NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.726 |
2.898 |
0.172 |
6.3% |
3.065 |
| High |
2.925 |
2.923 |
-0.002 |
-0.1% |
3.077 |
| Low |
2.690 |
2.820 |
0.130 |
4.8% |
2.680 |
| Close |
2.900 |
2.879 |
-0.021 |
-0.7% |
2.879 |
| Range |
0.235 |
0.103 |
-0.132 |
-56.2% |
0.397 |
| ATR |
0.150 |
0.146 |
-0.003 |
-2.2% |
0.000 |
| Volume |
24,490 |
28,148 |
3,658 |
14.9% |
129,002 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.183 |
3.134 |
2.936 |
|
| R3 |
3.080 |
3.031 |
2.907 |
|
| R2 |
2.977 |
2.977 |
2.898 |
|
| R1 |
2.928 |
2.928 |
2.888 |
2.901 |
| PP |
2.874 |
2.874 |
2.874 |
2.861 |
| S1 |
2.825 |
2.825 |
2.870 |
2.798 |
| S2 |
2.771 |
2.771 |
2.860 |
|
| S3 |
2.668 |
2.722 |
2.851 |
|
| S4 |
2.565 |
2.619 |
2.822 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.070 |
3.871 |
3.097 |
|
| R3 |
3.673 |
3.474 |
2.988 |
|
| R2 |
3.276 |
3.276 |
2.952 |
|
| R1 |
3.077 |
3.077 |
2.915 |
2.978 |
| PP |
2.879 |
2.879 |
2.879 |
2.829 |
| S1 |
2.680 |
2.680 |
2.843 |
2.581 |
| S2 |
2.482 |
2.482 |
2.806 |
|
| S3 |
2.085 |
2.283 |
2.770 |
|
| S4 |
1.688 |
1.886 |
2.661 |
|
|
| 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 |
13.8% |
0.153 |
5.3% |
50% |
False |
False |
25,800 |
| 10 |
3.077 |
2.605 |
0.472 |
16.4% |
0.178 |
6.2% |
58% |
False |
False |
26,954 |
| 20 |
3.268 |
2.590 |
0.678 |
23.5% |
0.144 |
5.0% |
43% |
False |
False |
21,701 |
| 40 |
3.686 |
2.590 |
1.096 |
38.1% |
0.115 |
4.0% |
26% |
False |
False |
13,404 |
| 60 |
3.923 |
2.590 |
1.333 |
46.3% |
0.106 |
3.7% |
22% |
False |
False |
10,322 |
| 80 |
4.157 |
2.590 |
1.567 |
54.4% |
0.102 |
3.5% |
18% |
False |
False |
8,231 |
| 100 |
4.478 |
2.590 |
1.888 |
65.6% |
0.097 |
3.4% |
15% |
False |
False |
6,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.361 |
|
2.618 |
3.193 |
|
1.618 |
3.090 |
|
1.000 |
3.026 |
|
0.618 |
2.987 |
|
HIGH |
2.923 |
|
0.618 |
2.884 |
|
0.500 |
2.872 |
|
0.382 |
2.859 |
|
LOW |
2.820 |
|
0.618 |
2.756 |
|
1.000 |
2.717 |
|
1.618 |
2.653 |
|
2.618 |
2.550 |
|
4.250 |
2.382 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.877 |
2.854 |
| PP |
2.874 |
2.828 |
| S1 |
2.872 |
2.803 |
|