NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Sep-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Sep-2013 | 10-Sep-2013 | Change | Change % | Previous Week |  
                        | Open | 3.886 | 3.905 | 0.019 | 0.5% | 4.007 |  
                        | High | 3.930 | 3.938 | 0.008 | 0.2% | 4.025 |  
                        | Low | 3.881 | 3.868 | -0.013 | -0.3% | 3.860 |  
                        | Close | 3.922 | 3.909 | -0.013 | -0.3% | 3.867 |  
                        | Range | 0.049 | 0.070 | 0.021 | 42.9% | 0.165 |  
                        | ATR | 0.078 | 0.077 | -0.001 | -0.7% | 0.000 |  
                        | Volume | 3,710 | 5,103 | 1,393 | 37.5% | 28,023 |  | 
    
| 
        
            | Daily Pivots for day following 10-Sep-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.115 | 4.082 | 3.948 |  |  
                | R3 | 4.045 | 4.012 | 3.928 |  |  
                | R2 | 3.975 | 3.975 | 3.922 |  |  
                | R1 | 3.942 | 3.942 | 3.915 | 3.959 |  
                | PP | 3.905 | 3.905 | 3.905 | 3.913 |  
                | S1 | 3.872 | 3.872 | 3.903 | 3.889 |  
                | S2 | 3.835 | 3.835 | 3.896 |  |  
                | S3 | 3.765 | 3.802 | 3.890 |  |  
                | S4 | 3.695 | 3.732 | 3.871 |  |  | 
        
            | 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 | 4.022 | 3.860 | 0.162 | 4.1% | 0.070 | 1.8% | 30% | False | False | 5,577 |  
                | 10 | 4.025 | 3.860 | 0.165 | 4.2% | 0.079 | 2.0% | 30% | False | False | 5,815 |  
                | 20 | 4.025 | 3.706 | 0.319 | 8.2% | 0.069 | 1.8% | 64% | False | False | 5,013 |  
                | 40 | 4.130 | 3.570 | 0.560 | 14.3% | 0.070 | 1.8% | 61% | False | False | 4,303 |  
                | 60 | 4.282 | 3.570 | 0.712 | 18.2% | 0.071 | 1.8% | 48% | False | False | 3,815 |  
                | 80 | 4.593 | 3.570 | 1.023 | 26.2% | 0.069 | 1.8% | 33% | False | False | 3,602 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.236 |  
            | 2.618 | 4.121 |  
            | 1.618 | 4.051 |  
            | 1.000 | 4.008 |  
            | 0.618 | 3.981 |  
            | HIGH | 3.938 |  
            | 0.618 | 3.911 |  
            | 0.500 | 3.903 |  
            | 0.382 | 3.895 |  
            | LOW | 3.868 |  
            | 0.618 | 3.825 |  
            | 1.000 | 3.798 |  
            | 1.618 | 3.755 |  
            | 2.618 | 3.685 |  
            | 4.250 | 3.571 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Sep-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.907 | 3.906 |  
                                | PP | 3.905 | 3.902 |  
                                | S1 | 3.903 | 3.899 |  |