NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Sep-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 12-Sep-2013 | 13-Sep-2013 | Change | Change % | Previous Week |  
                        | Open | 3.864 | 3.926 | 0.062 | 1.6% | 3.886 |  
                        | High | 3.962 | 3.994 | 0.032 | 0.8% | 3.994 |  
                        | Low | 3.859 | 3.916 | 0.057 | 1.5% | 3.847 |  
                        | Close | 3.944 | 3.991 | 0.047 | 1.2% | 3.991 |  
                        | Range | 0.103 | 0.078 | -0.025 | -24.3% | 0.147 |  
                        | ATR | 0.079 | 0.079 | 0.000 | -0.1% | 0.000 |  
                        | Volume | 7,314 | 7,898 | 584 | 8.0% | 30,074 |  | 
    
| 
        
            | Daily Pivots for day following 13-Sep-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.201 | 4.174 | 4.034 |  |  
                | R3 | 4.123 | 4.096 | 4.012 |  |  
                | R2 | 4.045 | 4.045 | 4.005 |  |  
                | R1 | 4.018 | 4.018 | 3.998 | 4.032 |  
                | PP | 3.967 | 3.967 | 3.967 | 3.974 |  
                | S1 | 3.940 | 3.940 | 3.984 | 3.954 |  
                | S2 | 3.889 | 3.889 | 3.977 |  |  
                | S3 | 3.811 | 3.862 | 3.970 |  |  
                | S4 | 3.733 | 3.784 | 3.948 |  |  | 
        
            | Weekly Pivots for week ending 13-Sep-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.385 | 4.335 | 4.072 |  |  
                | R3 | 4.238 | 4.188 | 4.031 |  |  
                | R2 | 4.091 | 4.091 | 4.018 |  |  
                | R1 | 4.041 | 4.041 | 4.004 | 4.066 |  
                | PP | 3.944 | 3.944 | 3.944 | 3.957 |  
                | S1 | 3.894 | 3.894 | 3.978 | 3.919 |  
                | S2 | 3.797 | 3.797 | 3.964 |  |  
                | S3 | 3.650 | 3.747 | 3.951 |  |  
                | S4 | 3.503 | 3.600 | 3.910 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3.994 | 3.847 | 0.147 | 3.7% | 0.076 | 1.9% | 98% | True | False | 6,014 |  
                | 10 | 4.025 | 3.847 | 0.178 | 4.5% | 0.075 | 1.9% | 81% | False | False | 6,704 |  
                | 20 | 4.025 | 3.783 | 0.242 | 6.1% | 0.071 | 1.8% | 86% | False | False | 5,188 |  
                | 40 | 4.090 | 3.570 | 0.520 | 13.0% | 0.069 | 1.7% | 81% | False | False | 4,581 |  
                | 60 | 4.231 | 3.570 | 0.661 | 16.6% | 0.073 | 1.8% | 64% | False | False | 4,074 |  
                | 80 | 4.593 | 3.570 | 1.023 | 25.6% | 0.070 | 1.8% | 41% | False | False | 3,738 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.326 |  
            | 2.618 | 4.198 |  
            | 1.618 | 4.120 |  
            | 1.000 | 4.072 |  
            | 0.618 | 4.042 |  
            | HIGH | 3.994 |  
            | 0.618 | 3.964 |  
            | 0.500 | 3.955 |  
            | 0.382 | 3.946 |  
            | LOW | 3.916 |  
            | 0.618 | 3.868 |  
            | 1.000 | 3.838 |  
            | 1.618 | 3.790 |  
            | 2.618 | 3.712 |  
            | 4.250 | 3.585 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 13-Sep-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.979 | 3.968 |  
                                | PP | 3.967 | 3.944 |  
                                | S1 | 3.955 | 3.921 |  |