NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Sep-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 24-Sep-2013 | 25-Sep-2013 | Change | Change % | Previous Week |  
                        | Open | 3.929 | 3.840 | -0.089 | -2.3% | 4.005 |  
                        | High | 3.951 | 3.867 | -0.084 | -2.1% | 4.120 |  
                        | Low | 3.830 | 3.816 | -0.014 | -0.4% | 3.938 |  
                        | Close | 3.834 | 3.820 | -0.014 | -0.4% | 4.025 |  
                        | Range | 0.121 | 0.051 | -0.070 | -57.9% | 0.182 |  
                        | ATR | 0.082 | 0.080 | -0.002 | -2.7% | 0.000 |  
                        | Volume | 7,424 | 10,354 | 2,930 | 39.5% | 49,518 |  | 
    
| 
        
            | Daily Pivots for day following 25-Sep-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.987 | 3.955 | 3.848 |  |  
                | R3 | 3.936 | 3.904 | 3.834 |  |  
                | R2 | 3.885 | 3.885 | 3.829 |  |  
                | R1 | 3.853 | 3.853 | 3.825 | 3.844 |  
                | PP | 3.834 | 3.834 | 3.834 | 3.830 |  
                | S1 | 3.802 | 3.802 | 3.815 | 3.793 |  
                | S2 | 3.783 | 3.783 | 3.811 |  |  
                | S3 | 3.732 | 3.751 | 3.806 |  |  
                | S4 | 3.681 | 3.700 | 3.792 |  |  | 
        
            | 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 | 3.816 | 0.304 | 8.0% | 0.080 | 2.1% | 1% | False | True | 8,778 |  
                | 10 | 4.120 | 3.816 | 0.304 | 8.0% | 0.079 | 2.1% | 1% | False | True | 8,901 |  
                | 20 | 4.120 | 3.816 | 0.304 | 8.0% | 0.079 | 2.1% | 1% | False | True | 7,473 |  
                | 40 | 4.120 | 3.570 | 0.550 | 14.4% | 0.073 | 1.9% | 45% | False | False | 5,657 |  
                | 60 | 4.130 | 3.570 | 0.560 | 14.7% | 0.073 | 1.9% | 45% | False | False | 4,918 |  
                | 80 | 4.326 | 3.570 | 0.756 | 19.8% | 0.072 | 1.9% | 33% | False | False | 4,391 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.084 |  
            | 2.618 | 4.001 |  
            | 1.618 | 3.950 |  
            | 1.000 | 3.918 |  
            | 0.618 | 3.899 |  
            | HIGH | 3.867 |  
            | 0.618 | 3.848 |  
            | 0.500 | 3.842 |  
            | 0.382 | 3.835 |  
            | LOW | 3.816 |  
            | 0.618 | 3.784 |  
            | 1.000 | 3.765 |  
            | 1.618 | 3.733 |  
            | 2.618 | 3.682 |  
            | 4.250 | 3.599 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 25-Sep-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.842 | 3.915 |  
                                | PP | 3.834 | 3.883 |  
                                | S1 | 3.827 | 3.852 |  |