NYMEX Natural Gas Future January 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Jul-2012 | 
                    27-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.614 | 
                        3.637 | 
                        0.023 | 
                        0.6% | 
                        3.581 | 
                     
                    
                        | High | 
                        3.646 | 
                        3.646 | 
                        0.000 | 
                        0.0% | 
                        3.648 | 
                     
                    
                        | Low | 
                        3.569 | 
                        3.566 | 
                        -0.003 | 
                        -0.1% | 
                        3.513 | 
                     
                    
                        | Close | 
                        3.639 | 
                        3.595 | 
                        -0.044 | 
                        -1.2% | 
                        3.595 | 
                     
                    
                        | Range | 
                        0.077 | 
                        0.080 | 
                        0.003 | 
                        3.9% | 
                        0.135 | 
                     
                    
                        | ATR | 
                        0.100 | 
                        0.098 | 
                        -0.001 | 
                        -1.4% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        19,258 | 
                        19,231 | 
                        -27 | 
                        -0.1% | 
                        115,541 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.842 | 
                3.799 | 
                3.639 | 
                 | 
             
            
                | R3 | 
                3.762 | 
                3.719 | 
                3.617 | 
                 | 
             
            
                | R2 | 
                3.682 | 
                3.682 | 
                3.610 | 
                 | 
             
            
                | R1 | 
                3.639 | 
                3.639 | 
                3.602 | 
                3.621 | 
             
            
                | PP | 
                3.602 | 
                3.602 | 
                3.602 | 
                3.593 | 
             
            
                | S1 | 
                3.559 | 
                3.559 | 
                3.588 | 
                3.541 | 
             
            
                | S2 | 
                3.522 | 
                3.522 | 
                3.580 | 
                 | 
             
            
                | S3 | 
                3.442 | 
                3.479 | 
                3.573 | 
                 | 
             
            
                | S4 | 
                3.362 | 
                3.399 | 
                3.551 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.990 | 
                3.928 | 
                3.669 | 
                 | 
             
            
                | R3 | 
                3.855 | 
                3.793 | 
                3.632 | 
                 | 
             
            
                | R2 | 
                3.720 | 
                3.720 | 
                3.620 | 
                 | 
             
            
                | R1 | 
                3.658 | 
                3.658 | 
                3.607 | 
                3.689 | 
             
            
                | PP | 
                3.585 | 
                3.585 | 
                3.585 | 
                3.601 | 
             
            
                | S1 | 
                3.523 | 
                3.523 | 
                3.583 | 
                3.554 | 
             
            
                | S2 | 
                3.450 | 
                3.450 | 
                3.570 | 
                 | 
             
            
                | S3 | 
                3.315 | 
                3.388 | 
                3.558 | 
                 | 
             
            
                | S4 | 
                3.180 | 
                3.253 | 
                3.521 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3.648 | 
                3.513 | 
                0.135 | 
                3.8% | 
                0.082 | 
                2.3% | 
                61% | 
                False | 
                False | 
                23,108 | 
                 
                
                | 10 | 
                3.648 | 
                3.400 | 
                0.248 | 
                6.9% | 
                0.093 | 
                2.6% | 
                79% | 
                False | 
                False | 
                21,497 | 
                 
                
                | 20 | 
                3.656 | 
                3.400 | 
                0.256 | 
                7.1% | 
                0.100 | 
                2.8% | 
                76% | 
                False | 
                False | 
                20,092 | 
                 
                
                | 40 | 
                3.656 | 
                3.114 | 
                0.542 | 
                15.1% | 
                0.099 | 
                2.8% | 
                89% | 
                False | 
                False | 
                19,708 | 
                 
                
                | 60 | 
                3.656 | 
                3.114 | 
                0.542 | 
                15.1% | 
                0.096 | 
                2.7% | 
                89% | 
                False | 
                False | 
                18,390 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.986 | 
         
        
            | 
2.618             | 
            3.855 | 
         
        
            | 
1.618             | 
            3.775 | 
         
        
            | 
1.000             | 
            3.726 | 
         
        
            | 
0.618             | 
            3.695 | 
         
        
            | 
HIGH             | 
            3.646 | 
         
        
            | 
0.618             | 
            3.615 | 
         
        
            | 
0.500             | 
            3.606 | 
         
        
            | 
0.382             | 
            3.597 | 
         
        
            | 
LOW             | 
            3.566 | 
         
        
            | 
0.618             | 
            3.517 | 
         
        
            | 
1.000             | 
            3.486 | 
         
        
            | 
1.618             | 
            3.437 | 
         
        
            | 
2.618             | 
            3.357 | 
         
        
            | 
4.250             | 
            3.226 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.606 | 
                                3.606 | 
                             
                            
                                | PP | 
                                3.602 | 
                                3.602 | 
                             
                            
                                | S1 | 
                                3.599 | 
                                3.599 | 
                             
             
         |