NYMEX Natural Gas Future May 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 |
2.622 |
2.856 |
0.234 |
8.9% |
2.998 |
| High |
2.845 |
2.856 |
0.011 |
0.4% |
3.015 |
| Low |
2.610 |
2.735 |
0.125 |
4.8% |
2.609 |
| Close |
2.819 |
2.789 |
-0.030 |
-1.1% |
2.789 |
| Range |
0.235 |
0.121 |
-0.114 |
-48.5% |
0.406 |
| ATR |
0.153 |
0.150 |
-0.002 |
-1.5% |
0.000 |
| Volume |
38,833 |
48,745 |
9,912 |
25.5% |
211,335 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.156 |
3.094 |
2.856 |
|
| R3 |
3.035 |
2.973 |
2.822 |
|
| R2 |
2.914 |
2.914 |
2.811 |
|
| R1 |
2.852 |
2.852 |
2.800 |
2.823 |
| PP |
2.793 |
2.793 |
2.793 |
2.779 |
| S1 |
2.731 |
2.731 |
2.778 |
2.702 |
| S2 |
2.672 |
2.672 |
2.767 |
|
| S3 |
2.551 |
2.610 |
2.756 |
|
| S4 |
2.430 |
2.489 |
2.722 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.022 |
3.812 |
3.012 |
|
| R3 |
3.616 |
3.406 |
2.901 |
|
| R2 |
3.210 |
3.210 |
2.863 |
|
| R1 |
3.000 |
3.000 |
2.826 |
2.902 |
| PP |
2.804 |
2.804 |
2.804 |
2.756 |
| S1 |
2.594 |
2.594 |
2.752 |
2.496 |
| S2 |
2.398 |
2.398 |
2.715 |
|
| S3 |
1.992 |
2.188 |
2.677 |
|
| S4 |
1.586 |
1.782 |
2.566 |
|
|
| 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 |
14.6% |
0.161 |
5.8% |
44% |
False |
False |
42,267 |
| 10 |
3.015 |
2.527 |
0.488 |
17.5% |
0.184 |
6.6% |
54% |
False |
False |
45,543 |
| 20 |
3.220 |
2.527 |
0.693 |
24.8% |
0.148 |
5.3% |
38% |
False |
False |
37,700 |
| 40 |
3.655 |
2.527 |
1.128 |
40.4% |
0.118 |
4.2% |
23% |
False |
False |
24,278 |
| 60 |
3.888 |
2.527 |
1.361 |
48.8% |
0.109 |
3.9% |
19% |
False |
False |
18,779 |
| 80 |
4.121 |
2.527 |
1.594 |
57.2% |
0.105 |
3.8% |
16% |
False |
False |
15,239 |
| 100 |
4.440 |
2.527 |
1.913 |
68.6% |
0.100 |
3.6% |
14% |
False |
False |
12,748 |
| 120 |
4.525 |
2.527 |
1.998 |
71.6% |
0.098 |
3.5% |
13% |
False |
False |
10,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.370 |
|
2.618 |
3.173 |
|
1.618 |
3.052 |
|
1.000 |
2.977 |
|
0.618 |
2.931 |
|
HIGH |
2.856 |
|
0.618 |
2.810 |
|
0.500 |
2.796 |
|
0.382 |
2.781 |
|
LOW |
2.735 |
|
0.618 |
2.660 |
|
1.000 |
2.614 |
|
1.618 |
2.539 |
|
2.618 |
2.418 |
|
4.250 |
2.221 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.796 |
2.770 |
| PP |
2.793 |
2.751 |
| S1 |
2.791 |
2.733 |
|