NYMEX Natural Gas Future June 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 |
2.828 |
2.806 |
-0.022 |
-0.8% |
3.065 |
| High |
2.835 |
2.950 |
0.115 |
4.1% |
3.077 |
| Low |
2.750 |
2.775 |
0.025 |
0.9% |
2.680 |
| Close |
2.805 |
2.858 |
0.053 |
1.9% |
2.879 |
| Range |
0.085 |
0.175 |
0.090 |
105.9% |
0.397 |
| ATR |
0.142 |
0.145 |
0.002 |
1.6% |
0.000 |
| Volume |
44,106 |
38,522 |
-5,584 |
-12.7% |
129,002 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.386 |
3.297 |
2.954 |
|
| R3 |
3.211 |
3.122 |
2.906 |
|
| R2 |
3.036 |
3.036 |
2.890 |
|
| R1 |
2.947 |
2.947 |
2.874 |
2.992 |
| PP |
2.861 |
2.861 |
2.861 |
2.883 |
| S1 |
2.772 |
2.772 |
2.842 |
2.817 |
| S2 |
2.686 |
2.686 |
2.826 |
|
| S3 |
2.511 |
2.597 |
2.810 |
|
| S4 |
2.336 |
2.422 |
2.762 |
|
|
| 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 |
2.750 |
0.239 |
8.4% |
0.132 |
4.6% |
45% |
False |
False |
31,786 |
| 10 |
3.077 |
2.680 |
0.397 |
13.9% |
0.147 |
5.2% |
45% |
False |
False |
28,996 |
| 20 |
3.077 |
2.590 |
0.487 |
17.0% |
0.150 |
5.2% |
55% |
False |
False |
25,979 |
| 40 |
3.485 |
2.590 |
0.895 |
31.3% |
0.120 |
4.2% |
30% |
False |
False |
16,045 |
| 60 |
3.851 |
2.590 |
1.261 |
44.1% |
0.110 |
3.9% |
21% |
False |
False |
12,275 |
| 80 |
4.157 |
2.590 |
1.567 |
54.8% |
0.104 |
3.6% |
17% |
False |
False |
9,799 |
| 100 |
4.384 |
2.590 |
1.794 |
62.8% |
0.098 |
3.4% |
15% |
False |
False |
8,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.694 |
|
2.618 |
3.408 |
|
1.618 |
3.233 |
|
1.000 |
3.125 |
|
0.618 |
3.058 |
|
HIGH |
2.950 |
|
0.618 |
2.883 |
|
0.500 |
2.863 |
|
0.382 |
2.842 |
|
LOW |
2.775 |
|
0.618 |
2.667 |
|
1.000 |
2.600 |
|
1.618 |
2.492 |
|
2.618 |
2.317 |
|
4.250 |
2.031 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.863 |
2.870 |
| PP |
2.861 |
2.866 |
| S1 |
2.860 |
2.862 |
|