NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 02-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.899 |
2.880 |
-0.019 |
-0.7% |
2.764 |
| High |
2.919 |
3.086 |
0.167 |
5.7% |
3.210 |
| Low |
2.820 |
2.849 |
0.029 |
1.0% |
2.745 |
| Close |
2.864 |
3.054 |
0.190 |
6.6% |
3.147 |
| Range |
0.099 |
0.237 |
0.138 |
139.4% |
0.465 |
| ATR |
0.159 |
0.165 |
0.006 |
3.5% |
0.000 |
| Volume |
25,991 |
24,290 |
-1,701 |
-6.5% |
158,739 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.707 |
3.618 |
3.184 |
|
| R3 |
3.470 |
3.381 |
3.119 |
|
| R2 |
3.233 |
3.233 |
3.097 |
|
| R1 |
3.144 |
3.144 |
3.076 |
3.189 |
| PP |
2.996 |
2.996 |
2.996 |
3.019 |
| S1 |
2.907 |
2.907 |
3.032 |
2.952 |
| S2 |
2.759 |
2.759 |
3.011 |
|
| S3 |
2.522 |
2.670 |
2.989 |
|
| S4 |
2.285 |
2.433 |
2.924 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.429 |
4.253 |
3.403 |
|
| R3 |
3.964 |
3.788 |
3.275 |
|
| R2 |
3.499 |
3.499 |
3.232 |
|
| R1 |
3.323 |
3.323 |
3.190 |
3.411 |
| PP |
3.034 |
3.034 |
3.034 |
3.078 |
| S1 |
2.858 |
2.858 |
3.104 |
2.946 |
| S2 |
2.569 |
2.569 |
3.062 |
|
| S3 |
2.104 |
2.393 |
3.019 |
|
| S4 |
1.639 |
1.928 |
2.891 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.093 |
|
2.618 |
3.706 |
|
1.618 |
3.469 |
|
1.000 |
3.323 |
|
0.618 |
3.232 |
|
HIGH |
3.086 |
|
0.618 |
2.995 |
|
0.500 |
2.968 |
|
0.382 |
2.940 |
|
LOW |
2.849 |
|
0.618 |
2.703 |
|
1.000 |
2.612 |
|
1.618 |
2.466 |
|
2.618 |
2.229 |
|
4.250 |
1.842 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.025 |
3.020 |
| PP |
2.996 |
2.987 |
| S1 |
2.968 |
2.953 |
|