NYMEX Natural Gas Future January 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Jun-2012 | 
                    26-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.465 | 
                        3.466 | 
                        0.001 | 
                        0.0% | 
                        3.322 | 
                     
                    
                        | High | 
                        3.500 | 
                        3.506 | 
                        0.006 | 
                        0.2% | 
                        3.445 | 
                     
                    
                        | Low | 
                        3.411 | 
                        3.428 | 
                        0.017 | 
                        0.5% | 
                        3.295 | 
                     
                    
                        | Close | 
                        3.449 | 
                        3.502 | 
                        0.053 | 
                        1.5% | 
                        3.427 | 
                     
                    
                        | Range | 
                        0.089 | 
                        0.078 | 
                        -0.011 | 
                        -12.4% | 
                        0.150 | 
                     
                    
                        | ATR | 
                        0.097 | 
                        0.096 | 
                        -0.001 | 
                        -1.4% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        14,941 | 
                        15,728 | 
                        787 | 
                        5.3% | 
                        110,659 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.713 | 
                3.685 | 
                3.545 | 
                 | 
             
            
                | R3 | 
                3.635 | 
                3.607 | 
                3.523 | 
                 | 
             
            
                | R2 | 
                3.557 | 
                3.557 | 
                3.516 | 
                 | 
             
            
                | R1 | 
                3.529 | 
                3.529 | 
                3.509 | 
                3.543 | 
             
            
                | PP | 
                3.479 | 
                3.479 | 
                3.479 | 
                3.486 | 
             
            
                | S1 | 
                3.451 | 
                3.451 | 
                3.495 | 
                3.465 | 
             
            
                | S2 | 
                3.401 | 
                3.401 | 
                3.488 | 
                 | 
             
            
                | S3 | 
                3.323 | 
                3.373 | 
                3.481 | 
                 | 
             
            
                | S4 | 
                3.245 | 
                3.295 | 
                3.459 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.839 | 
                3.783 | 
                3.510 | 
                 | 
             
            
                | R3 | 
                3.689 | 
                3.633 | 
                3.468 | 
                 | 
             
            
                | R2 | 
                3.539 | 
                3.539 | 
                3.455 | 
                 | 
             
            
                | R1 | 
                3.483 | 
                3.483 | 
                3.441 | 
                3.511 | 
             
            
                | PP | 
                3.389 | 
                3.389 | 
                3.389 | 
                3.403 | 
             
            
                | S1 | 
                3.333 | 
                3.333 | 
                3.413 | 
                3.361 | 
             
            
                | S2 | 
                3.239 | 
                3.239 | 
                3.400 | 
                 | 
             
            
                | S3 | 
                3.089 | 
                3.183 | 
                3.386 | 
                 | 
             
            
                | S4 | 
                2.939 | 
                3.033 | 
                3.345 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.838 | 
         
        
            | 
2.618             | 
            3.710 | 
         
        
            | 
1.618             | 
            3.632 | 
         
        
            | 
1.000             | 
            3.584 | 
         
        
            | 
0.618             | 
            3.554 | 
         
        
            | 
HIGH             | 
            3.506 | 
         
        
            | 
0.618             | 
            3.476 | 
         
        
            | 
0.500             | 
            3.467 | 
         
        
            | 
0.382             | 
            3.458 | 
         
        
            | 
LOW             | 
            3.428 | 
         
        
            | 
0.618             | 
            3.380 | 
         
        
            | 
1.000             | 
            3.350 | 
         
        
            | 
1.618             | 
            3.302 | 
         
        
            | 
2.618             | 
            3.224 | 
         
        
            | 
4.250             | 
            3.097 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.490 | 
                                3.476 | 
                             
                            
                                | PP | 
                                3.479 | 
                                3.449 | 
                             
                            
                                | S1 | 
                                3.467 | 
                                3.423 | 
                             
             
         |