NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 08-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
3.051 |
2.915 |
-0.136 |
-4.5% |
3.119 |
| High |
3.073 |
2.915 |
-0.158 |
-5.1% |
3.124 |
| Low |
2.908 |
2.831 |
-0.077 |
-2.6% |
2.740 |
| Close |
2.910 |
2.884 |
-0.026 |
-0.9% |
2.954 |
| Range |
0.165 |
0.084 |
-0.081 |
-49.1% |
0.384 |
| ATR |
0.144 |
0.140 |
-0.004 |
-3.0% |
0.000 |
| Volume |
20,796 |
31,911 |
11,115 |
53.4% |
100,820 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.129 |
3.090 |
2.930 |
|
| R3 |
3.045 |
3.006 |
2.907 |
|
| R2 |
2.961 |
2.961 |
2.899 |
|
| R1 |
2.922 |
2.922 |
2.892 |
2.900 |
| PP |
2.877 |
2.877 |
2.877 |
2.865 |
| S1 |
2.838 |
2.838 |
2.876 |
2.816 |
| S2 |
2.793 |
2.793 |
2.869 |
|
| S3 |
2.709 |
2.754 |
2.861 |
|
| S4 |
2.625 |
2.670 |
2.838 |
|
|
| 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 |
2.759 |
0.314 |
10.9% |
0.141 |
4.9% |
40% |
False |
False |
25,343 |
| 10 |
3.128 |
2.740 |
0.388 |
13.5% |
0.151 |
5.2% |
37% |
False |
False |
21,103 |
| 20 |
3.207 |
2.643 |
0.564 |
19.6% |
0.148 |
5.1% |
43% |
False |
False |
19,802 |
| 40 |
3.537 |
2.643 |
0.894 |
31.0% |
0.114 |
4.0% |
27% |
False |
False |
12,016 |
| 60 |
3.901 |
2.643 |
1.258 |
43.6% |
0.104 |
3.6% |
19% |
False |
False |
9,087 |
| 80 |
4.201 |
2.643 |
1.558 |
54.0% |
0.101 |
3.5% |
15% |
False |
False |
7,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.272 |
|
2.618 |
3.135 |
|
1.618 |
3.051 |
|
1.000 |
2.999 |
|
0.618 |
2.967 |
|
HIGH |
2.915 |
|
0.618 |
2.883 |
|
0.500 |
2.873 |
|
0.382 |
2.863 |
|
LOW |
2.831 |
|
0.618 |
2.779 |
|
1.000 |
2.747 |
|
1.618 |
2.695 |
|
2.618 |
2.611 |
|
4.250 |
2.474 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.880 |
2.952 |
| PP |
2.877 |
2.929 |
| S1 |
2.873 |
2.907 |
|