NYMEX Natural Gas Future January 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Jun-2012 | 
                    28-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.512 | 
                        3.450 | 
                        -0.062 | 
                        -1.8% | 
                        3.322 | 
                     
                    
                        | High | 
                        3.605 | 
                        3.535 | 
                        -0.070 | 
                        -1.9% | 
                        3.445 | 
                     
                    
                        | Low | 
                        3.444 | 
                        3.394 | 
                        -0.050 | 
                        -1.5% | 
                        3.295 | 
                     
                    
                        | Close | 
                        3.476 | 
                        3.430 | 
                        -0.046 | 
                        -1.3% | 
                        3.427 | 
                     
                    
                        | Range | 
                        0.161 | 
                        0.141 | 
                        -0.020 | 
                        -12.4% | 
                        0.150 | 
                     
                    
                        | ATR | 
                        0.100 | 
                        0.103 | 
                        0.003 | 
                        2.9% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        14,473 | 
                        35,110 | 
                        20,637 | 
                        142.6% | 
                        110,659 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.876 | 
                3.794 | 
                3.508 | 
                 | 
             
            
                | R3 | 
                3.735 | 
                3.653 | 
                3.469 | 
                 | 
             
            
                | R2 | 
                3.594 | 
                3.594 | 
                3.456 | 
                 | 
             
            
                | R1 | 
                3.512 | 
                3.512 | 
                3.443 | 
                3.483 | 
             
            
                | PP | 
                3.453 | 
                3.453 | 
                3.453 | 
                3.438 | 
             
            
                | S1 | 
                3.371 | 
                3.371 | 
                3.417 | 
                3.342 | 
             
            
                | S2 | 
                3.312 | 
                3.312 | 
                3.404 | 
                 | 
             
            
                | S3 | 
                3.171 | 
                3.230 | 
                3.391 | 
                 | 
             
            
                | S4 | 
                3.030 | 
                3.089 | 
                3.352 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            4.134 | 
         
        
            | 
2.618             | 
            3.904 | 
         
        
            | 
1.618             | 
            3.763 | 
         
        
            | 
1.000             | 
            3.676 | 
         
        
            | 
0.618             | 
            3.622 | 
         
        
            | 
HIGH             | 
            3.535 | 
         
        
            | 
0.618             | 
            3.481 | 
         
        
            | 
0.500             | 
            3.465 | 
         
        
            | 
0.382             | 
            3.448 | 
         
        
            | 
LOW             | 
            3.394 | 
         
        
            | 
0.618             | 
            3.307 | 
         
        
            | 
1.000             | 
            3.253 | 
         
        
            | 
1.618             | 
            3.166 | 
         
        
            | 
2.618             | 
            3.025 | 
         
        
            | 
4.250             | 
            2.795 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.465 | 
                                3.500 | 
                             
                            
                                | PP | 
                                3.453 | 
                                3.476 | 
                             
                            
                                | S1 | 
                                3.442 | 
                                3.453 | 
                             
             
         |