NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 02-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.829 |
2.801 |
-0.028 |
-1.0% |
2.698 |
| High |
2.834 |
2.981 |
0.147 |
5.2% |
3.128 |
| Low |
2.740 |
2.759 |
0.019 |
0.7% |
2.663 |
| Close |
2.779 |
2.967 |
0.188 |
6.8% |
3.068 |
| Range |
0.094 |
0.222 |
0.128 |
136.2% |
0.465 |
| ATR |
0.141 |
0.146 |
0.006 |
4.1% |
0.000 |
| Volume |
22,729 |
26,018 |
3,289 |
14.5% |
99,892 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.568 |
3.490 |
3.089 |
|
| R3 |
3.346 |
3.268 |
3.028 |
|
| R2 |
3.124 |
3.124 |
3.008 |
|
| R1 |
3.046 |
3.046 |
2.987 |
3.085 |
| PP |
2.902 |
2.902 |
2.902 |
2.922 |
| S1 |
2.824 |
2.824 |
2.947 |
2.863 |
| S2 |
2.680 |
2.680 |
2.926 |
|
| S3 |
2.458 |
2.602 |
2.906 |
|
| S4 |
2.236 |
2.380 |
2.845 |
|
|
| 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 |
3.124 |
2.740 |
0.384 |
12.9% |
0.159 |
5.4% |
59% |
False |
False |
18,498 |
| 10 |
3.128 |
2.643 |
0.485 |
16.3% |
0.176 |
5.9% |
67% |
False |
False |
19,221 |
| 20 |
3.368 |
2.643 |
0.725 |
24.4% |
0.144 |
4.9% |
45% |
False |
False |
16,207 |
| 40 |
3.752 |
2.643 |
1.109 |
37.4% |
0.111 |
3.7% |
29% |
False |
False |
10,016 |
| 60 |
3.989 |
2.643 |
1.346 |
45.4% |
0.103 |
3.5% |
24% |
False |
False |
7,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.925 |
|
2.618 |
3.562 |
|
1.618 |
3.340 |
|
1.000 |
3.203 |
|
0.618 |
3.118 |
|
HIGH |
2.981 |
|
0.618 |
2.896 |
|
0.500 |
2.870 |
|
0.382 |
2.844 |
|
LOW |
2.759 |
|
0.618 |
2.622 |
|
1.000 |
2.537 |
|
1.618 |
2.400 |
|
2.618 |
2.178 |
|
4.250 |
1.816 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.935 |
2.934 |
| PP |
2.902 |
2.901 |
| S1 |
2.870 |
2.869 |
|