NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Sep-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Sep-2013 | 17-Sep-2013 | Change | Change % | Previous Week |  
                        | Open | 4.005 | 4.062 | 0.057 | 1.4% | 3.886 |  
                        | High | 4.051 | 4.072 | 0.021 | 0.5% | 3.994 |  
                        | Low | 3.938 | 4.031 | 0.093 | 2.4% | 3.847 |  
                        | Close | 4.039 | 4.050 | 0.011 | 0.3% | 3.991 |  
                        | Range | 0.113 | 0.041 | -0.072 | -63.7% | 0.147 |  
                        | ATR | 0.082 | 0.079 | -0.003 | -3.6% | 0.000 |  
                        | Volume | 8,441 | 10,941 | 2,500 | 29.6% | 30,074 |  | 
    
| 
        
            | Daily Pivots for day following 17-Sep-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.174 | 4.153 | 4.073 |  |  
                | R3 | 4.133 | 4.112 | 4.061 |  |  
                | R2 | 4.092 | 4.092 | 4.058 |  |  
                | R1 | 4.071 | 4.071 | 4.054 | 4.061 |  
                | PP | 4.051 | 4.051 | 4.051 | 4.046 |  
                | S1 | 4.030 | 4.030 | 4.046 | 4.020 |  
                | S2 | 4.010 | 4.010 | 4.042 |  |  
                | S3 | 3.969 | 3.989 | 4.039 |  |  
                | S4 | 3.928 | 3.948 | 4.027 |  |  | 
        
            | 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 | 4.072 | 3.847 | 0.225 | 5.6% | 0.083 | 2.0% | 90% | True | False | 8,128 |  
                | 10 | 4.072 | 3.847 | 0.225 | 5.6% | 0.077 | 1.9% | 90% | True | False | 6,853 |  
                | 20 | 4.072 | 3.847 | 0.225 | 5.6% | 0.072 | 1.8% | 90% | True | False | 5,827 |  
                | 40 | 4.083 | 3.570 | 0.513 | 12.7% | 0.071 | 1.8% | 94% | False | False | 4,794 |  
                | 60 | 4.149 | 3.570 | 0.579 | 14.3% | 0.073 | 1.8% | 83% | False | False | 4,347 |  
                | 80 | 4.575 | 3.570 | 1.005 | 24.8% | 0.071 | 1.7% | 48% | False | False | 3,914 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.246 |  
            | 2.618 | 4.179 |  
            | 1.618 | 4.138 |  
            | 1.000 | 4.113 |  
            | 0.618 | 4.097 |  
            | HIGH | 4.072 |  
            | 0.618 | 4.056 |  
            | 0.500 | 4.052 |  
            | 0.382 | 4.047 |  
            | LOW | 4.031 |  
            | 0.618 | 4.006 |  
            | 1.000 | 3.990 |  
            | 1.618 | 3.965 |  
            | 2.618 | 3.924 |  
            | 4.250 | 3.857 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Sep-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.052 | 4.031 |  
                                | PP | 4.051 | 4.013 |  
                                | S1 | 4.051 | 3.994 |  |