NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Sep-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Sep-2013 | 18-Sep-2013 | Change | Change % | Previous Week |  
                        | Open | 4.062 | 4.036 | -0.026 | -0.6% | 3.886 |  
                        | High | 4.072 | 4.050 | -0.022 | -0.5% | 3.994 |  
                        | Low | 4.031 | 3.996 | -0.035 | -0.9% | 3.847 |  
                        | Close | 4.050 | 4.033 | -0.017 | -0.4% | 3.991 |  
                        | Range | 0.041 | 0.054 | 0.013 | 31.7% | 0.147 |  
                        | ATR | 0.079 | 0.077 | -0.002 | -2.2% | 0.000 |  
                        | Volume | 10,941 | 10,530 | -411 | -3.8% | 30,074 |  | 
    
| 
        
            | Daily Pivots for day following 18-Sep-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.188 | 4.165 | 4.063 |  |  
                | R3 | 4.134 | 4.111 | 4.048 |  |  
                | R2 | 4.080 | 4.080 | 4.043 |  |  
                | R1 | 4.057 | 4.057 | 4.038 | 4.042 |  
                | PP | 4.026 | 4.026 | 4.026 | 4.019 |  
                | S1 | 4.003 | 4.003 | 4.028 | 3.988 |  
                | S2 | 3.972 | 3.972 | 4.023 |  |  
                | S3 | 3.918 | 3.949 | 4.018 |  |  
                | S4 | 3.864 | 3.895 | 4.003 |  |  | 
        
            | 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 | 3.859 | 0.213 | 5.3% | 0.078 | 1.9% | 82% | False | False | 9,024 |  
                | 10 | 4.072 | 3.847 | 0.225 | 5.6% | 0.077 | 1.9% | 83% | False | False | 7,265 |  
                | 20 | 4.072 | 3.847 | 0.225 | 5.6% | 0.073 | 1.8% | 83% | False | False | 6,108 |  
                | 40 | 4.083 | 3.570 | 0.513 | 12.7% | 0.071 | 1.8% | 90% | False | False | 4,978 |  
                | 60 | 4.130 | 3.570 | 0.560 | 13.9% | 0.073 | 1.8% | 83% | False | False | 4,497 |  
                | 80 | 4.537 | 3.570 | 0.967 | 24.0% | 0.071 | 1.8% | 48% | False | False | 3,996 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.280 |  
            | 2.618 | 4.191 |  
            | 1.618 | 4.137 |  
            | 1.000 | 4.104 |  
            | 0.618 | 4.083 |  
            | HIGH | 4.050 |  
            | 0.618 | 4.029 |  
            | 0.500 | 4.023 |  
            | 0.382 | 4.017 |  
            | LOW | 3.996 |  
            | 0.618 | 3.963 |  
            | 1.000 | 3.942 |  
            | 1.618 | 3.909 |  
            | 2.618 | 3.855 |  
            | 4.250 | 3.767 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Sep-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.030 | 4.024 |  
                                | PP | 4.026 | 4.014 |  
                                | S1 | 4.023 | 4.005 |  |