NYMEX Natural Gas Future January 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Jul-2012 | 
                    19-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.450 | 
                        3.552 | 
                        0.102 | 
                        3.0% | 
                        3.464 | 
                     
                    
                        | High | 
                        3.599 | 
                        3.567 | 
                        -0.032 | 
                        -0.9% | 
                        3.570 | 
                     
                    
                        | Low | 
                        3.450 | 
                        3.490 | 
                        0.040 | 
                        1.2% | 
                        3.400 | 
                     
                    
                        | Close | 
                        3.545 | 
                        3.519 | 
                        -0.026 | 
                        -0.7% | 
                        3.546 | 
                     
                    
                        | Range | 
                        0.149 | 
                        0.077 | 
                        -0.072 | 
                        -48.3% | 
                        0.170 | 
                     
                    
                        | ATR | 
                        0.110 | 
                        0.107 | 
                        -0.002 | 
                        -2.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        13,999 | 
                        24,579 | 
                        10,580 | 
                        75.6% | 
                        108,266 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.756 | 
                3.715 | 
                3.561 | 
                 | 
             
            
                | R3 | 
                3.679 | 
                3.638 | 
                3.540 | 
                 | 
             
            
                | R2 | 
                3.602 | 
                3.602 | 
                3.533 | 
                 | 
             
            
                | R1 | 
                3.561 | 
                3.561 | 
                3.526 | 
                3.543 | 
             
            
                | PP | 
                3.525 | 
                3.525 | 
                3.525 | 
                3.517 | 
             
            
                | S1 | 
                3.484 | 
                3.484 | 
                3.512 | 
                3.466 | 
             
            
                | S2 | 
                3.448 | 
                3.448 | 
                3.505 | 
                 | 
             
            
                | S3 | 
                3.371 | 
                3.407 | 
                3.498 | 
                 | 
             
            
                | S4 | 
                3.294 | 
                3.330 | 
                3.477 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.015 | 
                3.951 | 
                3.640 | 
                 | 
             
            
                | R3 | 
                3.845 | 
                3.781 | 
                3.593 | 
                 | 
             
            
                | R2 | 
                3.675 | 
                3.675 | 
                3.577 | 
                 | 
             
            
                | R1 | 
                3.611 | 
                3.611 | 
                3.562 | 
                3.643 | 
             
            
                | PP | 
                3.505 | 
                3.505 | 
                3.505 | 
                3.522 | 
             
            
                | S1 | 
                3.441 | 
                3.441 | 
                3.530 | 
                3.473 | 
             
            
                | S2 | 
                3.335 | 
                3.335 | 
                3.515 | 
                 | 
             
            
                | S3 | 
                3.165 | 
                3.271 | 
                3.499 | 
                 | 
             
            
                | S4 | 
                2.995 | 
                3.101 | 
                3.453 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3.599 | 
                3.400 | 
                0.199 | 
                5.7% | 
                0.100 | 
                2.9% | 
                60% | 
                False | 
                False | 
                18,258 | 
                 
                
                | 10 | 
                3.656 | 
                3.400 | 
                0.256 | 
                7.3% | 
                0.119 | 
                3.4% | 
                46% | 
                False | 
                False | 
                18,978 | 
                 
                
                | 20 | 
                3.656 | 
                3.340 | 
                0.316 | 
                9.0% | 
                0.109 | 
                3.1% | 
                57% | 
                False | 
                False | 
                19,006 | 
                 
                
                | 40 | 
                3.656 | 
                3.114 | 
                0.542 | 
                15.4% | 
                0.101 | 
                2.9% | 
                75% | 
                False | 
                False | 
                18,556 | 
                 
                
                | 60 | 
                3.656 | 
                3.114 | 
                0.542 | 
                15.4% | 
                0.097 | 
                2.7% | 
                75% | 
                False | 
                False | 
                17,349 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.894 | 
         
        
            | 
2.618             | 
            3.769 | 
         
        
            | 
1.618             | 
            3.692 | 
         
        
            | 
1.000             | 
            3.644 | 
         
        
            | 
0.618             | 
            3.615 | 
         
        
            | 
HIGH             | 
            3.567 | 
         
        
            | 
0.618             | 
            3.538 | 
         
        
            | 
0.500             | 
            3.529 | 
         
        
            | 
0.382             | 
            3.519 | 
         
        
            | 
LOW             | 
            3.490 | 
         
        
            | 
0.618             | 
            3.442 | 
         
        
            | 
1.000             | 
            3.413 | 
         
        
            | 
1.618             | 
            3.365 | 
         
        
            | 
2.618             | 
            3.288 | 
         
        
            | 
4.250             | 
            3.163 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.529 | 
                                3.513 | 
                             
                            
                                | PP | 
                                3.525 | 
                                3.506 | 
                             
                            
                                | S1 | 
                                3.522 | 
                                3.500 | 
                             
             
         |