NYMEX Natural Gas Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Oct-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Oct-2011 | 
                    25-Oct-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.062 | 
                        4.034 | 
                        -0.028 | 
                        -0.7% | 
                        4.176 | 
                     
                    
                        | High | 
                        4.062 | 
                        4.086 | 
                        0.024 | 
                        0.6% | 
                        4.201 | 
                     
                    
                        | Low | 
                        3.987 | 
                        4.002 | 
                        0.015 | 
                        0.4% | 
                        3.977 | 
                     
                    
                        | Close | 
                        4.008 | 
                        4.065 | 
                        0.057 | 
                        1.4% | 
                        4.028 | 
                     
                    
                        | Range | 
                        0.075 | 
                        0.084 | 
                        0.009 | 
                        12.0% | 
                        0.224 | 
                     
                    
                        | ATR | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | Volume | 
                        1,276 | 
                        498 | 
                        -778 | 
                        -61.0% | 
                        14,813 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Oct-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.303 | 
                4.268 | 
                4.111 | 
                 | 
             
            
                | R3 | 
                4.219 | 
                4.184 | 
                4.088 | 
                 | 
             
            
                | R2 | 
                4.135 | 
                4.135 | 
                4.080 | 
                 | 
             
            
                | R1 | 
                4.100 | 
                4.100 | 
                4.073 | 
                4.118 | 
             
            
                | PP | 
                4.051 | 
                4.051 | 
                4.051 | 
                4.060 | 
             
            
                | S1 | 
                4.016 | 
                4.016 | 
                4.057 | 
                4.034 | 
             
            
                | S2 | 
                3.967 | 
                3.967 | 
                4.050 | 
                 | 
             
            
                | S3 | 
                3.883 | 
                3.932 | 
                4.042 | 
                 | 
             
            
                | S4 | 
                3.799 | 
                3.848 | 
                4.019 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Oct-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.741 | 
                4.608 | 
                4.151 | 
                 | 
             
            
                | R3 | 
                4.517 | 
                4.384 | 
                4.090 | 
                 | 
             
            
                | R2 | 
                4.293 | 
                4.293 | 
                4.069 | 
                 | 
             
            
                | R1 | 
                4.160 | 
                4.160 | 
                4.049 | 
                4.115 | 
             
            
                | PP | 
                4.069 | 
                4.069 | 
                4.069 | 
                4.046 | 
             
            
                | S1 | 
                3.936 | 
                3.936 | 
                4.007 | 
                3.891 | 
             
            
                | S2 | 
                3.845 | 
                3.845 | 
                3.987 | 
                 | 
             
            
                | S3 | 
                3.621 | 
                3.712 | 
                3.966 | 
                 | 
             
            
                | S4 | 
                3.397 | 
                3.488 | 
                3.905 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.443 | 
         
        
            | 
2.618             | 
            4.306 | 
         
        
            | 
1.618             | 
            4.222 | 
         
        
            | 
1.000             | 
            4.170 | 
         
        
            | 
0.618             | 
            4.138 | 
         
        
            | 
HIGH             | 
            4.086 | 
         
        
            | 
0.618             | 
            4.054 | 
         
        
            | 
0.500             | 
            4.044 | 
         
        
            | 
0.382             | 
            4.034 | 
         
        
            | 
LOW             | 
            4.002 | 
         
        
            | 
0.618             | 
            3.950 | 
         
        
            | 
1.000             | 
            3.918 | 
         
        
            | 
1.618             | 
            3.866 | 
         
        
            | 
2.618             | 
            3.782 | 
         
        
            | 
4.250             | 
            3.645 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Oct-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.058 | 
                                4.054 | 
                             
                            
                                | PP | 
                                4.051 | 
                                4.043 | 
                             
                            
                                | S1 | 
                                4.044 | 
                                4.032 | 
                             
             
         |