NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 08-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.763 |
2.638 |
-0.125 |
-4.5% |
2.912 |
| High |
2.789 |
2.649 |
-0.140 |
-5.0% |
2.942 |
| Low |
2.622 |
2.547 |
-0.075 |
-2.9% |
2.500 |
| Close |
2.628 |
2.598 |
-0.030 |
-1.1% |
2.677 |
| Range |
0.167 |
0.102 |
-0.065 |
-38.9% |
0.442 |
| ATR |
0.155 |
0.151 |
-0.004 |
-2.4% |
0.000 |
| Volume |
63,441 |
112,936 |
49,495 |
78.0% |
395,053 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.904 |
2.853 |
2.654 |
|
| R3 |
2.802 |
2.751 |
2.626 |
|
| R2 |
2.700 |
2.700 |
2.617 |
|
| R1 |
2.649 |
2.649 |
2.607 |
2.624 |
| PP |
2.598 |
2.598 |
2.598 |
2.585 |
| S1 |
2.547 |
2.547 |
2.589 |
2.522 |
| S2 |
2.496 |
2.496 |
2.579 |
|
| S3 |
2.394 |
2.445 |
2.570 |
|
| S4 |
2.292 |
2.343 |
2.542 |
|
|
| 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 |
2.789 |
2.500 |
0.289 |
11.1% |
0.151 |
5.8% |
34% |
False |
False |
81,165 |
| 10 |
2.942 |
2.500 |
0.442 |
17.0% |
0.164 |
6.3% |
22% |
False |
False |
84,070 |
| 20 |
3.035 |
2.438 |
0.597 |
23.0% |
0.160 |
6.1% |
27% |
False |
False |
75,534 |
| 40 |
3.402 |
2.438 |
0.964 |
37.1% |
0.126 |
4.9% |
17% |
False |
False |
52,890 |
| 60 |
3.765 |
2.438 |
1.327 |
51.1% |
0.118 |
4.6% |
12% |
False |
False |
44,062 |
| 80 |
4.092 |
2.438 |
1.654 |
63.7% |
0.114 |
4.4% |
10% |
False |
False |
38,022 |
| 100 |
4.315 |
2.438 |
1.877 |
72.2% |
0.106 |
4.1% |
9% |
False |
False |
33,444 |
| 120 |
4.500 |
2.438 |
2.062 |
79.4% |
0.106 |
4.1% |
8% |
False |
False |
29,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.083 |
|
2.618 |
2.916 |
|
1.618 |
2.814 |
|
1.000 |
2.751 |
|
0.618 |
2.712 |
|
HIGH |
2.649 |
|
0.618 |
2.610 |
|
0.500 |
2.598 |
|
0.382 |
2.586 |
|
LOW |
2.547 |
|
0.618 |
2.484 |
|
1.000 |
2.445 |
|
1.618 |
2.382 |
|
2.618 |
2.280 |
|
4.250 |
2.114 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.598 |
2.668 |
| PP |
2.598 |
2.645 |
| S1 |
2.598 |
2.621 |
|