NYMEX Natural Gas Future April 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Aug-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Aug-2011 | 
                    29-Aug-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        4.275 | 
                        4.305 | 
                        0.030 | 
                        0.7% | 
                        4.300 | 
                     
                    
                        | High | 
                        4.344 | 
                        4.316 | 
                        -0.028 | 
                        -0.6% | 
                        4.356 | 
                     
                    
                        | Low | 
                        4.260 | 
                        4.241 | 
                        -0.019 | 
                        -0.4% | 
                        4.200 | 
                     
                    
                        | Close | 
                        4.317 | 
                        4.241 | 
                        -0.076 | 
                        -1.8% | 
                        4.317 | 
                     
                    
                        | Range | 
                        0.084 | 
                        0.075 | 
                        -0.009 | 
                        -10.7% | 
                        0.156 | 
                     
                    
                        | ATR | 
                        0.088 | 
                        0.087 | 
                        -0.001 | 
                        -1.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        9,830 | 
                        7,048 | 
                        -2,782 | 
                        -28.3% | 
                        40,360 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Aug-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.491 | 
                4.441 | 
                4.282 | 
                 | 
             
            
                | R3 | 
                4.416 | 
                4.366 | 
                4.262 | 
                 | 
             
            
                | R2 | 
                4.341 | 
                4.341 | 
                4.255 | 
                 | 
             
            
                | R1 | 
                4.291 | 
                4.291 | 
                4.248 | 
                4.279 | 
             
            
                | PP | 
                4.266 | 
                4.266 | 
                4.266 | 
                4.260 | 
             
            
                | S1 | 
                4.216 | 
                4.216 | 
                4.234 | 
                4.204 | 
             
            
                | S2 | 
                4.191 | 
                4.191 | 
                4.227 | 
                 | 
             
            
                | S3 | 
                4.116 | 
                4.141 | 
                4.220 | 
                 | 
             
            
                | S4 | 
                4.041 | 
                4.066 | 
                4.200 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Aug-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.759 | 
                4.694 | 
                4.403 | 
                 | 
             
            
                | R3 | 
                4.603 | 
                4.538 | 
                4.360 | 
                 | 
             
            
                | R2 | 
                4.447 | 
                4.447 | 
                4.346 | 
                 | 
             
            
                | R1 | 
                4.382 | 
                4.382 | 
                4.331 | 
                4.415 | 
             
            
                | PP | 
                4.291 | 
                4.291 | 
                4.291 | 
                4.307 | 
             
            
                | S1 | 
                4.226 | 
                4.226 | 
                4.303 | 
                4.259 | 
             
            
                | S2 | 
                4.135 | 
                4.135 | 
                4.288 | 
                 | 
             
            
                | S3 | 
                3.979 | 
                4.070 | 
                4.274 | 
                 | 
             
            
                | S4 | 
                3.823 | 
                3.914 | 
                4.231 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4.635 | 
         
        
            | 
2.618             | 
            4.512 | 
         
        
            | 
1.618             | 
            4.437 | 
         
        
            | 
1.000             | 
            4.391 | 
         
        
            | 
0.618             | 
            4.362 | 
         
        
            | 
HIGH             | 
            4.316 | 
         
        
            | 
0.618             | 
            4.287 | 
         
        
            | 
0.500             | 
            4.279 | 
         
        
            | 
0.382             | 
            4.270 | 
         
        
            | 
LOW             | 
            4.241 | 
         
        
            | 
0.618             | 
            4.195 | 
         
        
            | 
1.000             | 
            4.166 | 
         
        
            | 
1.618             | 
            4.120 | 
         
        
            | 
2.618             | 
            4.045 | 
         
        
            | 
4.250             | 
            3.922 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Aug-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                4.279 | 
                                4.272 | 
                             
                            
                                | PP | 
                                4.266 | 
                                4.262 | 
                             
                            
                                | S1 | 
                                4.254 | 
                                4.251 | 
                             
             
         |