NYMEX Natural Gas Future January 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Jun-2012 | 
                    29-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.450 | 
                        3.442 | 
                        -0.008 | 
                        -0.2% | 
                        3.465 | 
                     
                    
                        | High | 
                        3.535 | 
                        3.508 | 
                        -0.027 | 
                        -0.8% | 
                        3.605 | 
                     
                    
                        | Low | 
                        3.394 | 
                        3.426 | 
                        0.032 | 
                        0.9% | 
                        3.394 | 
                     
                    
                        | Close | 
                        3.430 | 
                        3.499 | 
                        0.069 | 
                        2.0% | 
                        3.499 | 
                     
                    
                        | Range | 
                        0.141 | 
                        0.082 | 
                        -0.059 | 
                        -41.8% | 
                        0.211 | 
                     
                    
                        | ATR | 
                        0.103 | 
                        0.102 | 
                        -0.002 | 
                        -1.5% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        35,110 | 
                        20,013 | 
                        -15,097 | 
                        -43.0% | 
                        100,265 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.724 | 
                3.693 | 
                3.544 | 
                 | 
             
            
                | R3 | 
                3.642 | 
                3.611 | 
                3.522 | 
                 | 
             
            
                | R2 | 
                3.560 | 
                3.560 | 
                3.514 | 
                 | 
             
            
                | R1 | 
                3.529 | 
                3.529 | 
                3.507 | 
                3.545 | 
             
            
                | PP | 
                3.478 | 
                3.478 | 
                3.478 | 
                3.485 | 
             
            
                | S1 | 
                3.447 | 
                3.447 | 
                3.491 | 
                3.463 | 
             
            
                | S2 | 
                3.396 | 
                3.396 | 
                3.484 | 
                 | 
             
            
                | S3 | 
                3.314 | 
                3.365 | 
                3.476 | 
                 | 
             
            
                | S4 | 
                3.232 | 
                3.283 | 
                3.454 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 29-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.132 | 
                4.027 | 
                3.615 | 
                 | 
             
            
                | R3 | 
                3.921 | 
                3.816 | 
                3.557 | 
                 | 
             
            
                | R2 | 
                3.710 | 
                3.710 | 
                3.538 | 
                 | 
             
            
                | R1 | 
                3.605 | 
                3.605 | 
                3.518 | 
                3.658 | 
             
            
                | PP | 
                3.499 | 
                3.499 | 
                3.499 | 
                3.526 | 
             
            
                | S1 | 
                3.394 | 
                3.394 | 
                3.480 | 
                3.447 | 
             
            
                | S2 | 
                3.288 | 
                3.288 | 
                3.460 | 
                 | 
             
            
                | S3 | 
                3.077 | 
                3.183 | 
                3.441 | 
                 | 
             
            
                | S4 | 
                2.866 | 
                2.972 | 
                3.383 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.857 | 
         
        
            | 
2.618             | 
            3.723 | 
         
        
            | 
1.618             | 
            3.641 | 
         
        
            | 
1.000             | 
            3.590 | 
         
        
            | 
0.618             | 
            3.559 | 
         
        
            | 
HIGH             | 
            3.508 | 
         
        
            | 
0.618             | 
            3.477 | 
         
        
            | 
0.500             | 
            3.467 | 
         
        
            | 
0.382             | 
            3.457 | 
         
        
            | 
LOW             | 
            3.426 | 
         
        
            | 
0.618             | 
            3.375 | 
         
        
            | 
1.000             | 
            3.344 | 
         
        
            | 
1.618             | 
            3.293 | 
         
        
            | 
2.618             | 
            3.211 | 
         
        
            | 
4.250             | 
            3.078 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.488 | 
                                3.500 | 
                             
                            
                                | PP | 
                                3.478 | 
                                3.499 | 
                             
                            
                                | S1 | 
                                3.467 | 
                                3.499 | 
                             
             
         |