NYMEX Natural Gas Future July 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 |
2.961 |
2.934 |
-0.027 |
-0.9% |
3.119 |
| High |
2.996 |
3.060 |
0.064 |
2.1% |
3.124 |
| Low |
2.890 |
2.930 |
0.040 |
1.4% |
2.740 |
| Close |
2.954 |
3.033 |
0.079 |
2.7% |
2.954 |
| Range |
0.106 |
0.130 |
0.024 |
22.6% |
0.384 |
| ATR |
0.144 |
0.143 |
-0.001 |
-0.7% |
0.000 |
| Volume |
24,000 |
23,993 |
-7 |
0.0% |
100,820 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.398 |
3.345 |
3.105 |
|
| R3 |
3.268 |
3.215 |
3.069 |
|
| R2 |
3.138 |
3.138 |
3.057 |
|
| R1 |
3.085 |
3.085 |
3.045 |
3.112 |
| PP |
3.008 |
3.008 |
3.008 |
3.021 |
| S1 |
2.955 |
2.955 |
3.021 |
2.982 |
| S2 |
2.878 |
2.878 |
3.009 |
|
| S3 |
2.748 |
2.825 |
2.997 |
|
| S4 |
2.618 |
2.695 |
2.962 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.091 |
3.907 |
3.165 |
|
| R3 |
3.707 |
3.523 |
3.060 |
|
| R2 |
3.323 |
3.323 |
3.024 |
|
| R1 |
3.139 |
3.139 |
2.989 |
3.039 |
| PP |
2.939 |
2.939 |
2.939 |
2.890 |
| S1 |
2.755 |
2.755 |
2.919 |
2.655 |
| S2 |
2.555 |
2.555 |
2.884 |
|
| S3 |
2.171 |
2.371 |
2.848 |
|
| S4 |
1.787 |
1.987 |
2.743 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.060 |
2.740 |
0.320 |
10.6% |
0.144 |
4.7% |
92% |
True |
False |
21,572 |
| 10 |
3.128 |
2.740 |
0.388 |
12.8% |
0.151 |
5.0% |
76% |
False |
False |
21,235 |
| 20 |
3.311 |
2.643 |
0.668 |
22.0% |
0.144 |
4.7% |
58% |
False |
False |
17,923 |
| 40 |
3.752 |
2.643 |
1.109 |
36.6% |
0.113 |
3.7% |
35% |
False |
False |
10,926 |
| 60 |
3.966 |
2.643 |
1.323 |
43.6% |
0.103 |
3.4% |
29% |
False |
False |
8,348 |
| 80 |
4.201 |
2.643 |
1.558 |
51.4% |
0.100 |
3.3% |
25% |
False |
False |
6,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.613 |
|
2.618 |
3.400 |
|
1.618 |
3.270 |
|
1.000 |
3.190 |
|
0.618 |
3.140 |
|
HIGH |
3.060 |
|
0.618 |
3.010 |
|
0.500 |
2.995 |
|
0.382 |
2.980 |
|
LOW |
2.930 |
|
0.618 |
2.850 |
|
1.000 |
2.800 |
|
1.618 |
2.720 |
|
2.618 |
2.590 |
|
4.250 |
2.378 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.020 |
2.992 |
| PP |
3.008 |
2.951 |
| S1 |
2.995 |
2.910 |
|