NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Sep-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-Sep-2013 | 20-Sep-2013 | Change | Change % | Previous Week |  
                        | Open | 4.040 | 4.028 | -0.012 | -0.3% | 4.005 |  
                        | High | 4.120 | 4.033 | -0.087 | -2.1% | 4.120 |  
                        | Low | 4.005 | 3.996 | -0.009 | -0.2% | 3.938 |  
                        | Close | 4.050 | 4.025 | -0.025 | -0.6% | 4.025 |  
                        | Range | 0.115 | 0.037 | -0.078 | -67.8% | 0.182 |  
                        | ATR | 0.080 | 0.078 | -0.002 | -2.3% | 0.000 |  
                        | Volume | 8,375 | 11,231 | 2,856 | 34.1% | 49,518 |  | 
    
| 
        
            | Daily Pivots for day following 20-Sep-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.129 | 4.114 | 4.045 |  |  
                | R3 | 4.092 | 4.077 | 4.035 |  |  
                | R2 | 4.055 | 4.055 | 4.032 |  |  
                | R1 | 4.040 | 4.040 | 4.028 | 4.029 |  
                | PP | 4.018 | 4.018 | 4.018 | 4.013 |  
                | S1 | 4.003 | 4.003 | 4.022 | 3.992 |  
                | S2 | 3.981 | 3.981 | 4.018 |  |  
                | S3 | 3.944 | 3.966 | 4.015 |  |  
                | S4 | 3.907 | 3.929 | 4.005 |  |  | 
        
            | Weekly Pivots for week ending 20-Sep-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.574 | 4.481 | 4.125 |  |  
                | R3 | 4.392 | 4.299 | 4.075 |  |  
                | R2 | 4.210 | 4.210 | 4.058 |  |  
                | R1 | 4.117 | 4.117 | 4.042 | 4.164 |  
                | PP | 4.028 | 4.028 | 4.028 | 4.051 |  
                | S1 | 3.935 | 3.935 | 4.008 | 3.982 |  
                | S2 | 3.846 | 3.846 | 3.992 |  |  
                | S3 | 3.664 | 3.753 | 3.975 |  |  
                | S4 | 3.482 | 3.571 | 3.925 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 4.120 | 3.938 | 0.182 | 4.5% | 0.072 | 1.8% | 48% | False | False | 9,903 |  
                | 10 | 4.120 | 3.847 | 0.273 | 6.8% | 0.074 | 1.8% | 65% | False | False | 7,959 |  
                | 20 | 4.120 | 3.847 | 0.273 | 6.8% | 0.076 | 1.9% | 65% | False | False | 6,770 |  
                | 40 | 4.120 | 3.570 | 0.550 | 13.7% | 0.071 | 1.8% | 83% | False | False | 5,357 |  
                | 60 | 4.130 | 3.570 | 0.560 | 13.9% | 0.073 | 1.8% | 81% | False | False | 4,720 |  
                | 80 | 4.450 | 3.570 | 0.880 | 21.9% | 0.071 | 1.8% | 52% | False | False | 4,196 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.190 |  
            | 2.618 | 4.130 |  
            | 1.618 | 4.093 |  
            | 1.000 | 4.070 |  
            | 0.618 | 4.056 |  
            | HIGH | 4.033 |  
            | 0.618 | 4.019 |  
            | 0.500 | 4.015 |  
            | 0.382 | 4.010 |  
            | LOW | 3.996 |  
            | 0.618 | 3.973 |  
            | 1.000 | 3.959 |  
            | 1.618 | 3.936 |  
            | 2.618 | 3.899 |  
            | 4.250 | 3.839 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Sep-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.022 | 4.058 |  
                                | PP | 4.018 | 4.047 |  
                                | S1 | 4.015 | 4.036 |  |