NYMEX Natural Gas Future January 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Aug-2012 | 
                    08-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.455 | 
                        3.528 | 
                        0.073 | 
                        2.1% | 
                        3.618 | 
                     
                    
                        | High | 
                        3.553 | 
                        3.567 | 
                        0.014 | 
                        0.4% | 
                        3.750 | 
                     
                    
                        | Low | 
                        3.429 | 
                        3.505 | 
                        0.076 | 
                        2.2% | 
                        3.375 | 
                     
                    
                        | Close | 
                        3.537 | 
                        3.556 | 
                        0.019 | 
                        0.5% | 
                        3.409 | 
                     
                    
                        | Range | 
                        0.124 | 
                        0.062 | 
                        -0.062 | 
                        -50.0% | 
                        0.375 | 
                     
                    
                        | ATR | 
                        0.110 | 
                        0.106 | 
                        -0.003 | 
                        -3.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        19,813 | 
                        28,505 | 
                        8,692 | 
                        43.9% | 
                        136,082 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.729 | 
                3.704 | 
                3.590 | 
                 | 
             
            
                | R3 | 
                3.667 | 
                3.642 | 
                3.573 | 
                 | 
             
            
                | R2 | 
                3.605 | 
                3.605 | 
                3.567 | 
                 | 
             
            
                | R1 | 
                3.580 | 
                3.580 | 
                3.562 | 
                3.593 | 
             
            
                | PP | 
                3.543 | 
                3.543 | 
                3.543 | 
                3.549 | 
             
            
                | S1 | 
                3.518 | 
                3.518 | 
                3.550 | 
                3.531 | 
             
            
                | S2 | 
                3.481 | 
                3.481 | 
                3.545 | 
                 | 
             
            
                | S3 | 
                3.419 | 
                3.456 | 
                3.539 | 
                 | 
             
            
                | S4 | 
                3.357 | 
                3.394 | 
                3.522 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                3.628 | 
                3.337 | 
                0.291 | 
                8.2% | 
                0.118 | 
                3.3% | 
                75% | 
                False | 
                False | 
                25,259 | 
                 
                
                | 10 | 
                3.750 | 
                3.337 | 
                0.413 | 
                11.6% | 
                0.105 | 
                3.0% | 
                53% | 
                False | 
                False | 
                24,074 | 
                 
                
                | 20 | 
                3.750 | 
                3.337 | 
                0.413 | 
                11.6% | 
                0.103 | 
                2.9% | 
                53% | 
                False | 
                False | 
                23,019 | 
                 
                
                | 40 | 
                3.750 | 
                3.114 | 
                0.636 | 
                17.9% | 
                0.106 | 
                3.0% | 
                69% | 
                False | 
                False | 
                21,541 | 
                 
                
                | 60 | 
                3.750 | 
                3.114 | 
                0.636 | 
                17.9% | 
                0.100 | 
                2.8% | 
                69% | 
                False | 
                False | 
                20,025 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.831 | 
         
        
            | 
2.618             | 
            3.729 | 
         
        
            | 
1.618             | 
            3.667 | 
         
        
            | 
1.000             | 
            3.629 | 
         
        
            | 
0.618             | 
            3.605 | 
         
        
            | 
HIGH             | 
            3.567 | 
         
        
            | 
0.618             | 
            3.543 | 
         
        
            | 
0.500             | 
            3.536 | 
         
        
            | 
0.382             | 
            3.529 | 
         
        
            | 
LOW             | 
            3.505 | 
         
        
            | 
0.618             | 
            3.467 | 
         
        
            | 
1.000             | 
            3.443 | 
         
        
            | 
1.618             | 
            3.405 | 
         
        
            | 
2.618             | 
            3.343 | 
         
        
            | 
4.250             | 
            3.242 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.549 | 
                                3.521 | 
                             
                            
                                | PP | 
                                3.543 | 
                                3.487 | 
                             
                            
                                | S1 | 
                                3.536 | 
                                3.452 | 
                             
             
         |