The spacing is normally a tab. It appears that your heading may is right-justified, which could give it some substantial space at that tab. Since there are no tab settings in your Style, it would depend on the settings in the underlying style: normal.

When setting up your numbering, though, it is important that you do all of the heading styles in one sitting. Follow the instructions in Shauna Kelly's page: How to create numbered headings or outline numbering in Word 2007 and Word 2010