 | 1.8% | 29% | False | False | 3,558 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.222 |  
            | 2.618 | 4.110 |  
            | 1.618 | 4.041 |  
            | 1.000 | 3.998 |  
            | 0.618 | 3.972 |  
            | HIGH | 3.929 |  
            | 0.618 | 3.903 |  
            | 0.500 | 3.895 |  
            | 0.382 | 3.886 |  
            | LOW | 3.860 |  
            | 0.618 | 3.817 |  
            | 1.000 | 3.791 |  
            | 1.618 | 3.748 |  
            | 2.618 | 3.679 |  
            | 4.250 | 3.567 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 06-Sep-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.895 | 3.941 |  
                                | PP | 3.885 | 3.916 |  
                                | S1 | 3.876 | 3.892 |  |