NYMEX Natural Gas Future October 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 |
2.880 |
3.062 |
0.182 |
6.3% |
3.210 |
| High |
3.086 |
3.094 |
0.008 |
0.3% |
3.210 |
| Low |
2.849 |
2.982 |
0.133 |
4.7% |
2.820 |
| Close |
3.054 |
3.048 |
-0.006 |
-0.2% |
3.048 |
| Range |
0.237 |
0.112 |
-0.125 |
-52.7% |
0.390 |
| ATR |
0.165 |
0.161 |
-0.004 |
-2.3% |
0.000 |
| Volume |
24,290 |
33,093 |
8,803 |
36.2% |
123,535 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.377 |
3.325 |
3.110 |
|
| R3 |
3.265 |
3.213 |
3.079 |
|
| R2 |
3.153 |
3.153 |
3.069 |
|
| R1 |
3.101 |
3.101 |
3.058 |
3.071 |
| PP |
3.041 |
3.041 |
3.041 |
3.027 |
| S1 |
2.989 |
2.989 |
3.038 |
2.959 |
| S2 |
2.929 |
2.929 |
3.027 |
|
| S3 |
2.817 |
2.877 |
3.017 |
|
| S4 |
2.705 |
2.765 |
2.986 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.196 |
4.012 |
3.263 |
|
| R3 |
3.806 |
3.622 |
3.155 |
|
| R2 |
3.416 |
3.416 |
3.120 |
|
| R1 |
3.232 |
3.232 |
3.084 |
3.129 |
| PP |
3.026 |
3.026 |
3.026 |
2.975 |
| S1 |
2.842 |
2.842 |
3.012 |
2.739 |
| S2 |
2.636 |
2.636 |
2.977 |
|
| S3 |
2.246 |
2.452 |
2.941 |
|
| S4 |
1.856 |
2.062 |
2.834 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.570 |
|
2.618 |
3.387 |
|
1.618 |
3.275 |
|
1.000 |
3.206 |
|
0.618 |
3.163 |
|
HIGH |
3.094 |
|
0.618 |
3.051 |
|
0.500 |
3.038 |
|
0.382 |
3.025 |
|
LOW |
2.982 |
|
0.618 |
2.913 |
|
1.000 |
2.870 |
|
1.618 |
2.801 |
|
2.618 |
2.689 |
|
4.250 |
2.506 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.045 |
3.018 |
| PP |
3.041 |
2.987 |
| S1 |
3.038 |
2.957 |
|