NYMEX Natural Gas Future January 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-May-2012 | 
                    16-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.411 | 
                        3.500 | 
                        0.089 | 
                        2.6% | 
                        3.349 | 
                     
                    
                        | High | 
                        3.499 | 
                        3.576 | 
                        0.077 | 
                        2.2% | 
                        3.558 | 
                     
                    
                        | Low | 
                        3.411 | 
                        3.498 | 
                        0.087 | 
                        2.6% | 
                        3.348 | 
                     
                    
                        | Close | 
                        3.488 | 
                        3.568 | 
                        0.080 | 
                        2.3% | 
                        3.510 | 
                     
                    
                        | Range | 
                        0.088 | 
                        0.078 | 
                        -0.010 | 
                        -11.4% | 
                        0.210 | 
                     
                    
                        | ATR | 
                        0.078 | 
                        0.079 | 
                        0.001 | 
                        0.9% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        7,673 | 
                        9,942 | 
                        2,269 | 
                        29.6% | 
                        65,601 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.781 | 
                3.753 | 
                3.611 | 
                 | 
             
            
                | R3 | 
                3.703 | 
                3.675 | 
                3.589 | 
                 | 
             
            
                | R2 | 
                3.625 | 
                3.625 | 
                3.582 | 
                 | 
             
            
                | R1 | 
                3.597 | 
                3.597 | 
                3.575 | 
                3.611 | 
             
            
                | PP | 
                3.547 | 
                3.547 | 
                3.547 | 
                3.555 | 
             
            
                | S1 | 
                3.519 | 
                3.519 | 
                3.561 | 
                3.533 | 
             
            
                | S2 | 
                3.469 | 
                3.469 | 
                3.554 | 
                 | 
             
            
                | S3 | 
                3.391 | 
                3.441 | 
                3.547 | 
                 | 
             
            
                | S4 | 
                3.313 | 
                3.363 | 
                3.525 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            3.908 | 
         
        
            | 
2.618             | 
            3.780 | 
         
        
            | 
1.618             | 
            3.702 | 
         
        
            | 
1.000             | 
            3.654 | 
         
        
            | 
0.618             | 
            3.624 | 
         
        
            | 
HIGH             | 
            3.576 | 
         
        
            | 
0.618             | 
            3.546 | 
         
        
            | 
0.500             | 
            3.537 | 
         
        
            | 
0.382             | 
            3.528 | 
         
        
            | 
LOW             | 
            3.498 | 
         
        
            | 
0.618             | 
            3.450 | 
         
        
            | 
1.000             | 
            3.420 | 
         
        
            | 
1.618             | 
            3.372 | 
         
        
            | 
2.618             | 
            3.294 | 
         
        
            | 
4.250             | 
            3.167 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.558 | 
                                3.543 | 
                             
                            
                                | PP | 
                                3.547 | 
                                3.518 | 
                             
                            
                                | S1 | 
                                3.537 | 
                                3.494 | 
                             
             
         |