NYMEX Natural Gas Future June 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 |
2.968 |
2.828 |
-0.140 |
-4.7% |
3.065 |
| High |
2.989 |
2.835 |
-0.154 |
-5.2% |
3.077 |
| Low |
2.827 |
2.750 |
-0.077 |
-2.7% |
2.680 |
| Close |
2.832 |
2.805 |
-0.027 |
-1.0% |
2.879 |
| Range |
0.162 |
0.085 |
-0.077 |
-47.5% |
0.397 |
| ATR |
0.147 |
0.142 |
-0.004 |
-3.0% |
0.000 |
| Volume |
22,136 |
44,106 |
21,970 |
99.3% |
129,002 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.052 |
3.013 |
2.852 |
|
| R3 |
2.967 |
2.928 |
2.828 |
|
| R2 |
2.882 |
2.882 |
2.821 |
|
| R1 |
2.843 |
2.843 |
2.813 |
2.820 |
| PP |
2.797 |
2.797 |
2.797 |
2.785 |
| S1 |
2.758 |
2.758 |
2.797 |
2.735 |
| S2 |
2.712 |
2.712 |
2.789 |
|
| S3 |
2.627 |
2.673 |
2.782 |
|
| S4 |
2.542 |
2.588 |
2.758 |
|
|
| 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 |
2.989 |
2.690 |
0.299 |
10.7% |
0.144 |
5.1% |
38% |
False |
False |
28,979 |
| 10 |
3.077 |
2.680 |
0.397 |
14.2% |
0.153 |
5.4% |
31% |
False |
False |
27,887 |
| 20 |
3.153 |
2.590 |
0.563 |
20.1% |
0.150 |
5.4% |
38% |
False |
False |
24,924 |
| 40 |
3.485 |
2.590 |
0.895 |
31.9% |
0.118 |
4.2% |
24% |
False |
False |
15,279 |
| 60 |
3.851 |
2.590 |
1.261 |
45.0% |
0.108 |
3.9% |
17% |
False |
False |
11,679 |
| 80 |
4.157 |
2.590 |
1.567 |
55.9% |
0.104 |
3.7% |
14% |
False |
False |
9,336 |
| 100 |
4.384 |
2.590 |
1.794 |
64.0% |
0.097 |
3.5% |
12% |
False |
False |
7,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.196 |
|
2.618 |
3.058 |
|
1.618 |
2.973 |
|
1.000 |
2.920 |
|
0.618 |
2.888 |
|
HIGH |
2.835 |
|
0.618 |
2.803 |
|
0.500 |
2.793 |
|
0.382 |
2.782 |
|
LOW |
2.750 |
|
0.618 |
2.697 |
|
1.000 |
2.665 |
|
1.618 |
2.612 |
|
2.618 |
2.527 |
|
4.250 |
2.389 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.801 |
2.870 |
| PP |
2.797 |
2.848 |
| S1 |
2.793 |
2.827 |
|