NYMEX Natural Gas Future August 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Mar-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Mar-2013 | 
                    15-Mar-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.848 | 
                        3.975 | 
                        0.127 | 
                        3.3% | 
                        3.798 | 
                     
                    
                        | High | 
                        3.958 | 
                        4.040 | 
                        0.082 | 
                        2.1% | 
                        4.040 | 
                     
                    
                        | Low | 
                        3.839 | 
                        3.964 | 
                        0.125 | 
                        3.3% | 
                        3.756 | 
                     
                    
                        | Close | 
                        3.947 | 
                        4.008 | 
                        0.061 | 
                        1.5% | 
                        4.008 | 
                     
                    
                        | Range | 
                        0.119 | 
                        0.076 | 
                        -0.043 | 
                        -36.1% | 
                        0.284 | 
                     
                    
                        | ATR | 
                        0.084 | 
                        0.084 | 
                        0.001 | 
                        0.8% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        12,680 | 
                        24,013 | 
                        11,333 | 
                        89.4% | 
                        71,373 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Mar-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.232 | 
                4.196 | 
                4.050 | 
                 | 
             
            
                | R3 | 
                4.156 | 
                4.120 | 
                4.029 | 
                 | 
             
            
                | R2 | 
                4.080 | 
                4.080 | 
                4.022 | 
                 | 
             
            
                | R1 | 
                4.044 | 
                4.044 | 
                4.015 | 
                4.062 | 
             
            
                | PP | 
                4.004 | 
                4.004 | 
                4.004 | 
                4.013 | 
             
            
                | S1 | 
                3.968 | 
                3.968 | 
                4.001 | 
                3.986 | 
             
            
                | S2 | 
                3.928 | 
                3.928 | 
                3.994 | 
                 | 
             
            
                | S3 | 
                3.852 | 
                3.892 | 
                3.987 | 
                 | 
             
            
                | S4 | 
                3.776 | 
                3.816 | 
                3.966 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Mar-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.787 | 
                4.681 | 
                4.164 | 
                 | 
             
            
                | R3 | 
                4.503 | 
                4.397 | 
                4.086 | 
                 | 
             
            
                | R2 | 
                4.219 | 
                4.219 | 
                4.060 | 
                 | 
             
            
                | R1 | 
                4.113 | 
                4.113 | 
                4.034 | 
                4.166 | 
             
            
                | PP | 
                3.935 | 
                3.935 | 
                3.935 | 
                3.961 | 
             
            
                | S1 | 
                3.829 | 
                3.829 | 
                3.982 | 
                3.882 | 
             
            
                | S2 | 
                3.651 | 
                3.651 | 
                3.956 | 
                 | 
             
            
                | S3 | 
                3.367 | 
                3.545 | 
                3.930 | 
                 | 
             
            
                | S4 | 
                3.083 | 
                3.261 | 
                3.852 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4.040 | 
                3.756 | 
                0.284 | 
                7.1% | 
                0.070 | 
                1.7% | 
                89% | 
                True | 
                False | 
                14,274 | 
                 
                
                | 10 | 
                4.040 | 
                3.608 | 
                0.432 | 
                10.8% | 
                0.078 | 
                1.9% | 
                93% | 
                True | 
                False | 
                12,912 | 
                 
                
                | 20 | 
                4.040 | 
                3.404 | 
                0.636 | 
                15.9% | 
                0.078 | 
                1.9% | 
                95% | 
                True | 
                False | 
                10,209 | 
                 
                
                | 40 | 
                4.040 | 
                3.404 | 
                0.636 | 
                15.9% | 
                0.083 | 
                2.1% | 
                95% | 
                True | 
                False | 
                7,744 | 
                 
                
                | 60 | 
                4.040 | 
                3.365 | 
                0.675 | 
                16.8% | 
                0.079 | 
                2.0% | 
                95% | 
                True | 
                False | 
                6,212 | 
                 
                
                | 80 | 
                4.094 | 
                3.365 | 
                0.729 | 
                18.2% | 
                0.077 | 
                1.9% | 
                88% | 
                False | 
                False | 
                5,110 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.363 | 
         
        
            | 
2.618             | 
            4.239 | 
         
        
            | 
1.618             | 
            4.163 | 
         
        
            | 
1.000             | 
            4.116 | 
         
        
            | 
0.618             | 
            4.087 | 
         
        
            | 
HIGH             | 
            4.040 | 
         
        
            | 
0.618             | 
            4.011 | 
         
        
            | 
0.500             | 
            4.002 | 
         
        
            | 
0.382             | 
            3.993 | 
         
        
            | 
LOW             | 
            3.964 | 
         
        
            | 
0.618             | 
            3.917 | 
         
        
            | 
1.000             | 
            3.888 | 
         
        
            | 
1.618             | 
            3.841 | 
         
        
            | 
2.618             | 
            3.765 | 
         
        
            | 
4.250             | 
            3.641 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Mar-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.006 | 
                                3.976 | 
                             
                            
                                | PP | 
                                4.004 | 
                                3.944 | 
                             
                            
                                | S1 | 
                                4.002 | 
                                3.913 | 
                             
             
         |