NYMEX Natural Gas Future January 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Aug-2012 | 
                    02-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.689 | 
                        3.628 | 
                        -0.061 | 
                        -1.7% | 
                        3.581 | 
                     
                    
                        | High | 
                        3.706 | 
                        3.628 | 
                        -0.078 | 
                        -2.1% | 
                        3.648 | 
                     
                    
                        | Low | 
                        3.608 | 
                        3.443 | 
                        -0.165 | 
                        -4.6% | 
                        3.513 | 
                     
                    
                        | Close | 
                        3.653 | 
                        3.451 | 
                        -0.202 | 
                        -5.5% | 
                        3.595 | 
                     
                    
                        | Range | 
                        0.098 | 
                        0.185 | 
                        0.087 | 
                        88.8% | 
                        0.135 | 
                     
                    
                        | ATR | 
                        0.100 | 
                        0.108 | 
                        0.008 | 
                        7.8% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        31,361 | 
                        25,137 | 
                        -6,224 | 
                        -19.8% | 
                        115,541 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.062 | 
                3.942 | 
                3.553 | 
                 | 
             
            
                | R3 | 
                3.877 | 
                3.757 | 
                3.502 | 
                 | 
             
            
                | R2 | 
                3.692 | 
                3.692 | 
                3.485 | 
                 | 
             
            
                | R1 | 
                3.572 | 
                3.572 | 
                3.468 | 
                3.540 | 
             
            
                | PP | 
                3.507 | 
                3.507 | 
                3.507 | 
                3.491 | 
             
            
                | S1 | 
                3.387 | 
                3.387 | 
                3.434 | 
                3.355 | 
             
            
                | S2 | 
                3.322 | 
                3.322 | 
                3.417 | 
                 | 
             
            
                | S3 | 
                3.137 | 
                3.202 | 
                3.400 | 
                 | 
             
            
                | S4 | 
                2.952 | 
                3.017 | 
                3.349 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                3.443 | 
                0.307 | 
                8.9% | 
                0.113 | 
                3.3% | 
                3% | 
                False | 
                True | 
                24,065 | 
                 
                
                | 10 | 
                3.750 | 
                3.443 | 
                0.307 | 
                8.9% | 
                0.098 | 
                2.8% | 
                3% | 
                False | 
                True | 
                25,035 | 
                 
                
                | 20 | 
                3.750 | 
                3.400 | 
                0.350 | 
                10.1% | 
                0.109 | 
                3.1% | 
                15% | 
                False | 
                False | 
                22,007 | 
                 
                
                | 40 | 
                3.750 | 
                3.114 | 
                0.636 | 
                18.4% | 
                0.105 | 
                3.0% | 
                53% | 
                False | 
                False | 
                20,709 | 
                 
                
                | 60 | 
                3.750 | 
                3.114 | 
                0.636 | 
                18.4% | 
                0.098 | 
                2.9% | 
                53% | 
                False | 
                False | 
                19,344 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.414 | 
         
        
            | 
2.618             | 
            4.112 | 
         
        
            | 
1.618             | 
            3.927 | 
         
        
            | 
1.000             | 
            3.813 | 
         
        
            | 
0.618             | 
            3.742 | 
         
        
            | 
HIGH             | 
            3.628 | 
         
        
            | 
0.618             | 
            3.557 | 
         
        
            | 
0.500             | 
            3.536 | 
         
        
            | 
0.382             | 
            3.514 | 
         
        
            | 
LOW             | 
            3.443 | 
         
        
            | 
0.618             | 
            3.329 | 
         
        
            | 
1.000             | 
            3.258 | 
         
        
            | 
1.618             | 
            3.144 | 
         
        
            | 
2.618             | 
            2.959 | 
         
        
            | 
4.250             | 
            2.657 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.536 | 
                                3.597 | 
                             
                            
                                | PP | 
                                3.507 | 
                                3.548 | 
                             
                            
                                | S1 | 
                                3.479 | 
                                3.500 | 
                             
             
         |