NYMEX Natural Gas Future January 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 31-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Jul-2012 | 
                    31-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.618 | 
                        3.736 | 
                        0.118 | 
                        3.3% | 
                        3.581 | 
                     
                    
                        | High | 
                        3.720 | 
                        3.750 | 
                        0.030 | 
                        0.8% | 
                        3.648 | 
                     
                    
                        | Low | 
                        3.618 | 
                        3.648 | 
                        0.030 | 
                        0.8% | 
                        3.513 | 
                     
                    
                        | Close | 
                        3.714 | 
                        3.690 | 
                        -0.024 | 
                        -0.6% | 
                        3.595 | 
                     
                    
                        | Range | 
                        0.102 | 
                        0.102 | 
                        0.000 | 
                        0.0% | 
                        0.135 | 
                     
                    
                        | ATR | 
                        0.100 | 
                        0.100 | 
                        0.000 | 
                        0.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        17,691 | 
                        26,908 | 
                        9,217 | 
                        52.1% | 
                        115,541 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.002 | 
                3.948 | 
                3.746 | 
                 | 
             
            
                | R3 | 
                3.900 | 
                3.846 | 
                3.718 | 
                 | 
             
            
                | R2 | 
                3.798 | 
                3.798 | 
                3.709 | 
                 | 
             
            
                | R1 | 
                3.744 | 
                3.744 | 
                3.699 | 
                3.720 | 
             
            
                | PP | 
                3.696 | 
                3.696 | 
                3.696 | 
                3.684 | 
             
            
                | S1 | 
                3.642 | 
                3.642 | 
                3.681 | 
                3.618 | 
             
            
                | S2 | 
                3.594 | 
                3.594 | 
                3.671 | 
                 | 
             
            
                | S3 | 
                3.492 | 
                3.540 | 
                3.662 | 
                 | 
             
            
                | S4 | 
                3.390 | 
                3.438 | 
                3.634 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                3.750 | 
                3.566 | 
                0.184 | 
                5.0% | 
                0.088 | 
                2.4% | 
                67% | 
                True | 
                False | 
                21,695 | 
                 
                
                | 10 | 
                3.750 | 
                3.450 | 
                0.300 | 
                8.1% | 
                0.093 | 
                2.5% | 
                80% | 
                True | 
                False | 
                23,243 | 
                 
                
                | 20 | 
                3.750 | 
                3.400 | 
                0.350 | 
                9.5% | 
                0.103 | 
                2.8% | 
                83% | 
                True | 
                False | 
                20,168 | 
                 
                
                | 40 | 
                3.750 | 
                3.114 | 
                0.636 | 
                17.2% | 
                0.101 | 
                2.7% | 
                91% | 
                True | 
                False | 
                19,825 | 
                 
                
                | 60 | 
                3.750 | 
                3.114 | 
                0.636 | 
                17.2% | 
                0.097 | 
                2.6% | 
                91% | 
                True | 
                False | 
                18,694 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.184 | 
         
        
            | 
2.618             | 
            4.017 | 
         
        
            | 
1.618             | 
            3.915 | 
         
        
            | 
1.000             | 
            3.852 | 
         
        
            | 
0.618             | 
            3.813 | 
         
        
            | 
HIGH             | 
            3.750 | 
         
        
            | 
0.618             | 
            3.711 | 
         
        
            | 
0.500             | 
            3.699 | 
         
        
            | 
0.382             | 
            3.687 | 
         
        
            | 
LOW             | 
            3.648 | 
         
        
            | 
0.618             | 
            3.585 | 
         
        
            | 
1.000             | 
            3.546 | 
         
        
            | 
1.618             | 
            3.483 | 
         
        
            | 
2.618             | 
            3.381 | 
         
        
            | 
4.250             | 
            3.215 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.699 | 
                                3.679 | 
                             
                            
                                | PP | 
                                3.696 | 
                                3.669 | 
                             
                            
                                | S1 | 
                                3.693 | 
                                3.658 | 
                             
             
         |