NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 06-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.715 |
2.686 |
-0.029 |
-1.1% |
2.912 |
| High |
2.725 |
2.769 |
0.044 |
1.6% |
2.942 |
| Low |
2.622 |
2.635 |
0.013 |
0.5% |
2.500 |
| Close |
2.677 |
2.738 |
0.061 |
2.3% |
2.677 |
| Range |
0.103 |
0.134 |
0.031 |
30.1% |
0.442 |
| ATR |
0.155 |
0.154 |
-0.002 |
-1.0% |
0.000 |
| Volume |
89,977 |
61,949 |
-28,028 |
-31.2% |
395,053 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.116 |
3.061 |
2.812 |
|
| R3 |
2.982 |
2.927 |
2.775 |
|
| R2 |
2.848 |
2.848 |
2.763 |
|
| R1 |
2.793 |
2.793 |
2.750 |
2.821 |
| PP |
2.714 |
2.714 |
2.714 |
2.728 |
| S1 |
2.659 |
2.659 |
2.726 |
2.687 |
| S2 |
2.580 |
2.580 |
2.713 |
|
| S3 |
2.446 |
2.525 |
2.701 |
|
| S4 |
2.312 |
2.391 |
2.664 |
|
|
| 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 |
2.782 |
2.500 |
0.282 |
10.3% |
0.156 |
5.7% |
84% |
False |
False |
76,231 |
| 10 |
2.942 |
2.500 |
0.442 |
16.1% |
0.164 |
6.0% |
54% |
False |
False |
86,366 |
| 20 |
3.147 |
2.438 |
0.709 |
25.9% |
0.155 |
5.7% |
42% |
False |
False |
70,945 |
| 40 |
3.616 |
2.438 |
1.178 |
43.0% |
0.125 |
4.6% |
25% |
False |
False |
50,463 |
| 60 |
3.846 |
2.438 |
1.408 |
51.4% |
0.117 |
4.3% |
21% |
False |
False |
41,779 |
| 80 |
4.092 |
2.438 |
1.654 |
60.4% |
0.113 |
4.1% |
18% |
False |
False |
36,326 |
| 100 |
4.414 |
2.438 |
1.976 |
72.2% |
0.106 |
3.9% |
15% |
False |
False |
31,969 |
| 120 |
4.500 |
2.438 |
2.062 |
75.3% |
0.105 |
3.8% |
15% |
False |
False |
28,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.339 |
|
2.618 |
3.120 |
|
1.618 |
2.986 |
|
1.000 |
2.903 |
|
0.618 |
2.852 |
|
HIGH |
2.769 |
|
0.618 |
2.718 |
|
0.500 |
2.702 |
|
0.382 |
2.686 |
|
LOW |
2.635 |
|
0.618 |
2.552 |
|
1.000 |
2.501 |
|
1.618 |
2.418 |
|
2.618 |
2.284 |
|
4.250 |
2.066 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.726 |
2.704 |
| PP |
2.714 |
2.669 |
| S1 |
2.702 |
2.635 |
|