NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.540 |
2.715 |
0.175 |
6.9% |
2.912 |
| High |
2.748 |
2.725 |
-0.023 |
-0.8% |
2.942 |
| Low |
2.500 |
2.622 |
0.122 |
4.9% |
2.500 |
| Close |
2.715 |
2.677 |
-0.038 |
-1.4% |
2.677 |
| Range |
0.248 |
0.103 |
-0.145 |
-58.5% |
0.442 |
| ATR |
0.159 |
0.155 |
-0.004 |
-2.5% |
0.000 |
| Volume |
77,525 |
89,977 |
12,452 |
16.1% |
395,053 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.984 |
2.933 |
2.734 |
|
| R3 |
2.881 |
2.830 |
2.705 |
|
| R2 |
2.778 |
2.778 |
2.696 |
|
| R1 |
2.727 |
2.727 |
2.686 |
2.701 |
| PP |
2.675 |
2.675 |
2.675 |
2.662 |
| S1 |
2.624 |
2.624 |
2.668 |
2.598 |
| S2 |
2.572 |
2.572 |
2.658 |
|
| S3 |
2.469 |
2.521 |
2.649 |
|
| S4 |
2.366 |
2.418 |
2.620 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.032 |
3.797 |
2.920 |
|
| R3 |
3.590 |
3.355 |
2.799 |
|
| R2 |
3.148 |
3.148 |
2.758 |
|
| R1 |
2.913 |
2.913 |
2.718 |
2.810 |
| PP |
2.706 |
2.706 |
2.706 |
2.655 |
| S1 |
2.471 |
2.471 |
2.636 |
2.368 |
| S2 |
2.264 |
2.264 |
2.596 |
|
| S3 |
1.822 |
2.029 |
2.555 |
|
| S4 |
1.380 |
1.587 |
2.434 |
|
|
| 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 |
16.5% |
0.167 |
6.3% |
40% |
False |
False |
79,010 |
| 10 |
2.942 |
2.438 |
0.504 |
18.8% |
0.189 |
7.1% |
47% |
False |
False |
86,500 |
| 20 |
3.169 |
2.438 |
0.731 |
27.3% |
0.154 |
5.8% |
33% |
False |
False |
70,032 |
| 40 |
3.616 |
2.438 |
1.178 |
44.0% |
0.124 |
4.6% |
20% |
False |
False |
49,674 |
| 60 |
3.851 |
2.438 |
1.413 |
52.8% |
0.117 |
4.4% |
17% |
False |
False |
41,044 |
| 80 |
4.092 |
2.438 |
1.654 |
61.8% |
0.112 |
4.2% |
14% |
False |
False |
35,678 |
| 100 |
4.414 |
2.438 |
1.976 |
73.8% |
0.106 |
4.0% |
12% |
False |
False |
31,449 |
| 120 |
4.500 |
2.438 |
2.062 |
77.0% |
0.104 |
3.9% |
12% |
False |
False |
27,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.163 |
|
2.618 |
2.995 |
|
1.618 |
2.892 |
|
1.000 |
2.828 |
|
0.618 |
2.789 |
|
HIGH |
2.725 |
|
0.618 |
2.686 |
|
0.500 |
2.674 |
|
0.382 |
2.661 |
|
LOW |
2.622 |
|
0.618 |
2.558 |
|
1.000 |
2.519 |
|
1.618 |
2.455 |
|
2.618 |
2.352 |
|
4.250 |
2.184 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.676 |
2.659 |
| PP |
2.675 |
2.642 |
| S1 |
2.674 |
2.624 |
|