NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.908 |
2.765 |
-0.143 |
-4.9% |
2.630 |
| High |
2.924 |
2.778 |
-0.146 |
-5.0% |
3.076 |
| Low |
2.771 |
2.680 |
-0.091 |
-3.3% |
2.605 |
| Close |
2.808 |
2.714 |
-0.094 |
-3.3% |
3.012 |
| Range |
0.153 |
0.098 |
-0.055 |
-35.9% |
0.471 |
| ATR |
0.144 |
0.143 |
-0.001 |
-0.8% |
0.000 |
| Volume |
21,516 |
32,408 |
10,892 |
50.6% |
140,540 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.018 |
2.964 |
2.768 |
|
| R3 |
2.920 |
2.866 |
2.741 |
|
| R2 |
2.822 |
2.822 |
2.732 |
|
| R1 |
2.768 |
2.768 |
2.723 |
2.746 |
| PP |
2.724 |
2.724 |
2.724 |
2.713 |
| S1 |
2.670 |
2.670 |
2.705 |
2.648 |
| S2 |
2.626 |
2.626 |
2.696 |
|
| S3 |
2.528 |
2.572 |
2.687 |
|
| S4 |
2.430 |
2.474 |
2.660 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.311 |
4.132 |
3.271 |
|
| R3 |
3.840 |
3.661 |
3.142 |
|
| R2 |
3.369 |
3.369 |
3.098 |
|
| R1 |
3.190 |
3.190 |
3.055 |
3.280 |
| PP |
2.898 |
2.898 |
2.898 |
2.942 |
| S1 |
2.719 |
2.719 |
2.969 |
2.809 |
| S2 |
2.427 |
2.427 |
2.926 |
|
| S3 |
1.956 |
2.248 |
2.882 |
|
| S4 |
1.485 |
1.777 |
2.753 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.077 |
2.680 |
0.397 |
14.6% |
0.162 |
6.0% |
9% |
False |
True |
26,796 |
| 10 |
3.077 |
2.590 |
0.487 |
17.9% |
0.170 |
6.3% |
25% |
False |
False |
25,690 |
| 20 |
3.310 |
2.590 |
0.720 |
26.5% |
0.141 |
5.2% |
17% |
False |
False |
19,880 |
| 40 |
3.734 |
2.590 |
1.144 |
42.2% |
0.112 |
4.1% |
11% |
False |
False |
12,309 |
| 60 |
3.991 |
2.590 |
1.401 |
51.6% |
0.103 |
3.8% |
9% |
False |
False |
9,539 |
| 80 |
4.157 |
2.590 |
1.567 |
57.7% |
0.099 |
3.7% |
8% |
False |
False |
7,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.195 |
|
2.618 |
3.035 |
|
1.618 |
2.937 |
|
1.000 |
2.876 |
|
0.618 |
2.839 |
|
HIGH |
2.778 |
|
0.618 |
2.741 |
|
0.500 |
2.729 |
|
0.382 |
2.717 |
|
LOW |
2.680 |
|
0.618 |
2.619 |
|
1.000 |
2.582 |
|
1.618 |
2.521 |
|
2.618 |
2.423 |
|
4.250 |
2.264 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.729 |
2.879 |
| PP |
2.724 |
2.824 |
| S1 |
2.719 |
2.769 |
|