NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Sep-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Sep-2013 | 26-Sep-2013 | Change | Change % | Previous Week |  
                        | Open | 3.840 | 3.835 | -0.005 | -0.1% | 4.005 |  
                        | High | 3.867 | 3.874 | 0.007 | 0.2% | 4.120 |  
                        | Low | 3.816 | 3.734 | -0.082 | -2.1% | 3.938 |  
                        | Close | 3.820 | 3.859 | 0.039 | 1.0% | 4.025 |  
                        | Range | 0.051 | 0.140 | 0.089 | 174.5% | 0.182 |  
                        | ATR | 0.080 | 0.084 | 0.004 | 5.4% | 0.000 |  
                        | Volume | 10,354 | 5,672 | -4,682 | -45.2% | 49,518 |  | 
    
| 
        
            | Daily Pivots for day following 26-Sep-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.242 | 4.191 | 3.936 |  |  
                | R3 | 4.102 | 4.051 | 3.898 |  |  
                | R2 | 3.962 | 3.962 | 3.885 |  |  
                | R1 | 3.911 | 3.911 | 3.872 | 3.937 |  
                | PP | 3.822 | 3.822 | 3.822 | 3.835 |  
                | S1 | 3.771 | 3.771 | 3.846 | 3.797 |  
                | S2 | 3.682 | 3.682 | 3.833 |  |  
                | S3 | 3.542 | 3.631 | 3.821 |  |  
                | S4 | 3.402 | 3.491 | 3.782 |  |  | 
        
            | 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 | 4.033 | 3.734 | 0.299 | 7.7% | 0.085 | 2.2% | 42% | False | True | 8,238 |  
                | 10 | 4.120 | 3.734 | 0.386 | 10.0% | 0.083 | 2.1% | 32% | False | True | 8,737 |  
                | 20 | 4.120 | 3.734 | 0.386 | 10.0% | 0.081 | 2.1% | 32% | False | True | 7,514 |  
                | 40 | 4.120 | 3.570 | 0.550 | 14.3% | 0.075 | 1.9% | 53% | False | False | 5,725 |  
                | 60 | 4.130 | 3.570 | 0.560 | 14.5% | 0.074 | 1.9% | 52% | False | False | 4,951 |  
                | 80 | 4.326 | 3.570 | 0.756 | 19.6% | 0.073 | 1.9% | 38% | False | False | 4,443 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.469 |  
            | 2.618 | 4.241 |  
            | 1.618 | 4.101 |  
            | 1.000 | 4.014 |  
            | 0.618 | 3.961 |  
            | HIGH | 3.874 |  
            | 0.618 | 3.821 |  
            | 0.500 | 3.804 |  
            | 0.382 | 3.787 |  
            | LOW | 3.734 |  
            | 0.618 | 3.647 |  
            | 1.000 | 3.594 |  
            | 1.618 | 3.507 |  
            | 2.618 | 3.367 |  
            | 4.250 | 3.139 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Sep-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.841 | 3.854 |  
                                | PP | 3.822 | 3.848 |  
                                | S1 | 3.804 | 3.843 |  |