NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 07-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.503 |
2.574 |
0.071 |
2.8% |
2.810 |
| High |
2.587 |
2.618 |
0.031 |
1.2% |
2.844 |
| Low |
2.447 |
2.452 |
0.005 |
0.2% |
2.340 |
| Close |
2.550 |
2.472 |
-0.078 |
-3.1% |
2.499 |
| Range |
0.140 |
0.166 |
0.026 |
18.6% |
0.504 |
| ATR |
0.164 |
0.164 |
0.000 |
0.1% |
0.000 |
| Volume |
137,398 |
200,617 |
63,219 |
46.0% |
892,135 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.012 |
2.908 |
2.563 |
|
| R3 |
2.846 |
2.742 |
2.518 |
|
| R2 |
2.680 |
2.680 |
2.502 |
|
| R1 |
2.576 |
2.576 |
2.487 |
2.545 |
| PP |
2.514 |
2.514 |
2.514 |
2.499 |
| S1 |
2.410 |
2.410 |
2.457 |
2.379 |
| S2 |
2.348 |
2.348 |
2.442 |
|
| S3 |
2.182 |
2.244 |
2.426 |
|
| S4 |
2.016 |
2.078 |
2.381 |
|
|
| 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 |
2.618 |
2.340 |
0.278 |
11.2% |
0.156 |
6.3% |
47% |
True |
False |
177,902 |
| 10 |
2.844 |
2.340 |
0.504 |
20.4% |
0.185 |
7.5% |
26% |
False |
False |
183,479 |
| 20 |
3.082 |
2.289 |
0.793 |
32.1% |
0.171 |
6.9% |
23% |
False |
False |
145,103 |
| 40 |
3.479 |
2.289 |
1.190 |
48.1% |
0.134 |
5.4% |
15% |
False |
False |
94,579 |
| 60 |
3.787 |
2.289 |
1.498 |
60.6% |
0.125 |
5.0% |
12% |
False |
False |
73,502 |
| 80 |
4.114 |
2.289 |
1.825 |
73.8% |
0.119 |
4.8% |
10% |
False |
False |
59,801 |
| 100 |
4.444 |
2.289 |
2.155 |
87.2% |
0.112 |
4.5% |
8% |
False |
False |
50,668 |
| 120 |
4.516 |
2.289 |
2.227 |
90.1% |
0.110 |
4.4% |
8% |
False |
False |
43,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.324 |
|
2.618 |
3.053 |
|
1.618 |
2.887 |
|
1.000 |
2.784 |
|
0.618 |
2.721 |
|
HIGH |
2.618 |
|
0.618 |
2.555 |
|
0.500 |
2.535 |
|
0.382 |
2.515 |
|
LOW |
2.452 |
|
0.618 |
2.349 |
|
1.000 |
2.286 |
|
1.618 |
2.183 |
|
2.618 |
2.017 |
|
4.250 |
1.747 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.535 |
2.533 |
| PP |
2.514 |
2.512 |
| S1 |
2.493 |
2.492 |
|