NYMEX Natural Gas Future May 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 |
2.856 |
2.769 |
-0.087 |
-3.0% |
2.998 |
| High |
2.856 |
2.885 |
0.029 |
1.0% |
3.015 |
| Low |
2.735 |
2.746 |
0.011 |
0.4% |
2.609 |
| Close |
2.789 |
2.858 |
0.069 |
2.5% |
2.789 |
| Range |
0.121 |
0.139 |
0.018 |
14.9% |
0.406 |
| ATR |
0.150 |
0.150 |
-0.001 |
-0.5% |
0.000 |
| Volume |
48,745 |
47,336 |
-1,409 |
-2.9% |
211,335 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.247 |
3.191 |
2.934 |
|
| R3 |
3.108 |
3.052 |
2.896 |
|
| R2 |
2.969 |
2.969 |
2.883 |
|
| R1 |
2.913 |
2.913 |
2.871 |
2.941 |
| PP |
2.830 |
2.830 |
2.830 |
2.844 |
| S1 |
2.774 |
2.774 |
2.845 |
2.802 |
| S2 |
2.691 |
2.691 |
2.833 |
|
| S3 |
2.552 |
2.635 |
2.820 |
|
| S4 |
2.413 |
2.496 |
2.782 |
|
|
| 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 |
2.885 |
2.609 |
0.276 |
9.7% |
0.153 |
5.4% |
90% |
True |
False |
44,245 |
| 10 |
3.015 |
2.609 |
0.406 |
14.2% |
0.160 |
5.6% |
61% |
False |
False |
46,579 |
| 20 |
3.204 |
2.527 |
0.677 |
23.7% |
0.150 |
5.2% |
49% |
False |
False |
39,005 |
| 40 |
3.655 |
2.527 |
1.128 |
39.5% |
0.120 |
4.2% |
29% |
False |
False |
25,203 |
| 60 |
3.880 |
2.527 |
1.353 |
47.3% |
0.110 |
3.8% |
24% |
False |
False |
19,413 |
| 80 |
4.121 |
2.527 |
1.594 |
55.8% |
0.106 |
3.7% |
21% |
False |
False |
15,799 |
| 100 |
4.440 |
2.527 |
1.913 |
66.9% |
0.100 |
3.5% |
17% |
False |
False |
13,213 |
| 120 |
4.525 |
2.527 |
1.998 |
69.9% |
0.099 |
3.4% |
17% |
False |
False |
11,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.476 |
|
2.618 |
3.249 |
|
1.618 |
3.110 |
|
1.000 |
3.024 |
|
0.618 |
2.971 |
|
HIGH |
2.885 |
|
0.618 |
2.832 |
|
0.500 |
2.816 |
|
0.382 |
2.799 |
|
LOW |
2.746 |
|
0.618 |
2.660 |
|
1.000 |
2.607 |
|
1.618 |
2.521 |
|
2.618 |
2.382 |
|
4.250 |
2.155 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.844 |
2.821 |
| PP |
2.830 |
2.784 |
| S1 |
2.816 |
2.748 |
|