NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 07-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.769 |
2.895 |
0.126 |
4.6% |
2.998 |
| High |
2.885 |
2.905 |
0.020 |
0.7% |
3.015 |
| Low |
2.746 |
2.740 |
-0.006 |
-0.2% |
2.609 |
| Close |
2.858 |
2.744 |
-0.114 |
-4.0% |
2.789 |
| Range |
0.139 |
0.165 |
0.026 |
18.7% |
0.406 |
| ATR |
0.150 |
0.151 |
0.001 |
0.7% |
0.000 |
| Volume |
47,336 |
44,317 |
-3,019 |
-6.4% |
211,335 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.291 |
3.183 |
2.835 |
|
| R3 |
3.126 |
3.018 |
2.789 |
|
| R2 |
2.961 |
2.961 |
2.774 |
|
| R1 |
2.853 |
2.853 |
2.759 |
2.825 |
| PP |
2.796 |
2.796 |
2.796 |
2.782 |
| S1 |
2.688 |
2.688 |
2.729 |
2.660 |
| S2 |
2.631 |
2.631 |
2.714 |
|
| S3 |
2.466 |
2.523 |
2.699 |
|
| S4 |
2.301 |
2.358 |
2.653 |
|
|
| 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 |
2.905 |
2.609 |
0.296 |
10.8% |
0.152 |
5.5% |
46% |
True |
False |
46,664 |
| 10 |
3.015 |
2.609 |
0.406 |
14.8% |
0.162 |
5.9% |
33% |
False |
False |
45,451 |
| 20 |
3.204 |
2.527 |
0.677 |
24.7% |
0.156 |
5.7% |
32% |
False |
False |
40,087 |
| 40 |
3.561 |
2.527 |
1.034 |
37.7% |
0.121 |
4.4% |
21% |
False |
False |
26,028 |
| 60 |
3.821 |
2.527 |
1.294 |
47.2% |
0.111 |
4.0% |
17% |
False |
False |
19,984 |
| 80 |
4.121 |
2.527 |
1.594 |
58.1% |
0.107 |
3.9% |
14% |
False |
False |
16,274 |
| 100 |
4.430 |
2.527 |
1.903 |
69.4% |
0.101 |
3.7% |
11% |
False |
False |
13,635 |
| 120 |
4.525 |
2.527 |
1.998 |
72.8% |
0.099 |
3.6% |
11% |
False |
False |
11,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.606 |
|
2.618 |
3.337 |
|
1.618 |
3.172 |
|
1.000 |
3.070 |
|
0.618 |
3.007 |
|
HIGH |
2.905 |
|
0.618 |
2.842 |
|
0.500 |
2.823 |
|
0.382 |
2.803 |
|
LOW |
2.740 |
|
0.618 |
2.638 |
|
1.000 |
2.575 |
|
1.618 |
2.473 |
|
2.618 |
2.308 |
|
4.250 |
2.039 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.823 |
2.820 |
| PP |
2.796 |
2.795 |
| S1 |
2.770 |
2.769 |
|