NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 09-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.757 |
2.722 |
-0.035 |
-1.3% |
2.998 |
| High |
2.761 |
2.853 |
0.092 |
3.3% |
3.015 |
| Low |
2.660 |
2.680 |
0.020 |
0.8% |
2.609 |
| Close |
2.716 |
2.763 |
0.047 |
1.7% |
2.789 |
| Range |
0.101 |
0.173 |
0.072 |
71.3% |
0.406 |
| ATR |
0.147 |
0.149 |
0.002 |
1.3% |
0.000 |
| Volume |
104,199 |
92,470 |
-11,729 |
-11.3% |
211,335 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.284 |
3.197 |
2.858 |
|
| R3 |
3.111 |
3.024 |
2.811 |
|
| R2 |
2.938 |
2.938 |
2.795 |
|
| R1 |
2.851 |
2.851 |
2.779 |
2.895 |
| PP |
2.765 |
2.765 |
2.765 |
2.787 |
| S1 |
2.678 |
2.678 |
2.747 |
2.722 |
| S2 |
2.592 |
2.592 |
2.731 |
|
| S3 |
2.419 |
2.505 |
2.715 |
|
| S4 |
2.246 |
2.332 |
2.668 |
|
|
| 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 |
2.660 |
0.245 |
8.9% |
0.140 |
5.1% |
42% |
False |
False |
67,413 |
| 10 |
3.015 |
2.609 |
0.406 |
14.7% |
0.154 |
5.6% |
38% |
False |
False |
54,635 |
| 20 |
3.015 |
2.527 |
0.488 |
17.7% |
0.153 |
5.5% |
48% |
False |
False |
47,292 |
| 40 |
3.444 |
2.527 |
0.917 |
33.2% |
0.124 |
4.5% |
26% |
False |
False |
30,056 |
| 60 |
3.804 |
2.527 |
1.277 |
46.2% |
0.113 |
4.1% |
18% |
False |
False |
23,016 |
| 80 |
4.121 |
2.527 |
1.594 |
57.7% |
0.108 |
3.9% |
15% |
False |
False |
18,660 |
| 100 |
4.342 |
2.527 |
1.815 |
65.7% |
0.101 |
3.7% |
13% |
False |
False |
15,549 |
| 120 |
4.525 |
2.527 |
1.998 |
72.3% |
0.100 |
3.6% |
12% |
False |
False |
13,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.588 |
|
2.618 |
3.306 |
|
1.618 |
3.133 |
|
1.000 |
3.026 |
|
0.618 |
2.960 |
|
HIGH |
2.853 |
|
0.618 |
2.787 |
|
0.500 |
2.767 |
|
0.382 |
2.746 |
|
LOW |
2.680 |
|
0.618 |
2.573 |
|
1.000 |
2.507 |
|
1.618 |
2.400 |
|
2.618 |
2.227 |
|
4.250 |
1.945 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.767 |
2.783 |
| PP |
2.765 |
2.776 |
| S1 |
2.764 |
2.770 |
|