NYMEX Natural Gas Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Nov-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Nov-2011 | 
                    03-Nov-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.010 | 
                        4.014 | 
                        0.004 | 
                        0.1% | 
                        4.062 | 
                     
                    
                        | High | 
                        4.026 | 
                        4.060 | 
                        0.034 | 
                        0.8% | 
                        4.128 | 
                     
                    
                        | Low | 
                        3.975 | 
                        3.982 | 
                        0.007 | 
                        0.2% | 
                        3.979 | 
                     
                    
                        | Close | 
                        3.986 | 
                        3.999 | 
                        0.013 | 
                        0.3% | 
                        4.125 | 
                     
                    
                        | Range | 
                        0.051 | 
                        0.078 | 
                        0.027 | 
                        52.9% | 
                        0.149 | 
                     
                    
                        | ATR | 
                        0.089 | 
                        0.089 | 
                        -0.001 | 
                        -0.9% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        1,589 | 
                        1,627 | 
                        38 | 
                        2.4% | 
                        6,235 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Nov-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.248 | 
                4.201 | 
                4.042 | 
                 | 
             
            
                | R3 | 
                4.170 | 
                4.123 | 
                4.020 | 
                 | 
             
            
                | R2 | 
                4.092 | 
                4.092 | 
                4.013 | 
                 | 
             
            
                | R1 | 
                4.045 | 
                4.045 | 
                4.006 | 
                4.030 | 
             
            
                | PP | 
                4.014 | 
                4.014 | 
                4.014 | 
                4.006 | 
             
            
                | S1 | 
                3.967 | 
                3.967 | 
                3.992 | 
                3.952 | 
             
            
                | S2 | 
                3.936 | 
                3.936 | 
                3.985 | 
                 | 
             
            
                | S3 | 
                3.858 | 
                3.889 | 
                3.978 | 
                 | 
             
            
                | S4 | 
                3.780 | 
                3.811 | 
                3.956 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            4.392 | 
         
        
            | 
2.618             | 
            4.264 | 
         
        
            | 
1.618             | 
            4.186 | 
         
        
            | 
1.000             | 
            4.138 | 
         
        
            | 
0.618             | 
            4.108 | 
         
        
            | 
HIGH             | 
            4.060 | 
         
        
            | 
0.618             | 
            4.030 | 
         
        
            | 
0.500             | 
            4.021 | 
         
        
            | 
0.382             | 
            4.012 | 
         
        
            | 
LOW             | 
            3.982 | 
         
        
            | 
0.618             | 
            3.934 | 
         
        
            | 
1.000             | 
            3.904 | 
         
        
            | 
1.618             | 
            3.856 | 
         
        
            | 
2.618             | 
            3.778 | 
         
        
            | 
4.250             | 
            3.651 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Nov-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.021 | 
                                4.067 | 
                             
                            
                                | PP | 
                                4.014 | 
                                4.044 | 
                             
                            
                                | S1 | 
                                4.006 | 
                                4.022 | 
                             
             
         |