NYMEX Natural Gas Future August 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 |
3.074 |
2.950 |
-0.124 |
-4.0% |
3.148 |
High |
3.109 |
2.957 |
-0.152 |
-4.9% |
3.148 |
Low |
2.941 |
2.866 |
-0.075 |
-2.6% |
2.764 |
Close |
2.945 |
2.918 |
-0.027 |
-0.9% |
2.988 |
Range |
0.168 |
0.091 |
-0.077 |
-45.8% |
0.384 |
ATR |
0.143 |
0.139 |
-0.004 |
-2.6% |
0.000 |
Volume |
20,409 |
22,899 |
2,490 |
12.2% |
66,137 |
|
Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.187 |
3.143 |
2.968 |
|
R3 |
3.096 |
3.052 |
2.943 |
|
R2 |
3.005 |
3.005 |
2.935 |
|
R1 |
2.961 |
2.961 |
2.926 |
2.938 |
PP |
2.914 |
2.914 |
2.914 |
2.902 |
S1 |
2.870 |
2.870 |
2.910 |
2.847 |
S2 |
2.823 |
2.823 |
2.901 |
|
S3 |
2.732 |
2.779 |
2.893 |
|
S4 |
2.641 |
2.688 |
2.868 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.119 |
3.937 |
3.199 |
|
R3 |
3.735 |
3.553 |
3.094 |
|
R2 |
3.351 |
3.351 |
3.058 |
|
R1 |
3.169 |
3.169 |
3.023 |
3.068 |
PP |
2.967 |
2.967 |
2.967 |
2.916 |
S1 |
2.785 |
2.785 |
2.953 |
2.684 |
S2 |
2.583 |
2.583 |
2.918 |
|
S3 |
2.199 |
2.401 |
2.882 |
|
S4 |
1.815 |
2.017 |
2.777 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.109 |
2.790 |
0.319 |
10.9% |
0.147 |
5.0% |
40% |
False |
False |
19,323 |
10 |
3.148 |
2.764 |
0.384 |
13.2% |
0.148 |
5.1% |
40% |
False |
False |
14,800 |
20 |
3.232 |
2.666 |
0.566 |
19.4% |
0.146 |
5.0% |
45% |
False |
False |
11,946 |
40 |
3.560 |
2.666 |
0.894 |
30.6% |
0.109 |
3.7% |
28% |
False |
False |
7,269 |
60 |
3.927 |
2.666 |
1.261 |
43.2% |
0.099 |
3.4% |
20% |
False |
False |
5,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.344 |
2.618 |
3.195 |
1.618 |
3.104 |
1.000 |
3.048 |
0.618 |
3.013 |
HIGH |
2.957 |
0.618 |
2.922 |
0.500 |
2.912 |
0.382 |
2.901 |
LOW |
2.866 |
0.618 |
2.810 |
1.000 |
2.775 |
1.618 |
2.719 |
2.618 |
2.628 |
4.250 |
2.479 |
|
|
Fisher Pivots for day following 08-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
2.916 |
2.988 |
PP |
2.914 |
2.964 |
S1 |
2.912 |
2.941 |
|