NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.833 |
2.960 |
0.127 |
4.5% |
3.160 |
| High |
3.030 |
3.045 |
0.015 |
0.5% |
3.167 |
| Low |
2.803 |
2.938 |
0.135 |
4.8% |
2.773 |
| Close |
3.010 |
3.002 |
-0.008 |
-0.3% |
3.002 |
| Range |
0.227 |
0.107 |
-0.120 |
-52.9% |
0.394 |
| ATR |
0.146 |
0.143 |
-0.003 |
-1.9% |
0.000 |
| Volume |
13,912 |
15,679 |
1,767 |
12.7% |
50,474 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.316 |
3.266 |
3.061 |
|
| R3 |
3.209 |
3.159 |
3.031 |
|
| R2 |
3.102 |
3.102 |
3.022 |
|
| R1 |
3.052 |
3.052 |
3.012 |
3.077 |
| PP |
2.995 |
2.995 |
2.995 |
3.008 |
| S1 |
2.945 |
2.945 |
2.992 |
2.970 |
| S2 |
2.888 |
2.888 |
2.982 |
|
| S3 |
2.781 |
2.838 |
2.973 |
|
| S4 |
2.674 |
2.731 |
2.943 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.163 |
3.976 |
3.219 |
|
| R3 |
3.769 |
3.582 |
3.110 |
|
| R2 |
3.375 |
3.375 |
3.074 |
|
| R1 |
3.188 |
3.188 |
3.038 |
3.085 |
| PP |
2.981 |
2.981 |
2.981 |
2.929 |
| S1 |
2.794 |
2.794 |
2.966 |
2.691 |
| S2 |
2.587 |
2.587 |
2.930 |
|
| S3 |
2.193 |
2.400 |
2.894 |
|
| S4 |
1.799 |
2.006 |
2.785 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.500 |
|
2.618 |
3.325 |
|
1.618 |
3.218 |
|
1.000 |
3.152 |
|
0.618 |
3.111 |
|
HIGH |
3.045 |
|
0.618 |
3.004 |
|
0.500 |
2.992 |
|
0.382 |
2.979 |
|
LOW |
2.938 |
|
0.618 |
2.872 |
|
1.000 |
2.831 |
|
1.618 |
2.765 |
|
2.618 |
2.658 |
|
4.250 |
2.483 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.999 |
2.971 |
| PP |
2.995 |
2.940 |
| S1 |
2.992 |
2.909 |
|