NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 08-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.574 |
2.492 |
-0.082 |
-3.2% |
2.810 |
| High |
2.618 |
2.508 |
-0.110 |
-4.2% |
2.844 |
| Low |
2.452 |
2.390 |
-0.062 |
-2.5% |
2.340 |
| Close |
2.472 |
2.448 |
-0.024 |
-1.0% |
2.499 |
| Range |
0.166 |
0.118 |
-0.048 |
-28.9% |
0.504 |
| ATR |
0.164 |
0.161 |
-0.003 |
-2.0% |
0.000 |
| Volume |
200,617 |
162,874 |
-37,743 |
-18.8% |
892,135 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.803 |
2.743 |
2.513 |
|
| R3 |
2.685 |
2.625 |
2.480 |
|
| R2 |
2.567 |
2.567 |
2.470 |
|
| R1 |
2.507 |
2.507 |
2.459 |
2.478 |
| PP |
2.449 |
2.449 |
2.449 |
2.434 |
| S1 |
2.389 |
2.389 |
2.437 |
2.360 |
| S2 |
2.331 |
2.331 |
2.426 |
|
| S3 |
2.213 |
2.271 |
2.416 |
|
| S4 |
2.095 |
2.153 |
2.383 |
|
|
| 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 |
11.4% |
0.156 |
6.4% |
39% |
False |
False |
176,789 |
| 10 |
2.844 |
2.340 |
0.504 |
20.6% |
0.177 |
7.2% |
21% |
False |
False |
180,366 |
| 20 |
2.961 |
2.289 |
0.672 |
27.5% |
0.170 |
6.9% |
24% |
False |
False |
149,759 |
| 40 |
3.356 |
2.289 |
1.067 |
43.6% |
0.134 |
5.5% |
15% |
False |
False |
96,529 |
| 60 |
3.741 |
2.289 |
1.452 |
59.3% |
0.125 |
5.1% |
11% |
False |
False |
75,951 |
| 80 |
4.114 |
2.289 |
1.825 |
74.6% |
0.120 |
4.9% |
9% |
False |
False |
61,589 |
| 100 |
4.333 |
2.289 |
2.044 |
83.5% |
0.111 |
4.5% |
8% |
False |
False |
52,162 |
| 120 |
4.516 |
2.289 |
2.227 |
91.0% |
0.110 |
4.5% |
7% |
False |
False |
45,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.010 |
|
2.618 |
2.817 |
|
1.618 |
2.699 |
|
1.000 |
2.626 |
|
0.618 |
2.581 |
|
HIGH |
2.508 |
|
0.618 |
2.463 |
|
0.500 |
2.449 |
|
0.382 |
2.435 |
|
LOW |
2.390 |
|
0.618 |
2.317 |
|
1.000 |
2.272 |
|
1.618 |
2.199 |
|
2.618 |
2.081 |
|
4.250 |
1.889 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.449 |
2.504 |
| PP |
2.449 |
2.485 |
| S1 |
2.448 |
2.467 |
|