NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Sep-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 20-Sep-2013 | 23-Sep-2013 | Change | Change % | Previous Week |  
                        | Open | 4.028 | 4.012 | -0.016 | -0.4% | 4.005 |  
                        | High | 4.033 | 4.013 | -0.020 | -0.5% | 4.120 |  
                        | Low | 3.996 | 3.935 | -0.061 | -1.5% | 3.938 |  
                        | Close | 4.025 | 3.943 | -0.082 | -2.0% | 4.025 |  
                        | Range | 0.037 | 0.078 | 0.041 | 110.8% | 0.182 |  
                        | ATR | 0.078 | 0.079 | 0.001 | 1.1% | 0.000 |  
                        | Volume | 11,231 | 6,509 | -4,722 | -42.0% | 49,518 |  | 
    
| 
        
            | Daily Pivots for day following 23-Sep-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.198 | 4.148 | 3.986 |  |  
                | R3 | 4.120 | 4.070 | 3.964 |  |  
                | R2 | 4.042 | 4.042 | 3.957 |  |  
                | R1 | 3.992 | 3.992 | 3.950 | 3.978 |  
                | PP | 3.964 | 3.964 | 3.964 | 3.957 |  
                | S1 | 3.914 | 3.914 | 3.936 | 3.900 |  
                | S2 | 3.886 | 3.886 | 3.929 |  |  
                | S3 | 3.808 | 3.836 | 3.922 |  |  
                | S4 | 3.730 | 3.758 | 3.900 |  |  | 
        
            | 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 | 3.935 | 0.185 | 4.7% | 0.065 | 1.6% | 4% | False | True | 9,517 |  
                | 10 | 4.120 | 3.847 | 0.273 | 6.9% | 0.077 | 1.9% | 35% | False | False | 8,239 |  
                | 20 | 4.120 | 3.847 | 0.273 | 6.9% | 0.077 | 2.0% | 35% | False | False | 6,870 |  
                | 40 | 4.120 | 3.570 | 0.550 | 13.9% | 0.072 | 1.8% | 68% | False | False | 5,459 |  
                | 60 | 4.130 | 3.570 | 0.560 | 14.2% | 0.072 | 1.8% | 67% | False | False | 4,781 |  
                | 80 | 4.360 | 3.570 | 0.790 | 20.0% | 0.071 | 1.8% | 47% | False | False | 4,252 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.345 |  
            | 2.618 | 4.217 |  
            | 1.618 | 4.139 |  
            | 1.000 | 4.091 |  
            | 0.618 | 4.061 |  
            | HIGH | 4.013 |  
            | 0.618 | 3.983 |  
            | 0.500 | 3.974 |  
            | 0.382 | 3.965 |  
            | LOW | 3.935 |  
            | 0.618 | 3.887 |  
            | 1.000 | 3.857 |  
            | 1.618 | 3.809 |  
            | 2.618 | 3.731 |  
            | 4.250 | 3.604 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 23-Sep-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.974 | 4.028 |  
                                | PP | 3.964 | 3.999 |  
                                | S1 | 3.953 | 3.971 |  |