NYMEX Natural Gas Future May 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 |
2.850 |
2.691 |
-0.159 |
-5.6% |
2.550 |
| High |
2.870 |
2.708 |
-0.162 |
-5.6% |
3.013 |
| Low |
2.699 |
2.609 |
-0.090 |
-3.3% |
2.527 |
| Close |
2.738 |
2.638 |
-0.100 |
-3.7% |
2.948 |
| Range |
0.171 |
0.099 |
-0.072 |
-42.1% |
0.486 |
| ATR |
0.148 |
0.146 |
-0.001 |
-0.9% |
0.000 |
| Volume |
32,221 |
54,090 |
21,869 |
67.9% |
244,099 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.949 |
2.892 |
2.692 |
|
| R3 |
2.850 |
2.793 |
2.665 |
|
| R2 |
2.751 |
2.751 |
2.656 |
|
| R1 |
2.694 |
2.694 |
2.647 |
2.673 |
| PP |
2.652 |
2.652 |
2.652 |
2.641 |
| S1 |
2.595 |
2.595 |
2.629 |
2.574 |
| S2 |
2.553 |
2.553 |
2.620 |
|
| S3 |
2.454 |
2.496 |
2.611 |
|
| S4 |
2.355 |
2.397 |
2.584 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.287 |
4.104 |
3.215 |
|
| R3 |
3.801 |
3.618 |
3.082 |
|
| R2 |
3.315 |
3.315 |
3.037 |
|
| R1 |
3.132 |
3.132 |
2.993 |
3.224 |
| PP |
2.829 |
2.829 |
2.829 |
2.875 |
| S1 |
2.646 |
2.646 |
2.903 |
2.738 |
| S2 |
2.343 |
2.343 |
2.859 |
|
| S3 |
1.857 |
2.160 |
2.814 |
|
| S4 |
1.371 |
1.674 |
2.681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.015 |
2.609 |
0.406 |
15.4% |
0.168 |
6.4% |
7% |
False |
True |
46,131 |
| 10 |
3.015 |
2.527 |
0.488 |
18.5% |
0.175 |
6.6% |
23% |
False |
False |
44,882 |
| 20 |
3.259 |
2.527 |
0.732 |
27.7% |
0.144 |
5.5% |
15% |
False |
False |
35,290 |
| 40 |
3.681 |
2.527 |
1.154 |
43.7% |
0.114 |
4.3% |
10% |
False |
False |
22,501 |
| 60 |
3.951 |
2.527 |
1.424 |
54.0% |
0.106 |
4.0% |
8% |
False |
False |
17,482 |
| 80 |
4.121 |
2.527 |
1.594 |
60.4% |
0.102 |
3.9% |
7% |
False |
False |
14,240 |
| 100 |
4.440 |
2.527 |
1.913 |
72.5% |
0.098 |
3.7% |
6% |
False |
False |
11,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.129 |
|
2.618 |
2.967 |
|
1.618 |
2.868 |
|
1.000 |
2.807 |
|
0.618 |
2.769 |
|
HIGH |
2.708 |
|
0.618 |
2.670 |
|
0.500 |
2.659 |
|
0.382 |
2.647 |
|
LOW |
2.609 |
|
0.618 |
2.548 |
|
1.000 |
2.510 |
|
1.618 |
2.449 |
|
2.618 |
2.350 |
|
4.250 |
2.188 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.659 |
2.812 |
| PP |
2.652 |
2.754 |
| S1 |
2.645 |
2.696 |
|