NYMEX Natural Gas Future April 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 |
2.610 |
2.540 |
-0.070 |
-2.7% |
2.471 |
| High |
2.610 |
2.748 |
0.138 |
5.3% |
2.940 |
| Low |
2.502 |
2.500 |
-0.002 |
-0.1% |
2.438 |
| Close |
2.535 |
2.715 |
0.180 |
7.1% |
2.869 |
| Range |
0.108 |
0.248 |
0.140 |
129.6% |
0.502 |
| ATR |
0.153 |
0.159 |
0.007 |
4.5% |
0.000 |
| Volume |
90,745 |
77,525 |
-13,220 |
-14.6% |
469,948 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.398 |
3.305 |
2.851 |
|
| R3 |
3.150 |
3.057 |
2.783 |
|
| R2 |
2.902 |
2.902 |
2.760 |
|
| R1 |
2.809 |
2.809 |
2.738 |
2.856 |
| PP |
2.654 |
2.654 |
2.654 |
2.678 |
| S1 |
2.561 |
2.561 |
2.692 |
2.608 |
| S2 |
2.406 |
2.406 |
2.670 |
|
| S3 |
2.158 |
2.313 |
2.647 |
|
| S4 |
1.910 |
2.065 |
2.579 |
|
|
| 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 |
2.500 |
0.442 |
16.3% |
0.179 |
6.6% |
49% |
False |
True |
78,881 |
| 10 |
2.942 |
2.438 |
0.504 |
18.6% |
0.190 |
7.0% |
55% |
False |
False |
84,590 |
| 20 |
3.208 |
2.438 |
0.770 |
28.4% |
0.157 |
5.8% |
36% |
False |
False |
68,113 |
| 40 |
3.616 |
2.438 |
1.178 |
43.4% |
0.124 |
4.5% |
24% |
False |
False |
48,239 |
| 60 |
3.871 |
2.438 |
1.433 |
52.8% |
0.117 |
4.3% |
19% |
False |
False |
39,822 |
| 80 |
4.092 |
2.438 |
1.654 |
60.9% |
0.111 |
4.1% |
17% |
False |
False |
34,786 |
| 100 |
4.414 |
2.438 |
1.976 |
72.8% |
0.106 |
3.9% |
14% |
False |
False |
30,656 |
| 120 |
4.507 |
2.438 |
2.069 |
76.2% |
0.104 |
3.8% |
13% |
False |
False |
27,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.802 |
|
2.618 |
3.397 |
|
1.618 |
3.149 |
|
1.000 |
2.996 |
|
0.618 |
2.901 |
|
HIGH |
2.748 |
|
0.618 |
2.653 |
|
0.500 |
2.624 |
|
0.382 |
2.595 |
|
LOW |
2.500 |
|
0.618 |
2.347 |
|
1.000 |
2.252 |
|
1.618 |
2.099 |
|
2.618 |
1.851 |
|
4.250 |
1.446 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.685 |
2.690 |
| PP |
2.654 |
2.666 |
| S1 |
2.624 |
2.641 |
|