NYMEX Natural Gas Future January 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-May-2012 | 
                    11-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.495 | 
                        3.500 | 
                        0.005 | 
                        0.1% | 
                        3.349 | 
                     
                    
                        | High | 
                        3.540 | 
                        3.558 | 
                        0.018 | 
                        0.5% | 
                        3.558 | 
                     
                    
                        | Low | 
                        3.472 | 
                        3.478 | 
                        0.006 | 
                        0.2% | 
                        3.348 | 
                     
                    
                        | Close | 
                        3.525 | 
                        3.510 | 
                        -0.015 | 
                        -0.4% | 
                        3.510 | 
                     
                    
                        | Range | 
                        0.068 | 
                        0.080 | 
                        0.012 | 
                        17.6% | 
                        0.210 | 
                     
                    
                        | ATR | 
                        0.075 | 
                        0.075 | 
                        0.000 | 
                        0.5% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        18,013 | 
                        16,183 | 
                        -1,830 | 
                        -10.2% | 
                        65,601 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.755 | 
                3.713 | 
                3.554 | 
                 | 
             
            
                | R3 | 
                3.675 | 
                3.633 | 
                3.532 | 
                 | 
             
            
                | R2 | 
                3.595 | 
                3.595 | 
                3.525 | 
                 | 
             
            
                | R1 | 
                3.553 | 
                3.553 | 
                3.517 | 
                3.574 | 
             
            
                | PP | 
                3.515 | 
                3.515 | 
                3.515 | 
                3.526 | 
             
            
                | S1 | 
                3.473 | 
                3.473 | 
                3.503 | 
                3.494 | 
             
            
                | S2 | 
                3.435 | 
                3.435 | 
                3.495 | 
                 | 
             
            
                | S3 | 
                3.355 | 
                3.393 | 
                3.488 | 
                 | 
             
            
                | S4 | 
                3.275 | 
                3.313 | 
                3.466 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.102 | 
                4.016 | 
                3.626 | 
                 | 
             
            
                | R3 | 
                3.892 | 
                3.806 | 
                3.568 | 
                 | 
             
            
                | R2 | 
                3.682 | 
                3.682 | 
                3.549 | 
                 | 
             
            
                | R1 | 
                3.596 | 
                3.596 | 
                3.529 | 
                3.639 | 
             
            
                | PP | 
                3.472 | 
                3.472 | 
                3.472 | 
                3.494 | 
             
            
                | S1 | 
                3.386 | 
                3.386 | 
                3.491 | 
                3.429 | 
             
            
                | S2 | 
                3.262 | 
                3.262 | 
                3.472 | 
                 | 
             
            
                | S3 | 
                3.052 | 
                3.176 | 
                3.452 | 
                 | 
             
            
                | S4 | 
                2.842 | 
                2.966 | 
                3.395 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.898 | 
         
        
            | 
2.618             | 
            3.767 | 
         
        
            | 
1.618             | 
            3.687 | 
         
        
            | 
1.000             | 
            3.638 | 
         
        
            | 
0.618             | 
            3.607 | 
         
        
            | 
HIGH             | 
            3.558 | 
         
        
            | 
0.618             | 
            3.527 | 
         
        
            | 
0.500             | 
            3.518 | 
         
        
            | 
0.382             | 
            3.509 | 
         
        
            | 
LOW             | 
            3.478 | 
         
        
            | 
0.618             | 
            3.429 | 
         
        
            | 
1.000             | 
            3.398 | 
         
        
            | 
1.618             | 
            3.349 | 
         
        
            | 
2.618             | 
            3.269 | 
         
        
            | 
4.250             | 
            3.138 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.518 | 
                                3.508 | 
                             
                            
                                | PP | 
                                3.515 | 
                                3.507 | 
                             
                            
                                | S1 | 
                                3.513 | 
                                3.505 | 
                             
             
         |