NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Oct-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Oct-2013 | 16-Oct-2013 | Change | Change % | Previous Week |  
                        | Open | 4.072 | 4.046 | -0.026 | -0.6% | 3.819 |  
                        | High | 4.096 | 4.086 | -0.010 | -0.2% | 4.039 |  
                        | Low | 4.019 | 3.989 | -0.030 | -0.7% | 3.804 |  
                        | Close | 4.032 | 3.998 | -0.034 | -0.8% | 4.026 |  
                        | Range | 0.077 | 0.097 | 0.020 | 26.0% | 0.235 |  
                        | ATR | 0.079 | 0.080 | 0.001 | 1.6% | 0.000 |  
                        | Volume | 13,333 | 12,831 | -502 | -3.8% | 73,890 |  | 
    
| 
        
            | Daily Pivots for day following 16-Oct-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.315 | 4.254 | 4.051 |  |  
                | R3 | 4.218 | 4.157 | 4.025 |  |  
                | R2 | 4.121 | 4.121 | 4.016 |  |  
                | R1 | 4.060 | 4.060 | 4.007 | 4.042 |  
                | PP | 4.024 | 4.024 | 4.024 | 4.016 |  
                | S1 | 3.963 | 3.963 | 3.989 | 3.945 |  
                | S2 | 3.927 | 3.927 | 3.980 |  |  
                | S3 | 3.830 | 3.866 | 3.971 |  |  
                | S4 | 3.733 | 3.769 | 3.945 |  |  | 
        
            | 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 | 4.096 | 3.965 | 0.131 | 3.3% | 0.074 | 1.8% | 25% | False | False | 15,046 |  
                | 10 | 4.096 | 3.763 | 0.333 | 8.3% | 0.072 | 1.8% | 71% | False | False | 13,562 |  
                | 20 | 4.120 | 3.734 | 0.386 | 9.7% | 0.078 | 1.9% | 68% | False | False | 11,901 |  
                | 40 | 4.120 | 3.734 | 0.386 | 9.7% | 0.075 | 1.9% | 68% | False | False | 9,005 |  
                | 60 | 4.120 | 3.570 | 0.550 | 13.8% | 0.073 | 1.8% | 78% | False | False | 7,286 |  
                | 80 | 4.130 | 3.570 | 0.560 | 14.0% | 0.074 | 1.9% | 76% | False | False | 6,348 |  
                | 100 | 4.537 | 3.570 | 0.967 | 24.2% | 0.072 | 1.8% | 44% | False | False | 5,577 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.498 |  
            | 2.618 | 4.340 |  
            | 1.618 | 4.243 |  
            | 1.000 | 4.183 |  
            | 0.618 | 4.146 |  
            | HIGH | 4.086 |  
            | 0.618 | 4.049 |  
            | 0.500 | 4.038 |  
            | 0.382 | 4.026 |  
            | LOW | 3.989 |  
            | 0.618 | 3.929 |  
            | 1.000 | 3.892 |  
            | 1.618 | 3.832 |  
            | 2.618 | 3.735 |  
            | 4.250 | 3.577 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Oct-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.038 | 4.043 |  
                                | PP | 4.024 | 4.028 |  
                                | S1 | 4.011 | 4.013 |  |