NYMEX Natural Gas Future August 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Mar-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Mar-2013 | 
                    11-Mar-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.744 | 
                        3.798 | 
                        0.054 | 
                        1.4% | 
                        3.638 | 
                     
                    
                        | High | 
                        3.793 | 
                        3.808 | 
                        0.015 | 
                        0.4% | 
                        3.793 | 
                     
                    
                        | Low | 
                        3.729 | 
                        3.756 | 
                        0.027 | 
                        0.7% | 
                        3.608 | 
                     
                    
                        | Close | 
                        3.791 | 
                        3.808 | 
                        0.017 | 
                        0.4% | 
                        3.791 | 
                     
                    
                        | Range | 
                        0.064 | 
                        0.052 | 
                        -0.012 | 
                        -18.8% | 
                        0.185 | 
                     
                    
                        | ATR | 
                        0.087 | 
                        0.085 | 
                        -0.003 | 
                        -2.9% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        18,735 | 
                        11,013 | 
                        -7,722 | 
                        -41.2% | 
                        57,755 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Mar-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.947 | 
                3.929 | 
                3.837 | 
                 | 
             
            
                | R3 | 
                3.895 | 
                3.877 | 
                3.822 | 
                 | 
             
            
                | R2 | 
                3.843 | 
                3.843 | 
                3.818 | 
                 | 
             
            
                | R1 | 
                3.825 | 
                3.825 | 
                3.813 | 
                3.834 | 
             
            
                | PP | 
                3.791 | 
                3.791 | 
                3.791 | 
                3.795 | 
             
            
                | S1 | 
                3.773 | 
                3.773 | 
                3.803 | 
                3.782 | 
             
            
                | S2 | 
                3.739 | 
                3.739 | 
                3.798 | 
                 | 
             
            
                | S3 | 
                3.687 | 
                3.721 | 
                3.794 | 
                 | 
             
            
                | S4 | 
                3.635 | 
                3.669 | 
                3.779 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Mar-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.286 | 
                4.223 | 
                3.893 | 
                 | 
             
            
                | R3 | 
                4.101 | 
                4.038 | 
                3.842 | 
                 | 
             
            
                | R2 | 
                3.916 | 
                3.916 | 
                3.825 | 
                 | 
             
            
                | R1 | 
                3.853 | 
                3.853 | 
                3.808 | 
                3.885 | 
             
            
                | PP | 
                3.731 | 
                3.731 | 
                3.731 | 
                3.746 | 
             
            
                | S1 | 
                3.668 | 
                3.668 | 
                3.774 | 
                3.700 | 
             
            
                | S2 | 
                3.546 | 
                3.546 | 
                3.757 | 
                 | 
             
            
                | S3 | 
                3.361 | 
                3.483 | 
                3.740 | 
                 | 
             
            
                | S4 | 
                3.176 | 
                3.298 | 
                3.689 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3.808 | 
                3.646 | 
                0.162 | 
                4.3% | 
                0.076 | 
                2.0% | 
                100% | 
                True | 
                False | 
                11,288 | 
                 
                
                | 10 | 
                3.808 | 
                3.581 | 
                0.227 | 
                6.0% | 
                0.085 | 
                2.2% | 
                100% | 
                True | 
                False | 
                10,696 | 
                 
                
                | 20 | 
                3.808 | 
                3.404 | 
                0.404 | 
                10.6% | 
                0.081 | 
                2.1% | 
                100% | 
                True | 
                False | 
                8,192 | 
                 
                
                | 40 | 
                3.829 | 
                3.404 | 
                0.425 | 
                11.2% | 
                0.083 | 
                2.2% | 
                95% | 
                False | 
                False | 
                6,789 | 
                 
                
                | 60 | 
                3.829 | 
                3.365 | 
                0.464 | 
                12.2% | 
                0.079 | 
                2.1% | 
                95% | 
                False | 
                False | 
                5,357 | 
                 
                
                | 80 | 
                4.094 | 
                3.365 | 
                0.729 | 
                19.1% | 
                0.078 | 
                2.1% | 
                61% | 
                False | 
                False | 
                4,435 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.029 | 
         
        
            | 
2.618             | 
            3.944 | 
         
        
            | 
1.618             | 
            3.892 | 
         
        
            | 
1.000             | 
            3.860 | 
         
        
            | 
0.618             | 
            3.840 | 
         
        
            | 
HIGH             | 
            3.808 | 
         
        
            | 
0.618             | 
            3.788 | 
         
        
            | 
0.500             | 
            3.782 | 
         
        
            | 
0.382             | 
            3.776 | 
         
        
            | 
LOW             | 
            3.756 | 
         
        
            | 
0.618             | 
            3.724 | 
         
        
            | 
1.000             | 
            3.704 | 
         
        
            | 
1.618             | 
            3.672 | 
         
        
            | 
2.618             | 
            3.620 | 
         
        
            | 
4.250             | 
            3.535 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Mar-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.799 | 
                                3.781 | 
                             
                            
                                | PP | 
                                3.791 | 
                                3.755 | 
                             
                            
                                | S1 | 
                                3.782 | 
                                3.728 | 
                             
             
         |