NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Sep-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Sep-2013 | 24-Sep-2013 | Change | Change % | Previous Week |  
                        | Open | 4.012 | 3.929 | -0.083 | -2.1% | 4.005 |  
                        | High | 4.013 | 3.951 | -0.062 | -1.5% | 4.120 |  
                        | Low | 3.935 | 3.830 | -0.105 | -2.7% | 3.938 |  
                        | Close | 3.943 | 3.834 | -0.109 | -2.8% | 4.025 |  
                        | Range | 0.078 | 0.121 | 0.043 | 55.1% | 0.182 |  
                        | ATR | 0.079 | 0.082 | 0.003 | 3.8% | 0.000 |  
                        | Volume | 6,509 | 7,424 | 915 | 14.1% | 49,518 |  | 
    
| 
        
            | Daily Pivots for day following 24-Sep-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.235 | 4.155 | 3.901 |  |  
                | R3 | 4.114 | 4.034 | 3.867 |  |  
                | R2 | 3.993 | 3.993 | 3.856 |  |  
                | R1 | 3.913 | 3.913 | 3.845 | 3.893 |  
                | PP | 3.872 | 3.872 | 3.872 | 3.861 |  
                | S1 | 3.792 | 3.792 | 3.823 | 3.772 |  
                | S2 | 3.751 | 3.751 | 3.812 |  |  
                | S3 | 3.630 | 3.671 | 3.801 |  |  
                | S4 | 3.509 | 3.550 | 3.767 |  |  | 
        
            | 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 | 3.830 | 0.290 | 7.6% | 0.081 | 2.1% | 1% | False | True | 8,813 |  
                | 10 | 4.120 | 3.830 | 0.290 | 7.6% | 0.082 | 2.1% | 1% | False | True | 8,471 |  
                | 20 | 4.120 | 3.830 | 0.290 | 7.6% | 0.081 | 2.1% | 1% | False | True | 7,143 |  
                | 40 | 4.120 | 3.570 | 0.550 | 14.3% | 0.073 | 1.9% | 48% | False | False | 5,564 |  
                | 60 | 4.130 | 3.570 | 0.560 | 14.6% | 0.073 | 1.9% | 47% | False | False | 4,804 |  
                | 80 | 4.339 | 3.570 | 0.769 | 20.1% | 0.072 | 1.9% | 34% | False | False | 4,284 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.465 |  
            | 2.618 | 4.268 |  
            | 1.618 | 4.147 |  
            | 1.000 | 4.072 |  
            | 0.618 | 4.026 |  
            | HIGH | 3.951 |  
            | 0.618 | 3.905 |  
            | 0.500 | 3.891 |  
            | 0.382 | 3.876 |  
            | LOW | 3.830 |  
            | 0.618 | 3.755 |  
            | 1.000 | 3.709 |  
            | 1.618 | 3.634 |  
            | 2.618 | 3.513 |  
            | 4.250 | 3.316 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Sep-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.891 | 3.932 |  
                                | PP | 3.872 | 3.899 |  
                                | S1 | 3.853 | 3.867 |  |