NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Oct-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Oct-2013 | 11-Oct-2013 | Change | Change % | Previous Week |  
                        | Open | 3.965 | 3.999 | 0.034 | 0.9% | 3.819 |  
                        | High | 4.039 | 4.037 | -0.002 | 0.0% | 4.039 |  
                        | Low | 3.965 | 3.998 | 0.033 | 0.8% | 3.804 |  
                        | Close | 3.980 | 4.026 | 0.046 | 1.2% | 4.026 |  
                        | Range | 0.074 | 0.039 | -0.035 | -47.3% | 0.235 |  
                        | ATR | 0.081 | 0.079 | -0.002 | -2.1% | 0.000 |  
                        | Volume | 14,717 | 18,059 | 3,342 | 22.7% | 73,890 |  | 
    
| 
        
            | Daily Pivots for day following 11-Oct-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.137 | 4.121 | 4.047 |  |  
                | R3 | 4.098 | 4.082 | 4.037 |  |  
                | R2 | 4.059 | 4.059 | 4.033 |  |  
                | R1 | 4.043 | 4.043 | 4.030 | 4.051 |  
                | PP | 4.020 | 4.020 | 4.020 | 4.025 |  
                | S1 | 4.004 | 4.004 | 4.022 | 4.012 |  
                | S2 | 3.981 | 3.981 | 4.019 |  |  
                | S3 | 3.942 | 3.965 | 4.015 |  |  
                | S4 | 3.903 | 3.926 | 4.005 |  |  | 
        
            | Weekly Pivots for week ending 11-Oct-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.661 | 4.579 | 4.155 |  |  
                | R3 | 4.426 | 4.344 | 4.091 |  |  
                | R2 | 4.191 | 4.191 | 4.069 |  |  
                | R1 | 4.109 | 4.109 | 4.048 | 4.150 |  
                | PP | 3.956 | 3.956 | 3.956 | 3.977 |  
                | S1 | 3.874 | 3.874 | 4.004 | 3.915 |  
                | S2 | 3.721 | 3.721 | 3.983 |  |  
                | S3 | 3.486 | 3.639 | 3.961 |  |  
                | S4 | 3.251 | 3.404 | 3.897 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 4.039 | 3.804 | 0.235 | 5.8% | 0.072 | 1.8% | 94% | False | False | 14,778 |  
                | 10 | 4.039 | 3.763 | 0.276 | 6.9% | 0.068 | 1.7% | 95% | False | False | 12,601 |  
                | 20 | 4.120 | 3.734 | 0.386 | 9.6% | 0.075 | 1.9% | 76% | False | False | 11,274 |  
                | 40 | 4.120 | 3.734 | 0.386 | 9.6% | 0.073 | 1.8% | 76% | False | False | 8,231 |  
                | 60 | 4.120 | 3.570 | 0.550 | 13.7% | 0.071 | 1.8% | 83% | False | False | 6,812 |  
                | 80 | 4.231 | 3.570 | 0.661 | 16.4% | 0.074 | 1.8% | 69% | False | False | 5,874 |  
                | 100 | 4.593 | 3.570 | 1.023 | 25.4% | 0.071 | 1.8% | 45% | False | False | 5,245 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.203 |  
            | 2.618 | 4.139 |  
            | 1.618 | 4.100 |  
            | 1.000 | 4.076 |  
            | 0.618 | 4.061 |  
            | HIGH | 4.037 |  
            | 0.618 | 4.022 |  
            | 0.500 | 4.018 |  
            | 0.382 | 4.013 |  
            | LOW | 3.998 |  
            | 0.618 | 3.974 |  
            | 1.000 | 3.959 |  
            | 1.618 | 3.935 |  
            | 2.618 | 3.896 |  
            | 4.250 | 3.832 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Oct-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.023 | 4.015 |  
                                | PP | 4.020 | 4.003 |  
                                | S1 | 4.018 | 3.992 |  |