NYMEX Natural Gas Future January 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Aug-2012 | 
                    07-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.356 | 
                        3.455 | 
                        0.099 | 
                        2.9% | 
                        3.618 | 
                     
                    
                        | High | 
                        3.469 | 
                        3.553 | 
                        0.084 | 
                        2.4% | 
                        3.750 | 
                     
                    
                        | Low | 
                        3.337 | 
                        3.429 | 
                        0.092 | 
                        2.8% | 
                        3.375 | 
                     
                    
                        | Close | 
                        3.454 | 
                        3.537 | 
                        0.083 | 
                        2.4% | 
                        3.409 | 
                     
                    
                        | Range | 
                        0.132 | 
                        0.124 | 
                        -0.008 | 
                        -6.1% | 
                        0.375 | 
                     
                    
                        | ATR | 
                        0.109 | 
                        0.110 | 
                        0.001 | 
                        1.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        17,855 | 
                        19,813 | 
                        1,958 | 
                        11.0% | 
                        136,082 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.878 | 
                3.832 | 
                3.605 | 
                 | 
             
            
                | R3 | 
                3.754 | 
                3.708 | 
                3.571 | 
                 | 
             
            
                | R2 | 
                3.630 | 
                3.630 | 
                3.560 | 
                 | 
             
            
                | R1 | 
                3.584 | 
                3.584 | 
                3.548 | 
                3.607 | 
             
            
                | PP | 
                3.506 | 
                3.506 | 
                3.506 | 
                3.518 | 
             
            
                | S1 | 
                3.460 | 
                3.460 | 
                3.526 | 
                3.483 | 
             
            
                | S2 | 
                3.382 | 
                3.382 | 
                3.514 | 
                 | 
             
            
                | S3 | 
                3.258 | 
                3.336 | 
                3.503 | 
                 | 
             
            
                | S4 | 
                3.134 | 
                3.212 | 
                3.469 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                3.706 | 
                3.337 | 
                0.369 | 
                10.4% | 
                0.126 | 
                3.6% | 
                54% | 
                False | 
                False | 
                25,830 | 
                 
                
                | 10 | 
                3.750 | 
                3.337 | 
                0.413 | 
                11.7% | 
                0.107 | 
                3.0% | 
                48% | 
                False | 
                False | 
                23,762 | 
                 
                
                | 20 | 
                3.750 | 
                3.337 | 
                0.413 | 
                11.7% | 
                0.105 | 
                3.0% | 
                48% | 
                False | 
                False | 
                22,648 | 
                 
                
                | 40 | 
                3.750 | 
                3.114 | 
                0.636 | 
                18.0% | 
                0.107 | 
                3.0% | 
                67% | 
                False | 
                False | 
                21,214 | 
                 
                
                | 60 | 
                3.750 | 
                3.114 | 
                0.636 | 
                18.0% | 
                0.101 | 
                2.8% | 
                67% | 
                False | 
                False | 
                19,753 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.080 | 
         
        
            | 
2.618             | 
            3.878 | 
         
        
            | 
1.618             | 
            3.754 | 
         
        
            | 
1.000             | 
            3.677 | 
         
        
            | 
0.618             | 
            3.630 | 
         
        
            | 
HIGH             | 
            3.553 | 
         
        
            | 
0.618             | 
            3.506 | 
         
        
            | 
0.500             | 
            3.491 | 
         
        
            | 
0.382             | 
            3.476 | 
         
        
            | 
LOW             | 
            3.429 | 
         
        
            | 
0.618             | 
            3.352 | 
         
        
            | 
1.000             | 
            3.305 | 
         
        
            | 
1.618             | 
            3.228 | 
         
        
            | 
2.618             | 
            3.104 | 
         
        
            | 
4.250             | 
            2.902 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.522 | 
                                3.506 | 
                             
                            
                                | PP | 
                                3.506 | 
                                3.476 | 
                             
                            
                                | S1 | 
                                3.491 | 
                                3.445 | 
                             
             
         |