NYMEX Natural Gas Future January 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Jun-2012 | 
                    21-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.357 | 
                        3.420 | 
                        0.063 | 
                        1.9% | 
                        3.240 | 
                     
                    
                        | High | 
                        3.445 | 
                        3.440 | 
                        -0.005 | 
                        -0.1% | 
                        3.374 | 
                     
                    
                        | Low | 
                        3.342 | 
                        3.345 | 
                        0.003 | 
                        0.1% | 
                        3.114 | 
                     
                    
                        | Close | 
                        3.369 | 
                        3.385 | 
                        0.016 | 
                        0.5% | 
                        3.320 | 
                     
                    
                        | Range | 
                        0.103 | 
                        0.095 | 
                        -0.008 | 
                        -7.8% | 
                        0.260 | 
                     
                    
                        | ATR | 
                        0.098 | 
                        0.098 | 
                        0.000 | 
                        -0.2% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        20,010 | 
                        20,575 | 
                        565 | 
                        2.8% | 
                        99,958 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.675 | 
                3.625 | 
                3.437 | 
                 | 
             
            
                | R3 | 
                3.580 | 
                3.530 | 
                3.411 | 
                 | 
             
            
                | R2 | 
                3.485 | 
                3.485 | 
                3.402 | 
                 | 
             
            
                | R1 | 
                3.435 | 
                3.435 | 
                3.394 | 
                3.413 | 
             
            
                | PP | 
                3.390 | 
                3.390 | 
                3.390 | 
                3.379 | 
             
            
                | S1 | 
                3.340 | 
                3.340 | 
                3.376 | 
                3.318 | 
             
            
                | S2 | 
                3.295 | 
                3.295 | 
                3.368 | 
                 | 
             
            
                | S3 | 
                3.200 | 
                3.245 | 
                3.359 | 
                 | 
             
            
                | S4 | 
                3.105 | 
                3.150 | 
                3.333 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.049 | 
                3.945 | 
                3.463 | 
                 | 
             
            
                | R3 | 
                3.789 | 
                3.685 | 
                3.392 | 
                 | 
             
            
                | R2 | 
                3.529 | 
                3.529 | 
                3.368 | 
                 | 
             
            
                | R1 | 
                3.425 | 
                3.425 | 
                3.344 | 
                3.477 | 
             
            
                | PP | 
                3.269 | 
                3.269 | 
                3.269 | 
                3.296 | 
             
            
                | S1 | 
                3.165 | 
                3.165 | 
                3.296 | 
                3.217 | 
             
            
                | S2 | 
                3.009 | 
                3.009 | 
                3.272 | 
                 | 
             
            
                | S3 | 
                2.749 | 
                2.905 | 
                3.249 | 
                 | 
             
            
                | S4 | 
                2.489 | 
                2.645 | 
                3.177 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.844 | 
         
        
            | 
2.618             | 
            3.689 | 
         
        
            | 
1.618             | 
            3.594 | 
         
        
            | 
1.000             | 
            3.535 | 
         
        
            | 
0.618             | 
            3.499 | 
         
        
            | 
HIGH             | 
            3.440 | 
         
        
            | 
0.618             | 
            3.404 | 
         
        
            | 
0.500             | 
            3.393 | 
         
        
            | 
0.382             | 
            3.381 | 
         
        
            | 
LOW             | 
            3.345 | 
         
        
            | 
0.618             | 
            3.286 | 
         
        
            | 
1.000             | 
            3.250 | 
         
        
            | 
1.618             | 
            3.191 | 
         
        
            | 
2.618             | 
            3.096 | 
         
        
            | 
4.250             | 
            2.941 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.393 | 
                                3.387 | 
                             
                            
                                | PP | 
                                3.390 | 
                                3.386 | 
                             
                            
                                | S1 | 
                                3.388 | 
                                3.386 | 
                             
             
         |