NYMEX Natural Gas Future May 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 |
2.895 |
2.757 |
-0.138 |
-4.8% |
2.998 |
| High |
2.905 |
2.761 |
-0.144 |
-5.0% |
3.015 |
| Low |
2.740 |
2.660 |
-0.080 |
-2.9% |
2.609 |
| Close |
2.744 |
2.716 |
-0.028 |
-1.0% |
2.789 |
| Range |
0.165 |
0.101 |
-0.064 |
-38.8% |
0.406 |
| ATR |
0.151 |
0.147 |
-0.004 |
-2.4% |
0.000 |
| Volume |
44,317 |
104,199 |
59,882 |
135.1% |
211,335 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.015 |
2.967 |
2.772 |
|
| R3 |
2.914 |
2.866 |
2.744 |
|
| R2 |
2.813 |
2.813 |
2.735 |
|
| R1 |
2.765 |
2.765 |
2.725 |
2.739 |
| PP |
2.712 |
2.712 |
2.712 |
2.699 |
| S1 |
2.664 |
2.664 |
2.707 |
2.638 |
| S2 |
2.611 |
2.611 |
2.697 |
|
| S3 |
2.510 |
2.563 |
2.688 |
|
| S4 |
2.409 |
2.462 |
2.660 |
|
|
| 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 |
2.610 |
0.295 |
10.9% |
0.152 |
5.6% |
36% |
False |
False |
56,686 |
| 10 |
3.015 |
2.609 |
0.406 |
14.9% |
0.160 |
5.9% |
26% |
False |
False |
51,408 |
| 20 |
3.094 |
2.527 |
0.567 |
20.9% |
0.154 |
5.7% |
33% |
False |
False |
44,174 |
| 40 |
3.444 |
2.527 |
0.917 |
33.8% |
0.121 |
4.5% |
21% |
False |
False |
28,108 |
| 60 |
3.804 |
2.527 |
1.277 |
47.0% |
0.111 |
4.1% |
15% |
False |
False |
21,585 |
| 80 |
4.121 |
2.527 |
1.594 |
58.7% |
0.108 |
4.0% |
12% |
False |
False |
17,536 |
| 100 |
4.342 |
2.527 |
1.815 |
66.8% |
0.100 |
3.7% |
10% |
False |
False |
14,654 |
| 120 |
4.525 |
2.527 |
1.998 |
73.6% |
0.100 |
3.7% |
9% |
False |
False |
12,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.190 |
|
2.618 |
3.025 |
|
1.618 |
2.924 |
|
1.000 |
2.862 |
|
0.618 |
2.823 |
|
HIGH |
2.761 |
|
0.618 |
2.722 |
|
0.500 |
2.711 |
|
0.382 |
2.699 |
|
LOW |
2.660 |
|
0.618 |
2.598 |
|
1.000 |
2.559 |
|
1.618 |
2.497 |
|
2.618 |
2.396 |
|
4.250 |
2.231 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.714 |
2.783 |
| PP |
2.712 |
2.760 |
| S1 |
2.711 |
2.738 |
|