NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.689 |
2.465 |
-0.224 |
-8.3% |
2.330 |
| High |
2.689 |
2.471 |
-0.218 |
-8.1% |
2.838 |
| Low |
2.453 |
2.355 |
-0.098 |
-4.0% |
2.289 |
| Close |
2.503 |
2.377 |
-0.126 |
-5.0% |
2.756 |
| Range |
0.236 |
0.116 |
-0.120 |
-50.8% |
0.549 |
| ATR |
0.165 |
0.164 |
-0.001 |
-0.7% |
0.000 |
| Volume |
192,438 |
168,437 |
-24,001 |
-12.5% |
931,680 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.749 |
2.679 |
2.441 |
|
| R3 |
2.633 |
2.563 |
2.409 |
|
| R2 |
2.517 |
2.517 |
2.398 |
|
| R1 |
2.447 |
2.447 |
2.388 |
2.424 |
| PP |
2.401 |
2.401 |
2.401 |
2.390 |
| S1 |
2.331 |
2.331 |
2.366 |
2.308 |
| S2 |
2.285 |
2.285 |
2.356 |
|
| S3 |
2.169 |
2.215 |
2.345 |
|
| S4 |
2.053 |
2.099 |
2.313 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.275 |
4.064 |
3.058 |
|
| R3 |
3.726 |
3.515 |
2.907 |
|
| R2 |
3.177 |
3.177 |
2.857 |
|
| R1 |
2.966 |
2.966 |
2.806 |
3.072 |
| PP |
2.628 |
2.628 |
2.628 |
2.680 |
| S1 |
2.417 |
2.417 |
2.706 |
2.523 |
| S2 |
2.079 |
2.079 |
2.655 |
|
| S3 |
1.530 |
1.868 |
2.605 |
|
| S4 |
0.981 |
1.319 |
2.454 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.844 |
2.355 |
0.489 |
20.6% |
0.197 |
8.3% |
4% |
False |
True |
183,943 |
| 10 |
2.844 |
2.289 |
0.555 |
23.3% |
0.200 |
8.4% |
16% |
False |
False |
162,258 |
| 20 |
3.153 |
2.289 |
0.864 |
36.3% |
0.162 |
6.8% |
10% |
False |
False |
120,991 |
| 40 |
3.607 |
2.289 |
1.318 |
55.4% |
0.128 |
5.4% |
7% |
False |
False |
81,144 |
| 60 |
3.933 |
2.289 |
1.644 |
69.2% |
0.120 |
5.1% |
5% |
False |
False |
62,998 |
| 80 |
4.114 |
2.289 |
1.825 |
76.8% |
0.115 |
4.8% |
5% |
False |
False |
51,796 |
| 100 |
4.450 |
2.289 |
2.161 |
90.9% |
0.109 |
4.6% |
4% |
False |
False |
43,977 |
| 120 |
4.558 |
2.289 |
2.269 |
95.5% |
0.107 |
4.5% |
4% |
False |
False |
38,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.964 |
|
2.618 |
2.775 |
|
1.618 |
2.659 |
|
1.000 |
2.587 |
|
0.618 |
2.543 |
|
HIGH |
2.471 |
|
0.618 |
2.427 |
|
0.500 |
2.413 |
|
0.382 |
2.399 |
|
LOW |
2.355 |
|
0.618 |
2.283 |
|
1.000 |
2.239 |
|
1.618 |
2.167 |
|
2.618 |
2.051 |
|
4.250 |
1.862 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.413 |
2.600 |
| PP |
2.401 |
2.525 |
| S1 |
2.389 |
2.451 |
|