NYMEX Natural Gas Future July 2012
Trading Metrics calculated at close of trading on 07-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
2.934 |
3.051 |
0.117 |
4.0% |
3.119 |
High |
3.060 |
3.073 |
0.013 |
0.4% |
3.124 |
Low |
2.930 |
2.908 |
-0.022 |
-0.8% |
2.740 |
Close |
3.033 |
2.910 |
-0.123 |
-4.1% |
2.954 |
Range |
0.130 |
0.165 |
0.035 |
26.9% |
0.384 |
ATR |
0.143 |
0.144 |
0.002 |
1.1% |
0.000 |
Volume |
23,993 |
20,796 |
-3,197 |
-13.3% |
100,820 |
|
Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.459 |
3.349 |
3.001 |
|
R3 |
3.294 |
3.184 |
2.955 |
|
R2 |
3.129 |
3.129 |
2.940 |
|
R1 |
3.019 |
3.019 |
2.925 |
2.992 |
PP |
2.964 |
2.964 |
2.964 |
2.950 |
S1 |
2.854 |
2.854 |
2.895 |
2.827 |
S2 |
2.799 |
2.799 |
2.880 |
|
S3 |
2.634 |
2.689 |
2.865 |
|
S4 |
2.469 |
2.524 |
2.819 |
|
|
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 |
3.073 |
2.740 |
0.333 |
11.4% |
0.143 |
4.9% |
51% |
True |
False |
23,507 |
10 |
3.128 |
2.740 |
0.388 |
13.3% |
0.154 |
5.3% |
44% |
False |
False |
20,431 |
20 |
3.311 |
2.643 |
0.668 |
23.0% |
0.150 |
5.2% |
40% |
False |
False |
18,701 |
40 |
3.651 |
2.643 |
1.008 |
34.6% |
0.115 |
3.9% |
26% |
False |
False |
11,369 |
60 |
3.902 |
2.643 |
1.259 |
43.3% |
0.104 |
3.6% |
21% |
False |
False |
8,670 |
80 |
4.201 |
2.643 |
1.558 |
53.5% |
0.101 |
3.5% |
17% |
False |
False |
6,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.774 |
2.618 |
3.505 |
1.618 |
3.340 |
1.000 |
3.238 |
0.618 |
3.175 |
HIGH |
3.073 |
0.618 |
3.010 |
0.500 |
2.991 |
0.382 |
2.971 |
LOW |
2.908 |
0.618 |
2.806 |
1.000 |
2.743 |
1.618 |
2.641 |
2.618 |
2.476 |
4.250 |
2.207 |
|
|
Fisher Pivots for day following 07-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
2.991 |
2.982 |
PP |
2.964 |
2.958 |
S1 |
2.937 |
2.934 |
|