NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Sep-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Sep-2013 | 19-Sep-2013 | Change | Change % | Previous Week |  
                        | Open | 4.036 | 4.040 | 0.004 | 0.1% | 3.886 |  
                        | High | 4.050 | 4.120 | 0.070 | 1.7% | 3.994 |  
                        | Low | 3.996 | 4.005 | 0.009 | 0.2% | 3.847 |  
                        | Close | 4.033 | 4.050 | 0.017 | 0.4% | 3.991 |  
                        | Range | 0.054 | 0.115 | 0.061 | 113.0% | 0.147 |  
                        | ATR | 0.077 | 0.080 | 0.003 | 3.5% | 0.000 |  
                        | Volume | 10,530 | 8,375 | -2,155 | -20.5% | 30,074 |  | 
    
| 
        
            | Daily Pivots for day following 19-Sep-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.403 | 4.342 | 4.113 |  |  
                | R3 | 4.288 | 4.227 | 4.082 |  |  
                | R2 | 4.173 | 4.173 | 4.071 |  |  
                | R1 | 4.112 | 4.112 | 4.061 | 4.143 |  
                | PP | 4.058 | 4.058 | 4.058 | 4.074 |  
                | S1 | 3.997 | 3.997 | 4.039 | 4.028 |  
                | S2 | 3.943 | 3.943 | 4.029 |  |  
                | S3 | 3.828 | 3.882 | 4.018 |  |  
                | S4 | 3.713 | 3.767 | 3.987 |  |  | 
        
            | 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 | 4.120 | 3.916 | 0.204 | 5.0% | 0.080 | 2.0% | 66% | True | False | 9,237 |  
                | 10 | 4.120 | 3.847 | 0.273 | 6.7% | 0.077 | 1.9% | 74% | True | False | 7,654 |  
                | 20 | 4.120 | 3.847 | 0.273 | 6.7% | 0.077 | 1.9% | 74% | True | False | 6,370 |  
                | 40 | 4.120 | 3.570 | 0.550 | 13.6% | 0.072 | 1.8% | 87% | True | False | 5,133 |  
                | 60 | 4.130 | 3.570 | 0.560 | 13.8% | 0.074 | 1.8% | 86% | False | False | 4,601 |  
                | 80 | 4.515 | 3.570 | 0.945 | 23.3% | 0.072 | 1.8% | 51% | False | False | 4,077 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.609 |  
            | 2.618 | 4.421 |  
            | 1.618 | 4.306 |  
            | 1.000 | 4.235 |  
            | 0.618 | 4.191 |  
            | HIGH | 4.120 |  
            | 0.618 | 4.076 |  
            | 0.500 | 4.063 |  
            | 0.382 | 4.049 |  
            | LOW | 4.005 |  
            | 0.618 | 3.934 |  
            | 1.000 | 3.890 |  
            | 1.618 | 3.819 |  
            | 2.618 | 3.704 |  
            | 4.250 | 3.516 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 19-Sep-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.063 | 4.058 |  
                                | PP | 4.058 | 4.055 |  
                                | S1 | 4.054 | 4.053 |  |