NYMEX Natural Gas Future January 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Aug-2012 | 
                    09-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.528 | 
                        3.554 | 
                        0.026 | 
                        0.7% | 
                        3.618 | 
                     
                    
                        | High | 
                        3.567 | 
                        3.668 | 
                        0.101 | 
                        2.8% | 
                        3.750 | 
                     
                    
                        | Low | 
                        3.505 | 
                        3.514 | 
                        0.009 | 
                        0.3% | 
                        3.375 | 
                     
                    
                        | Close | 
                        3.556 | 
                        3.557 | 
                        0.001 | 
                        0.0% | 
                        3.409 | 
                     
                    
                        | Range | 
                        0.062 | 
                        0.154 | 
                        0.092 | 
                        148.4% | 
                        0.375 | 
                     
                    
                        | ATR | 
                        0.106 | 
                        0.110 | 
                        0.003 | 
                        3.2% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        28,505 | 
                        34,811 | 
                        6,306 | 
                        22.1% | 
                        136,082 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.042 | 
                3.953 | 
                3.642 | 
                 | 
             
            
                | R3 | 
                3.888 | 
                3.799 | 
                3.599 | 
                 | 
             
            
                | R2 | 
                3.734 | 
                3.734 | 
                3.585 | 
                 | 
             
            
                | R1 | 
                3.645 | 
                3.645 | 
                3.571 | 
                3.690 | 
             
            
                | PP | 
                3.580 | 
                3.580 | 
                3.580 | 
                3.602 | 
             
            
                | S1 | 
                3.491 | 
                3.491 | 
                3.543 | 
                3.536 | 
             
            
                | S2 | 
                3.426 | 
                3.426 | 
                3.529 | 
                 | 
             
            
                | S3 | 
                3.272 | 
                3.337 | 
                3.515 | 
                 | 
             
            
                | S4 | 
                3.118 | 
                3.183 | 
                3.472 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                3.668 | 
                3.337 | 
                0.331 | 
                9.3% | 
                0.112 | 
                3.2% | 
                66% | 
                True | 
                False | 
                27,193 | 
                 
                
                | 10 | 
                3.750 | 
                3.337 | 
                0.413 | 
                11.6% | 
                0.113 | 
                3.2% | 
                53% | 
                False | 
                False | 
                25,629 | 
                 
                
                | 20 | 
                3.750 | 
                3.337 | 
                0.413 | 
                11.6% | 
                0.102 | 
                2.9% | 
                53% | 
                False | 
                False | 
                23,880 | 
                 
                
                | 40 | 
                3.750 | 
                3.114 | 
                0.636 | 
                17.9% | 
                0.109 | 
                3.1% | 
                70% | 
                False | 
                False | 
                21,962 | 
                 
                
                | 60 | 
                3.750 | 
                3.114 | 
                0.636 | 
                17.9% | 
                0.101 | 
                2.8% | 
                70% | 
                False | 
                False | 
                20,477 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.323 | 
         
        
            | 
2.618             | 
            4.071 | 
         
        
            | 
1.618             | 
            3.917 | 
         
        
            | 
1.000             | 
            3.822 | 
         
        
            | 
0.618             | 
            3.763 | 
         
        
            | 
HIGH             | 
            3.668 | 
         
        
            | 
0.618             | 
            3.609 | 
         
        
            | 
0.500             | 
            3.591 | 
         
        
            | 
0.382             | 
            3.573 | 
         
        
            | 
LOW             | 
            3.514 | 
         
        
            | 
0.618             | 
            3.419 | 
         
        
            | 
1.000             | 
            3.360 | 
         
        
            | 
1.618             | 
            3.265 | 
         
        
            | 
2.618             | 
            3.111 | 
         
        
            | 
4.250             | 
            2.860 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.591 | 
                                3.554 | 
                             
                            
                                | PP | 
                                3.580 | 
                                3.551 | 
                             
                            
                                | S1 | 
                                3.568 | 
                                3.549 | 
                             
             
         |