NYMEX Natural Gas Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Nov-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Nov-2011 | 
                    02-Nov-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.133 | 
                        4.010 | 
                        -0.123 | 
                        -3.0% | 
                        4.062 | 
                     
                    
                        | High | 
                        4.159 | 
                        4.026 | 
                        -0.133 | 
                        -3.2% | 
                        4.128 | 
                     
                    
                        | Low | 
                        4.010 | 
                        3.975 | 
                        -0.035 | 
                        -0.9% | 
                        3.979 | 
                     
                    
                        | Close | 
                        4.026 | 
                        3.986 | 
                        -0.040 | 
                        -1.0% | 
                        4.125 | 
                     
                    
                        | Range | 
                        0.149 | 
                        0.051 | 
                        -0.098 | 
                        -65.8% | 
                        0.149 | 
                     
                    
                        | ATR | 
                        0.092 | 
                        0.089 | 
                        -0.003 | 
                        -3.2% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        2,465 | 
                        1,589 | 
                        -876 | 
                        -35.5% | 
                        6,235 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Nov-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.149 | 
                4.118 | 
                4.014 | 
                 | 
             
            
                | R3 | 
                4.098 | 
                4.067 | 
                4.000 | 
                 | 
             
            
                | R2 | 
                4.047 | 
                4.047 | 
                3.995 | 
                 | 
             
            
                | R1 | 
                4.016 | 
                4.016 | 
                3.991 | 
                4.006 | 
             
            
                | PP | 
                3.996 | 
                3.996 | 
                3.996 | 
                3.991 | 
             
            
                | S1 | 
                3.965 | 
                3.965 | 
                3.981 | 
                3.955 | 
             
            
                | S2 | 
                3.945 | 
                3.945 | 
                3.977 | 
                 | 
             
            
                | S3 | 
                3.894 | 
                3.914 | 
                3.972 | 
                 | 
             
            
                | S4 | 
                3.843 | 
                3.863 | 
                3.958 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            4.243 | 
         
        
            | 
2.618             | 
            4.160 | 
         
        
            | 
1.618             | 
            4.109 | 
         
        
            | 
1.000             | 
            4.077 | 
         
        
            | 
0.618             | 
            4.058 | 
         
        
            | 
HIGH             | 
            4.026 | 
         
        
            | 
0.618             | 
            4.007 | 
         
        
            | 
0.500             | 
            4.001 | 
         
        
            | 
0.382             | 
            3.994 | 
         
        
            | 
LOW             | 
            3.975 | 
         
        
            | 
0.618             | 
            3.943 | 
         
        
            | 
1.000             | 
            3.924 | 
         
        
            | 
1.618             | 
            3.892 | 
         
        
            | 
2.618             | 
            3.841 | 
         
        
            | 
4.250             | 
            3.758 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Nov-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.001 | 
                                4.069 | 
                             
                            
                                | PP | 
                                3.996 | 
                                4.041 | 
                             
                            
                                | S1 | 
                                3.991 | 
                                4.014 | 
                             
             
         |