NYMEX Natural Gas Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Nov-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Nov-2011 | 
                    10-Nov-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.966 | 
                        3.900 | 
                        -0.066 | 
                        -1.7% | 
                        4.143 | 
                     
                    
                        | High | 
                        3.966 | 
                        3.902 | 
                        -0.064 | 
                        -1.6% | 
                        4.162 | 
                     
                    
                        | Low | 
                        3.854 | 
                        3.824 | 
                        -0.030 | 
                        -0.8% | 
                        3.975 | 
                     
                    
                        | Close | 
                        3.863 | 
                        3.863 | 
                        0.000 | 
                        0.0% | 
                        3.989 | 
                     
                    
                        | Range | 
                        0.112 | 
                        0.078 | 
                        -0.034 | 
                        -30.4% | 
                        0.187 | 
                     
                    
                        | ATR | 
                        0.089 | 
                        0.088 | 
                        -0.001 | 
                        -0.9% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        1,481 | 
                        6,878 | 
                        5,397 | 
                        364.4% | 
                        10,165 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Nov-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.097 | 
                4.058 | 
                3.906 | 
                 | 
             
            
                | R3 | 
                4.019 | 
                3.980 | 
                3.884 | 
                 | 
             
            
                | R2 | 
                3.941 | 
                3.941 | 
                3.877 | 
                 | 
             
            
                | R1 | 
                3.902 | 
                3.902 | 
                3.870 | 
                3.883 | 
             
            
                | PP | 
                3.863 | 
                3.863 | 
                3.863 | 
                3.853 | 
             
            
                | S1 | 
                3.824 | 
                3.824 | 
                3.856 | 
                3.805 | 
             
            
                | S2 | 
                3.785 | 
                3.785 | 
                3.849 | 
                 | 
             
            
                | S3 | 
                3.707 | 
                3.746 | 
                3.842 | 
                 | 
             
            
                | S4 | 
                3.629 | 
                3.668 | 
                3.820 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Nov-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.603 | 
                4.483 | 
                4.092 | 
                 | 
             
            
                | R3 | 
                4.416 | 
                4.296 | 
                4.040 | 
                 | 
             
            
                | R2 | 
                4.229 | 
                4.229 | 
                4.023 | 
                 | 
             
            
                | R1 | 
                4.109 | 
                4.109 | 
                4.006 | 
                4.076 | 
             
            
                | PP | 
                4.042 | 
                4.042 | 
                4.042 | 
                4.025 | 
             
            
                | S1 | 
                3.922 | 
                3.922 | 
                3.972 | 
                3.889 | 
             
            
                | S2 | 
                3.855 | 
                3.855 | 
                3.955 | 
                 | 
             
            
                | S3 | 
                3.668 | 
                3.735 | 
                3.938 | 
                 | 
             
            
                | S4 | 
                3.481 | 
                3.548 | 
                3.886 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.234 | 
         
        
            | 
2.618             | 
            4.106 | 
         
        
            | 
1.618             | 
            4.028 | 
         
        
            | 
1.000             | 
            3.980 | 
         
        
            | 
0.618             | 
            3.950 | 
         
        
            | 
HIGH             | 
            3.902 | 
         
        
            | 
0.618             | 
            3.872 | 
         
        
            | 
0.500             | 
            3.863 | 
         
        
            | 
0.382             | 
            3.854 | 
         
        
            | 
LOW             | 
            3.824 | 
         
        
            | 
0.618             | 
            3.776 | 
         
        
            | 
1.000             | 
            3.746 | 
         
        
            | 
1.618             | 
            3.698 | 
         
        
            | 
2.618             | 
            3.620 | 
         
        
            | 
4.250             | 
            3.493 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Nov-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.863 | 
                                3.897 | 
                             
                            
                                | PP | 
                                3.863 | 
                                3.885 | 
                             
                            
                                | S1 | 
                                3.863 | 
                                3.874 | 
                             
             
         |