NYMEX Natural Gas Future August 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Mar-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Mar-2013 | 
                    14-Mar-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.789 | 
                        3.848 | 
                        0.059 | 
                        1.6% | 
                        3.638 | 
                     
                    
                        | High | 
                        3.843 | 
                        3.958 | 
                        0.115 | 
                        3.0% | 
                        3.793 | 
                     
                    
                        | Low | 
                        3.785 | 
                        3.839 | 
                        0.054 | 
                        1.4% | 
                        3.608 | 
                     
                    
                        | Close | 
                        3.829 | 
                        3.947 | 
                        0.118 | 
                        3.1% | 
                        3.791 | 
                     
                    
                        | Range | 
                        0.058 | 
                        0.119 | 
                        0.061 | 
                        105.2% | 
                        0.185 | 
                     
                    
                        | ATR | 
                        0.080 | 
                        0.084 | 
                        0.003 | 
                        4.4% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        13,634 | 
                        12,680 | 
                        -954 | 
                        -7.0% | 
                        57,755 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Mar-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.272 | 
                4.228 | 
                4.012 | 
                 | 
             
            
                | R3 | 
                4.153 | 
                4.109 | 
                3.980 | 
                 | 
             
            
                | R2 | 
                4.034 | 
                4.034 | 
                3.969 | 
                 | 
             
            
                | R1 | 
                3.990 | 
                3.990 | 
                3.958 | 
                4.012 | 
             
            
                | PP | 
                3.915 | 
                3.915 | 
                3.915 | 
                3.926 | 
             
            
                | S1 | 
                3.871 | 
                3.871 | 
                3.936 | 
                3.893 | 
             
            
                | S2 | 
                3.796 | 
                3.796 | 
                3.925 | 
                 | 
             
            
                | S3 | 
                3.677 | 
                3.752 | 
                3.914 | 
                 | 
             
            
                | S4 | 
                3.558 | 
                3.633 | 
                3.882 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                3.958 | 
                3.729 | 
                0.229 | 
                5.8% | 
                0.068 | 
                1.7% | 
                95% | 
                True | 
                False | 
                13,219 | 
                 
                
                | 10 | 
                3.958 | 
                3.608 | 
                0.350 | 
                8.9% | 
                0.076 | 
                1.9% | 
                97% | 
                True | 
                False | 
                11,615 | 
                 
                
                | 20 | 
                3.958 | 
                3.404 | 
                0.554 | 
                14.0% | 
                0.081 | 
                2.0% | 
                98% | 
                True | 
                False | 
                9,283 | 
                 
                
                | 40 | 
                3.958 | 
                3.404 | 
                0.554 | 
                14.0% | 
                0.083 | 
                2.1% | 
                98% | 
                True | 
                False | 
                7,341 | 
                 
                
                | 60 | 
                3.958 | 
                3.365 | 
                0.593 | 
                15.0% | 
                0.079 | 
                2.0% | 
                98% | 
                True | 
                False | 
                5,840 | 
                 
                
                | 80 | 
                4.094 | 
                3.365 | 
                0.729 | 
                18.5% | 
                0.078 | 
                2.0% | 
                80% | 
                False | 
                False | 
                4,836 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.464 | 
         
        
            | 
2.618             | 
            4.270 | 
         
        
            | 
1.618             | 
            4.151 | 
         
        
            | 
1.000             | 
            4.077 | 
         
        
            | 
0.618             | 
            4.032 | 
         
        
            | 
HIGH             | 
            3.958 | 
         
        
            | 
0.618             | 
            3.913 | 
         
        
            | 
0.500             | 
            3.899 | 
         
        
            | 
0.382             | 
            3.884 | 
         
        
            | 
LOW             | 
            3.839 | 
         
        
            | 
0.618             | 
            3.765 | 
         
        
            | 
1.000             | 
            3.720 | 
         
        
            | 
1.618             | 
            3.646 | 
         
        
            | 
2.618             | 
            3.527 | 
         
        
            | 
4.250             | 
            3.333 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Mar-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.931 | 
                                3.921 | 
                             
                            
                                | PP | 
                                3.915 | 
                                3.896 | 
                             
                            
                                | S1 | 
                                3.899 | 
                                3.870 | 
                             
             
         |