NYMEX Natural Gas Future January 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Jul-2012 | 
                    09-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.635 | 
                        3.464 | 
                        -0.171 | 
                        -4.7% | 
                        3.491 | 
                     
                    
                        | High | 
                        3.656 | 
                        3.530 | 
                        -0.126 | 
                        -3.4% | 
                        3.656 | 
                     
                    
                        | Low | 
                        3.426 | 
                        3.453 | 
                        0.027 | 
                        0.8% | 
                        3.426 | 
                     
                    
                        | Close | 
                        3.440 | 
                        3.523 | 
                        0.083 | 
                        2.4% | 
                        3.440 | 
                     
                    
                        | Range | 
                        0.230 | 
                        0.077 | 
                        -0.153 | 
                        -66.5% | 
                        0.230 | 
                     
                    
                        | ATR | 
                        0.107 | 
                        0.106 | 
                        -0.001 | 
                        -1.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        15,809 | 
                        29,954 | 
                        14,145 | 
                        89.5% | 
                        58,605 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.733 | 
                3.705 | 
                3.565 | 
                 | 
             
            
                | R3 | 
                3.656 | 
                3.628 | 
                3.544 | 
                 | 
             
            
                | R2 | 
                3.579 | 
                3.579 | 
                3.537 | 
                 | 
             
            
                | R1 | 
                3.551 | 
                3.551 | 
                3.530 | 
                3.565 | 
             
            
                | PP | 
                3.502 | 
                3.502 | 
                3.502 | 
                3.509 | 
             
            
                | S1 | 
                3.474 | 
                3.474 | 
                3.516 | 
                3.488 | 
             
            
                | S2 | 
                3.425 | 
                3.425 | 
                3.509 | 
                 | 
             
            
                | S3 | 
                3.348 | 
                3.397 | 
                3.502 | 
                 | 
             
            
                | S4 | 
                3.271 | 
                3.320 | 
                3.481 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.197 | 
                4.049 | 
                3.567 | 
                 | 
             
            
                | R3 | 
                3.967 | 
                3.819 | 
                3.503 | 
                 | 
             
            
                | R2 | 
                3.737 | 
                3.737 | 
                3.482 | 
                 | 
             
            
                | R1 | 
                3.589 | 
                3.589 | 
                3.461 | 
                3.548 | 
             
            
                | PP | 
                3.507 | 
                3.507 | 
                3.507 | 
                3.487 | 
             
            
                | S1 | 
                3.359 | 
                3.359 | 
                3.419 | 
                3.318 | 
             
            
                | S2 | 
                3.277 | 
                3.277 | 
                3.398 | 
                 | 
             
            
                | S3 | 
                3.047 | 
                3.129 | 
                3.377 | 
                 | 
             
            
                | S4 | 
                2.817 | 
                2.899 | 
                3.314 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.857 | 
         
        
            | 
2.618             | 
            3.732 | 
         
        
            | 
1.618             | 
            3.655 | 
         
        
            | 
1.000             | 
            3.607 | 
         
        
            | 
0.618             | 
            3.578 | 
         
        
            | 
HIGH             | 
            3.530 | 
         
        
            | 
0.618             | 
            3.501 | 
         
        
            | 
0.500             | 
            3.492 | 
         
        
            | 
0.382             | 
            3.482 | 
         
        
            | 
LOW             | 
            3.453 | 
         
        
            | 
0.618             | 
            3.405 | 
         
        
            | 
1.000             | 
            3.376 | 
         
        
            | 
1.618             | 
            3.328 | 
         
        
            | 
2.618             | 
            3.251 | 
         
        
            | 
4.250             | 
            3.126 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.513 | 
                                3.541 | 
                             
                            
                                | PP | 
                                3.502 | 
                                3.535 | 
                             
                            
                                | S1 | 
                                3.492 | 
                                3.529 | 
                             
             
         |