NYMEX Natural Gas Future January 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Aug-2012 | 
                    06-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.427 | 
                        3.356 | 
                        -0.071 | 
                        -2.1% | 
                        3.618 | 
                     
                    
                        | High | 
                        3.464 | 
                        3.469 | 
                        0.005 | 
                        0.1% | 
                        3.750 | 
                     
                    
                        | Low | 
                        3.375 | 
                        3.337 | 
                        -0.038 | 
                        -1.1% | 
                        3.375 | 
                     
                    
                        | Close | 
                        3.409 | 
                        3.454 | 
                        0.045 | 
                        1.3% | 
                        3.409 | 
                     
                    
                        | Range | 
                        0.089 | 
                        0.132 | 
                        0.043 | 
                        48.3% | 
                        0.375 | 
                     
                    
                        | ATR | 
                        0.107 | 
                        0.109 | 
                        0.002 | 
                        1.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        34,985 | 
                        17,855 | 
                        -17,130 | 
                        -49.0% | 
                        136,082 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.816 | 
                3.767 | 
                3.527 | 
                 | 
             
            
                | R3 | 
                3.684 | 
                3.635 | 
                3.490 | 
                 | 
             
            
                | R2 | 
                3.552 | 
                3.552 | 
                3.478 | 
                 | 
             
            
                | R1 | 
                3.503 | 
                3.503 | 
                3.466 | 
                3.528 | 
             
            
                | PP | 
                3.420 | 
                3.420 | 
                3.420 | 
                3.432 | 
             
            
                | S1 | 
                3.371 | 
                3.371 | 
                3.442 | 
                3.396 | 
             
            
                | S2 | 
                3.288 | 
                3.288 | 
                3.430 | 
                 | 
             
            
                | S3 | 
                3.156 | 
                3.239 | 
                3.418 | 
                 | 
             
            
                | S4 | 
                3.024 | 
                3.107 | 
                3.381 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 03-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.636 | 
                4.398 | 
                3.615 | 
                 | 
             
            
                | R3 | 
                4.261 | 
                4.023 | 
                3.512 | 
                 | 
             
            
                | R2 | 
                3.886 | 
                3.886 | 
                3.478 | 
                 | 
             
            
                | R1 | 
                3.648 | 
                3.648 | 
                3.443 | 
                3.580 | 
             
            
                | PP | 
                3.511 | 
                3.511 | 
                3.511 | 
                3.477 | 
             
            
                | S1 | 
                3.273 | 
                3.273 | 
                3.375 | 
                3.205 | 
             
            
                | S2 | 
                3.136 | 
                3.136 | 
                3.340 | 
                 | 
             
            
                | S3 | 
                2.761 | 
                2.898 | 
                3.306 | 
                 | 
             
            
                | S4 | 
                2.386 | 
                2.523 | 
                3.203 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3.750 | 
                3.337 | 
                0.413 | 
                12.0% | 
                0.121 | 
                3.5% | 
                28% | 
                False | 
                True | 
                27,249 | 
                 
                
                | 10 | 
                3.750 | 
                3.337 | 
                0.413 | 
                12.0% | 
                0.103 | 
                3.0% | 
                28% | 
                False | 
                True | 
                24,060 | 
                 
                
                | 20 | 
                3.750 | 
                3.337 | 
                0.413 | 
                12.0% | 
                0.104 | 
                3.0% | 
                28% | 
                False | 
                True | 
                22,361 | 
                 
                
                | 40 | 
                3.750 | 
                3.114 | 
                0.636 | 
                18.4% | 
                0.105 | 
                3.0% | 
                53% | 
                False | 
                False | 
                21,166 | 
                 
                
                | 60 | 
                3.750 | 
                3.114 | 
                0.636 | 
                18.4% | 
                0.100 | 
                2.9% | 
                53% | 
                False | 
                False | 
                19,693 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.030 | 
         
        
            | 
2.618             | 
            3.815 | 
         
        
            | 
1.618             | 
            3.683 | 
         
        
            | 
1.000             | 
            3.601 | 
         
        
            | 
0.618             | 
            3.551 | 
         
        
            | 
HIGH             | 
            3.469 | 
         
        
            | 
0.618             | 
            3.419 | 
         
        
            | 
0.500             | 
            3.403 | 
         
        
            | 
0.382             | 
            3.387 | 
         
        
            | 
LOW             | 
            3.337 | 
         
        
            | 
0.618             | 
            3.255 | 
         
        
            | 
1.000             | 
            3.205 | 
         
        
            | 
1.618             | 
            3.123 | 
         
        
            | 
2.618             | 
            2.991 | 
         
        
            | 
4.250             | 
            2.776 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.437 | 
                                3.483 | 
                             
                            
                                | PP | 
                                3.420 | 
                                3.473 | 
                             
                            
                                | S1 | 
                                3.403 | 
                                3.464 | 
                             
             
         |