NYMEX Natural Gas Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Nov-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-Oct-2011 | 
                    01-Nov-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.143 | 
                        4.133 | 
                        -0.010 | 
                        -0.2% | 
                        4.062 | 
                     
                    
                        | High | 
                        4.162 | 
                        4.159 | 
                        -0.003 | 
                        -0.1% | 
                        4.128 | 
                     
                    
                        | Low | 
                        4.069 | 
                        4.010 | 
                        -0.059 | 
                        -1.4% | 
                        3.979 | 
                     
                    
                        | Close | 
                        4.145 | 
                        4.026 | 
                        -0.119 | 
                        -2.9% | 
                        4.125 | 
                     
                    
                        | Range | 
                        0.093 | 
                        0.149 | 
                        0.056 | 
                        60.2% | 
                        0.149 | 
                     
                    
                        | ATR | 
                        0.088 | 
                        0.092 | 
                        0.004 | 
                        4.9% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        2,280 | 
                        2,465 | 
                        185 | 
                        8.1% | 
                        6,235 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Nov-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.512 | 
                4.418 | 
                4.108 | 
                 | 
             
            
                | R3 | 
                4.363 | 
                4.269 | 
                4.067 | 
                 | 
             
            
                | R2 | 
                4.214 | 
                4.214 | 
                4.053 | 
                 | 
             
            
                | R1 | 
                4.120 | 
                4.120 | 
                4.040 | 
                4.093 | 
             
            
                | PP | 
                4.065 | 
                4.065 | 
                4.065 | 
                4.051 | 
             
            
                | S1 | 
                3.971 | 
                3.971 | 
                4.012 | 
                3.944 | 
             
            
                | S2 | 
                3.916 | 
                3.916 | 
                3.999 | 
                 | 
             
            
                | S3 | 
                3.767 | 
                3.822 | 
                3.985 | 
                 | 
             
            
                | S4 | 
                3.618 | 
                3.673 | 
                3.944 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-Oct-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.524 | 
                4.474 | 
                4.207 | 
                 | 
             
            
                | R3 | 
                4.375 | 
                4.325 | 
                4.166 | 
                 | 
             
            
                | R2 | 
                4.226 | 
                4.226 | 
                4.152 | 
                 | 
             
            
                | R1 | 
                4.176 | 
                4.176 | 
                4.139 | 
                4.201 | 
             
            
                | PP | 
                4.077 | 
                4.077 | 
                4.077 | 
                4.090 | 
             
            
                | S1 | 
                4.027 | 
                4.027 | 
                4.111 | 
                4.052 | 
             
            
                | S2 | 
                3.928 | 
                3.928 | 
                4.098 | 
                 | 
             
            
                | S3 | 
                3.779 | 
                3.878 | 
                4.084 | 
                 | 
             
            
                | S4 | 
                3.630 | 
                3.729 | 
                4.043 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.792 | 
         
        
            | 
2.618             | 
            4.549 | 
         
        
            | 
1.618             | 
            4.400 | 
         
        
            | 
1.000             | 
            4.308 | 
         
        
            | 
0.618             | 
            4.251 | 
         
        
            | 
HIGH             | 
            4.159 | 
         
        
            | 
0.618             | 
            4.102 | 
         
        
            | 
0.500             | 
            4.085 | 
         
        
            | 
0.382             | 
            4.067 | 
         
        
            | 
LOW             | 
            4.010 | 
         
        
            | 
0.618             | 
            3.918 | 
         
        
            | 
1.000             | 
            3.861 | 
         
        
            | 
1.618             | 
            3.769 | 
         
        
            | 
2.618             | 
            3.620 | 
         
        
            | 
4.250             | 
            3.377 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Nov-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.085 | 
                                4.086 | 
                             
                            
                                | PP | 
                                4.065 | 
                                4.066 | 
                             
                            
                                | S1 | 
                                4.046 | 
                                4.046 | 
                             
             
         |