NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 06-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.898 |
2.857 |
-0.041 |
-1.4% |
3.065 |
| High |
2.923 |
2.978 |
0.055 |
1.9% |
3.077 |
| Low |
2.820 |
2.845 |
0.025 |
0.9% |
2.680 |
| Close |
2.879 |
2.952 |
0.073 |
2.5% |
2.879 |
| Range |
0.103 |
0.133 |
0.030 |
29.1% |
0.397 |
| ATR |
0.146 |
0.145 |
-0.001 |
-0.7% |
0.000 |
| Volume |
28,148 |
26,019 |
-2,129 |
-7.6% |
129,002 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.324 |
3.271 |
3.025 |
|
| R3 |
3.191 |
3.138 |
2.989 |
|
| R2 |
3.058 |
3.058 |
2.976 |
|
| R1 |
3.005 |
3.005 |
2.964 |
3.032 |
| PP |
2.925 |
2.925 |
2.925 |
2.938 |
| S1 |
2.872 |
2.872 |
2.940 |
2.899 |
| S2 |
2.792 |
2.792 |
2.928 |
|
| S3 |
2.659 |
2.739 |
2.915 |
|
| S4 |
2.526 |
2.606 |
2.879 |
|
|
| 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 |
2.978 |
2.680 |
0.298 |
10.1% |
0.144 |
4.9% |
91% |
True |
False |
26,516 |
| 10 |
3.077 |
2.680 |
0.397 |
13.4% |
0.154 |
5.2% |
69% |
False |
False |
27,534 |
| 20 |
3.253 |
2.590 |
0.663 |
22.5% |
0.146 |
5.0% |
55% |
False |
False |
22,478 |
| 40 |
3.686 |
2.590 |
1.096 |
37.1% |
0.116 |
3.9% |
33% |
False |
False |
13,907 |
| 60 |
3.922 |
2.590 |
1.332 |
45.1% |
0.107 |
3.6% |
27% |
False |
False |
10,713 |
| 80 |
4.157 |
2.590 |
1.567 |
53.1% |
0.102 |
3.5% |
23% |
False |
False |
8,544 |
| 100 |
4.478 |
2.590 |
1.888 |
64.0% |
0.097 |
3.3% |
19% |
False |
False |
7,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.543 |
|
2.618 |
3.326 |
|
1.618 |
3.193 |
|
1.000 |
3.111 |
|
0.618 |
3.060 |
|
HIGH |
2.978 |
|
0.618 |
2.927 |
|
0.500 |
2.912 |
|
0.382 |
2.896 |
|
LOW |
2.845 |
|
0.618 |
2.763 |
|
1.000 |
2.712 |
|
1.618 |
2.630 |
|
2.618 |
2.497 |
|
4.250 |
2.280 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.939 |
2.913 |
| PP |
2.925 |
2.873 |
| S1 |
2.912 |
2.834 |
|