NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 06-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.558 |
2.503 |
-0.055 |
-2.2% |
2.810 |
| High |
2.560 |
2.587 |
0.027 |
1.1% |
2.844 |
| Low |
2.450 |
2.447 |
-0.003 |
-0.1% |
2.340 |
| Close |
2.499 |
2.550 |
0.051 |
2.0% |
2.499 |
| Range |
0.110 |
0.140 |
0.030 |
27.3% |
0.504 |
| ATR |
0.166 |
0.164 |
-0.002 |
-1.1% |
0.000 |
| Volume |
150,912 |
137,398 |
-13,514 |
-9.0% |
892,135 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.948 |
2.889 |
2.627 |
|
| R3 |
2.808 |
2.749 |
2.589 |
|
| R2 |
2.668 |
2.668 |
2.576 |
|
| R1 |
2.609 |
2.609 |
2.563 |
2.639 |
| PP |
2.528 |
2.528 |
2.528 |
2.543 |
| S1 |
2.469 |
2.469 |
2.537 |
2.499 |
| S2 |
2.388 |
2.388 |
2.524 |
|
| S3 |
2.248 |
2.329 |
2.512 |
|
| S4 |
2.108 |
2.189 |
2.473 |
|
|
| 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 |
2.689 |
2.340 |
0.349 |
13.7% |
0.170 |
6.7% |
60% |
False |
False |
176,266 |
| 10 |
2.844 |
2.340 |
0.504 |
19.8% |
0.183 |
7.2% |
42% |
False |
False |
179,639 |
| 20 |
3.082 |
2.289 |
0.793 |
31.1% |
0.165 |
6.5% |
33% |
False |
False |
138,148 |
| 40 |
3.578 |
2.289 |
1.289 |
50.5% |
0.133 |
5.2% |
20% |
False |
False |
91,408 |
| 60 |
3.847 |
2.289 |
1.558 |
61.1% |
0.124 |
4.9% |
17% |
False |
False |
70,445 |
| 80 |
4.114 |
2.289 |
1.825 |
71.6% |
0.118 |
4.6% |
14% |
False |
False |
57,583 |
| 100 |
4.450 |
2.289 |
2.161 |
84.7% |
0.111 |
4.4% |
12% |
False |
False |
48,784 |
| 120 |
4.516 |
2.289 |
2.227 |
87.3% |
0.109 |
4.3% |
12% |
False |
False |
42,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.182 |
|
2.618 |
2.954 |
|
1.618 |
2.814 |
|
1.000 |
2.727 |
|
0.618 |
2.674 |
|
HIGH |
2.587 |
|
0.618 |
2.534 |
|
0.500 |
2.517 |
|
0.382 |
2.500 |
|
LOW |
2.447 |
|
0.618 |
2.360 |
|
1.000 |
2.307 |
|
1.618 |
2.220 |
|
2.618 |
2.080 |
|
4.250 |
1.852 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.539 |
2.521 |
| PP |
2.528 |
2.492 |
| S1 |
2.517 |
2.464 |
|