NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Sep-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Sep-2013 | 11-Sep-2013 | Change | Change % | Previous Week |  
                        | Open | 3.905 | 3.913 | 0.008 | 0.2% | 4.007 |  
                        | High | 3.938 | 3.926 | -0.012 | -0.3% | 4.025 |  
                        | Low | 3.868 | 3.847 | -0.021 | -0.5% | 3.860 |  
                        | Close | 3.909 | 3.884 | -0.025 | -0.6% | 3.867 |  
                        | Range | 0.070 | 0.079 | 0.009 | 12.9% | 0.165 |  
                        | ATR | 0.077 | 0.078 | 0.000 | 0.1% | 0.000 |  
                        | Volume | 5,103 | 6,049 | 946 | 18.5% | 28,023 |  | 
    
| 
        
            | Daily Pivots for day following 11-Sep-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.123 | 4.082 | 3.927 |  |  
                | R3 | 4.044 | 4.003 | 3.906 |  |  
                | R2 | 3.965 | 3.965 | 3.898 |  |  
                | R1 | 3.924 | 3.924 | 3.891 | 3.905 |  
                | PP | 3.886 | 3.886 | 3.886 | 3.876 |  
                | S1 | 3.845 | 3.845 | 3.877 | 3.826 |  
                | S2 | 3.807 | 3.807 | 3.870 |  |  
                | S3 | 3.728 | 3.766 | 3.862 |  |  
                | S4 | 3.649 | 3.687 | 3.841 |  |  | 
        
            | 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 | 3.847 | 0.175 | 4.5% | 0.077 | 2.0% | 21% | False | True | 5,506 |  
                | 10 | 4.025 | 3.847 | 0.178 | 4.6% | 0.079 | 2.0% | 21% | False | True | 6,044 |  
                | 20 | 4.025 | 3.710 | 0.315 | 8.1% | 0.070 | 1.8% | 55% | False | False | 4,963 |  
                | 40 | 4.130 | 3.570 | 0.560 | 14.4% | 0.070 | 1.8% | 56% | False | False | 4,402 |  
                | 60 | 4.282 | 3.570 | 0.712 | 18.3% | 0.072 | 1.8% | 44% | False | False | 3,878 |  
                | 80 | 4.593 | 3.570 | 1.023 | 26.3% | 0.069 | 1.8% | 31% | False | False | 3,601 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.262 |  
            | 2.618 | 4.133 |  
            | 1.618 | 4.054 |  
            | 1.000 | 4.005 |  
            | 0.618 | 3.975 |  
            | HIGH | 3.926 |  
            | 0.618 | 3.896 |  
            | 0.500 | 3.887 |  
            | 0.382 | 3.877 |  
            | LOW | 3.847 |  
            | 0.618 | 3.798 |  
            | 1.000 | 3.768 |  
            | 1.618 | 3.719 |  
            | 2.618 | 3.640 |  
            | 4.250 | 3.511 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Sep-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.887 | 3.893 |  
                                | PP | 3.886 | 3.890 |  
                                | S1 | 3.885 | 3.887 |  |