NYMEX Natural Gas Future April 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 |
2.770 |
2.610 |
-0.160 |
-5.8% |
2.471 |
| High |
2.782 |
2.610 |
-0.172 |
-6.2% |
2.940 |
| Low |
2.596 |
2.502 |
-0.094 |
-3.6% |
2.438 |
| Close |
2.638 |
2.535 |
-0.103 |
-3.9% |
2.869 |
| Range |
0.186 |
0.108 |
-0.078 |
-41.9% |
0.502 |
| ATR |
0.154 |
0.153 |
-0.001 |
-0.8% |
0.000 |
| Volume |
60,962 |
90,745 |
29,783 |
48.9% |
469,948 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.873 |
2.812 |
2.594 |
|
| R3 |
2.765 |
2.704 |
2.565 |
|
| R2 |
2.657 |
2.657 |
2.555 |
|
| R1 |
2.596 |
2.596 |
2.545 |
2.573 |
| PP |
2.549 |
2.549 |
2.549 |
2.537 |
| S1 |
2.488 |
2.488 |
2.525 |
2.465 |
| S2 |
2.441 |
2.441 |
2.515 |
|
| S3 |
2.333 |
2.380 |
2.505 |
|
| S4 |
2.225 |
2.272 |
2.476 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.255 |
4.064 |
3.145 |
|
| R3 |
3.753 |
3.562 |
3.007 |
|
| R2 |
3.251 |
3.251 |
2.961 |
|
| R1 |
3.060 |
3.060 |
2.915 |
3.156 |
| PP |
2.749 |
2.749 |
2.749 |
2.797 |
| S1 |
2.558 |
2.558 |
2.823 |
2.654 |
| S2 |
2.247 |
2.247 |
2.777 |
|
| S3 |
1.745 |
2.056 |
2.731 |
|
| S4 |
1.243 |
1.554 |
2.593 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.942 |
2.502 |
0.440 |
17.4% |
0.177 |
7.0% |
8% |
False |
True |
86,974 |
| 10 |
2.942 |
2.438 |
0.504 |
19.9% |
0.181 |
7.2% |
19% |
False |
False |
82,221 |
| 20 |
3.210 |
2.438 |
0.772 |
30.5% |
0.152 |
6.0% |
13% |
False |
False |
65,875 |
| 40 |
3.638 |
2.438 |
1.200 |
47.3% |
0.120 |
4.7% |
8% |
False |
False |
47,028 |
| 60 |
3.924 |
2.438 |
1.486 |
58.6% |
0.114 |
4.5% |
7% |
False |
False |
38,940 |
| 80 |
4.092 |
2.438 |
1.654 |
65.2% |
0.110 |
4.3% |
6% |
False |
False |
34,117 |
| 100 |
4.414 |
2.438 |
1.976 |
77.9% |
0.104 |
4.1% |
5% |
False |
False |
30,008 |
| 120 |
4.508 |
2.438 |
2.070 |
81.7% |
0.103 |
4.1% |
5% |
False |
False |
26,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.069 |
|
2.618 |
2.893 |
|
1.618 |
2.785 |
|
1.000 |
2.718 |
|
0.618 |
2.677 |
|
HIGH |
2.610 |
|
0.618 |
2.569 |
|
0.500 |
2.556 |
|
0.382 |
2.543 |
|
LOW |
2.502 |
|
0.618 |
2.435 |
|
1.000 |
2.394 |
|
1.618 |
2.327 |
|
2.618 |
2.219 |
|
4.250 |
2.043 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.556 |
2.722 |
| PP |
2.549 |
2.660 |
| S1 |
2.542 |
2.597 |
|