NYMEX Natural Gas Future March 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 |
2.375 |
2.558 |
0.183 |
7.7% |
2.810 |
| High |
2.587 |
2.560 |
-0.027 |
-1.0% |
2.844 |
| Low |
2.340 |
2.450 |
0.110 |
4.7% |
2.340 |
| Close |
2.554 |
2.499 |
-0.055 |
-2.2% |
2.499 |
| Range |
0.247 |
0.110 |
-0.137 |
-55.5% |
0.504 |
| ATR |
0.170 |
0.166 |
-0.004 |
-2.5% |
0.000 |
| Volume |
232,148 |
150,912 |
-81,236 |
-35.0% |
892,135 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.833 |
2.776 |
2.560 |
|
| R3 |
2.723 |
2.666 |
2.529 |
|
| R2 |
2.613 |
2.613 |
2.519 |
|
| R1 |
2.556 |
2.556 |
2.509 |
2.530 |
| PP |
2.503 |
2.503 |
2.503 |
2.490 |
| S1 |
2.446 |
2.446 |
2.489 |
2.420 |
| S2 |
2.393 |
2.393 |
2.479 |
|
| S3 |
2.283 |
2.336 |
2.469 |
|
| S4 |
2.173 |
2.226 |
2.439 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.073 |
3.790 |
2.776 |
|
| R3 |
3.569 |
3.286 |
2.638 |
|
| R2 |
3.065 |
3.065 |
2.591 |
|
| R1 |
2.782 |
2.782 |
2.545 |
2.672 |
| PP |
2.561 |
2.561 |
2.561 |
2.506 |
| S1 |
2.278 |
2.278 |
2.453 |
2.168 |
| S2 |
2.057 |
2.057 |
2.407 |
|
| S3 |
1.553 |
1.774 |
2.360 |
|
| S4 |
1.049 |
1.270 |
2.222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.844 |
2.340 |
0.504 |
20.2% |
0.183 |
7.3% |
32% |
False |
False |
178,427 |
| 10 |
2.844 |
2.289 |
0.555 |
22.2% |
0.208 |
8.3% |
38% |
False |
False |
182,381 |
| 20 |
3.113 |
2.289 |
0.824 |
33.0% |
0.164 |
6.6% |
25% |
False |
False |
134,890 |
| 40 |
3.578 |
2.289 |
1.289 |
51.6% |
0.131 |
5.3% |
16% |
False |
False |
89,059 |
| 60 |
3.852 |
2.289 |
1.563 |
62.5% |
0.123 |
4.9% |
13% |
False |
False |
68,508 |
| 80 |
4.114 |
2.289 |
1.825 |
73.0% |
0.117 |
4.7% |
12% |
False |
False |
56,076 |
| 100 |
4.450 |
2.289 |
2.161 |
86.5% |
0.111 |
4.4% |
10% |
False |
False |
47,530 |
| 120 |
4.516 |
2.289 |
2.227 |
89.1% |
0.109 |
4.3% |
9% |
False |
False |
41,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.028 |
|
2.618 |
2.848 |
|
1.618 |
2.738 |
|
1.000 |
2.670 |
|
0.618 |
2.628 |
|
HIGH |
2.560 |
|
0.618 |
2.518 |
|
0.500 |
2.505 |
|
0.382 |
2.492 |
|
LOW |
2.450 |
|
0.618 |
2.382 |
|
1.000 |
2.340 |
|
1.618 |
2.272 |
|
2.618 |
2.162 |
|
4.250 |
1.983 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.505 |
2.487 |
| PP |
2.503 |
2.475 |
| S1 |
2.501 |
2.464 |
|