NYMEX Natural Gas Future January 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Jul-2012 | 
                    26-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.642 | 
                        3.614 | 
                        -0.028 | 
                        -0.8% | 
                        3.549 | 
                     
                    
                        | High | 
                        3.644 | 
                        3.646 | 
                        0.002 | 
                        0.1% | 
                        3.599 | 
                     
                    
                        | Low | 
                        3.567 | 
                        3.569 | 
                        0.002 | 
                        0.1% | 
                        3.400 | 
                     
                    
                        | Close | 
                        3.591 | 
                        3.639 | 
                        0.048 | 
                        1.3% | 
                        3.581 | 
                     
                    
                        | Range | 
                        0.077 | 
                        0.077 | 
                        0.000 | 
                        0.0% | 
                        0.199 | 
                     
                    
                        | ATR | 
                        0.102 | 
                        0.100 | 
                        -0.002 | 
                        -1.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        25,387 | 
                        19,258 | 
                        -6,129 | 
                        -24.1% | 
                        99,431 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.849 | 
                3.821 | 
                3.681 | 
                 | 
             
            
                | R3 | 
                3.772 | 
                3.744 | 
                3.660 | 
                 | 
             
            
                | R2 | 
                3.695 | 
                3.695 | 
                3.653 | 
                 | 
             
            
                | R1 | 
                3.667 | 
                3.667 | 
                3.646 | 
                3.681 | 
             
            
                | PP | 
                3.618 | 
                3.618 | 
                3.618 | 
                3.625 | 
             
            
                | S1 | 
                3.590 | 
                3.590 | 
                3.632 | 
                3.604 | 
             
            
                | S2 | 
                3.541 | 
                3.541 | 
                3.625 | 
                 | 
             
            
                | S3 | 
                3.464 | 
                3.513 | 
                3.618 | 
                 | 
             
            
                | S4 | 
                3.387 | 
                3.436 | 
                3.597 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.124 | 
                4.051 | 
                3.690 | 
                 | 
             
            
                | R3 | 
                3.925 | 
                3.852 | 
                3.636 | 
                 | 
             
            
                | R2 | 
                3.726 | 
                3.726 | 
                3.617 | 
                 | 
             
            
                | R1 | 
                3.653 | 
                3.653 | 
                3.599 | 
                3.690 | 
             
            
                | PP | 
                3.527 | 
                3.527 | 
                3.527 | 
                3.545 | 
             
            
                | S1 | 
                3.454 | 
                3.454 | 
                3.563 | 
                3.491 | 
             
            
                | S2 | 
                3.328 | 
                3.328 | 
                3.545 | 
                 | 
             
            
                | S3 | 
                3.129 | 
                3.255 | 
                3.526 | 
                 | 
             
            
                | S4 | 
                2.930 | 
                3.056 | 
                3.472 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3.648 | 
                3.503 | 
                0.145 | 
                4.0% | 
                0.083 | 
                2.3% | 
                94% | 
                False | 
                False | 
                26,005 | 
                 
                
                | 10 | 
                3.648 | 
                3.400 | 
                0.248 | 
                6.8% | 
                0.092 | 
                2.5% | 
                96% | 
                False | 
                False | 
                22,131 | 
                 
                
                | 20 | 
                3.656 | 
                3.394 | 
                0.262 | 
                7.2% | 
                0.103 | 
                2.8% | 
                94% | 
                False | 
                False | 
                20,886 | 
                 
                
                | 40 | 
                3.656 | 
                3.114 | 
                0.542 | 
                14.9% | 
                0.101 | 
                2.8% | 
                97% | 
                False | 
                False | 
                19,603 | 
                 
                
                | 60 | 
                3.656 | 
                3.114 | 
                0.542 | 
                14.9% | 
                0.096 | 
                2.7% | 
                97% | 
                False | 
                False | 
                18,380 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.973 | 
         
        
            | 
2.618             | 
            3.848 | 
         
        
            | 
1.618             | 
            3.771 | 
         
        
            | 
1.000             | 
            3.723 | 
         
        
            | 
0.618             | 
            3.694 | 
         
        
            | 
HIGH             | 
            3.646 | 
         
        
            | 
0.618             | 
            3.617 | 
         
        
            | 
0.500             | 
            3.608 | 
         
        
            | 
0.382             | 
            3.598 | 
         
        
            | 
LOW             | 
            3.569 | 
         
        
            | 
0.618             | 
            3.521 | 
         
        
            | 
1.000             | 
            3.492 | 
         
        
            | 
1.618             | 
            3.444 | 
         
        
            | 
2.618             | 
            3.367 | 
         
        
            | 
4.250             | 
            3.242 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.629 | 
                                3.628 | 
                             
                            
                                | PP | 
                                3.618 | 
                                3.617 | 
                             
                            
                                | S1 | 
                                3.608 | 
                                3.606 | 
                             
             
         |