NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 02-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.465 |
2.375 |
-0.090 |
-3.7% |
2.330 |
| High |
2.471 |
2.587 |
0.116 |
4.7% |
2.838 |
| Low |
2.355 |
2.340 |
-0.015 |
-0.6% |
2.289 |
| Close |
2.377 |
2.554 |
0.177 |
7.4% |
2.756 |
| Range |
0.116 |
0.247 |
0.131 |
112.9% |
0.549 |
| ATR |
0.164 |
0.170 |
0.006 |
3.6% |
0.000 |
| Volume |
168,437 |
232,148 |
63,711 |
37.8% |
931,680 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.235 |
3.141 |
2.690 |
|
| R3 |
2.988 |
2.894 |
2.622 |
|
| R2 |
2.741 |
2.741 |
2.599 |
|
| R1 |
2.647 |
2.647 |
2.577 |
2.694 |
| PP |
2.494 |
2.494 |
2.494 |
2.517 |
| S1 |
2.400 |
2.400 |
2.531 |
2.447 |
| S2 |
2.247 |
2.247 |
2.509 |
|
| S3 |
2.000 |
2.153 |
2.486 |
|
| S4 |
1.753 |
1.906 |
2.418 |
|
|
| 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 |
2.340 |
0.504 |
19.7% |
0.196 |
7.7% |
42% |
False |
True |
186,268 |
| 10 |
2.844 |
2.289 |
0.555 |
21.7% |
0.205 |
8.0% |
48% |
False |
False |
175,803 |
| 20 |
3.153 |
2.289 |
0.864 |
33.8% |
0.167 |
6.6% |
31% |
False |
False |
130,456 |
| 40 |
3.578 |
2.289 |
1.289 |
50.5% |
0.131 |
5.1% |
21% |
False |
False |
86,201 |
| 60 |
3.874 |
2.289 |
1.585 |
62.1% |
0.123 |
4.8% |
17% |
False |
False |
66,408 |
| 80 |
4.114 |
2.289 |
1.825 |
71.5% |
0.117 |
4.6% |
15% |
False |
False |
54,433 |
| 100 |
4.450 |
2.289 |
2.161 |
84.6% |
0.111 |
4.3% |
12% |
False |
False |
46,167 |
| 120 |
4.556 |
2.289 |
2.267 |
88.8% |
0.108 |
4.2% |
12% |
False |
False |
39,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.637 |
|
2.618 |
3.234 |
|
1.618 |
2.987 |
|
1.000 |
2.834 |
|
0.618 |
2.740 |
|
HIGH |
2.587 |
|
0.618 |
2.493 |
|
0.500 |
2.464 |
|
0.382 |
2.434 |
|
LOW |
2.340 |
|
0.618 |
2.187 |
|
1.000 |
2.093 |
|
1.618 |
1.940 |
|
2.618 |
1.693 |
|
4.250 |
1.290 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.524 |
2.541 |
| PP |
2.494 |
2.528 |
| S1 |
2.464 |
2.515 |
|