NYMEX Natural Gas Future July 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 |
2.973 |
2.829 |
-0.144 |
-4.8% |
2.698 |
High |
2.997 |
2.834 |
-0.163 |
-5.4% |
3.128 |
Low |
2.831 |
2.740 |
-0.091 |
-3.2% |
2.663 |
Close |
2.867 |
2.779 |
-0.088 |
-3.1% |
3.068 |
Range |
0.166 |
0.094 |
-0.072 |
-43.4% |
0.465 |
ATR |
0.142 |
0.141 |
-0.001 |
-0.7% |
0.000 |
Volume |
11,124 |
22,729 |
11,605 |
104.3% |
99,892 |
|
Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.066 |
3.017 |
2.831 |
|
R3 |
2.972 |
2.923 |
2.805 |
|
R2 |
2.878 |
2.878 |
2.796 |
|
R1 |
2.829 |
2.829 |
2.788 |
2.807 |
PP |
2.784 |
2.784 |
2.784 |
2.773 |
S1 |
2.735 |
2.735 |
2.770 |
2.713 |
S2 |
2.690 |
2.690 |
2.762 |
|
S3 |
2.596 |
2.641 |
2.753 |
|
S4 |
2.502 |
2.547 |
2.727 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.348 |
4.173 |
3.324 |
|
R3 |
3.883 |
3.708 |
3.196 |
|
R2 |
3.418 |
3.418 |
3.153 |
|
R1 |
3.243 |
3.243 |
3.111 |
3.331 |
PP |
2.953 |
2.953 |
2.953 |
2.997 |
S1 |
2.778 |
2.778 |
3.025 |
2.866 |
S2 |
2.488 |
2.488 |
2.983 |
|
S3 |
2.023 |
2.313 |
2.940 |
|
S4 |
1.558 |
1.848 |
2.812 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.128 |
2.740 |
0.388 |
14.0% |
0.160 |
5.7% |
10% |
False |
True |
16,863 |
10 |
3.128 |
2.643 |
0.485 |
17.5% |
0.165 |
5.9% |
28% |
False |
False |
18,089 |
20 |
3.368 |
2.643 |
0.725 |
26.1% |
0.139 |
5.0% |
19% |
False |
False |
15,132 |
40 |
3.790 |
2.643 |
1.147 |
41.3% |
0.109 |
3.9% |
12% |
False |
False |
9,431 |
60 |
4.042 |
2.643 |
1.399 |
50.3% |
0.100 |
3.6% |
10% |
False |
False |
7,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.234 |
2.618 |
3.080 |
1.618 |
2.986 |
1.000 |
2.928 |
0.618 |
2.892 |
HIGH |
2.834 |
0.618 |
2.798 |
0.500 |
2.787 |
0.382 |
2.776 |
LOW |
2.740 |
0.618 |
2.682 |
1.000 |
2.646 |
1.618 |
2.588 |
2.618 |
2.494 |
4.250 |
2.341 |
|
|
Fisher Pivots for day following 01-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
2.787 |
2.932 |
PP |
2.784 |
2.881 |
S1 |
2.782 |
2.830 |
|