NYMEX Natural Gas Future April 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 |
2.686 |
2.763 |
0.077 |
2.9% |
2.912 |
| High |
2.769 |
2.789 |
0.020 |
0.7% |
2.942 |
| Low |
2.635 |
2.622 |
-0.013 |
-0.5% |
2.500 |
| Close |
2.738 |
2.628 |
-0.110 |
-4.0% |
2.677 |
| Range |
0.134 |
0.167 |
0.033 |
24.6% |
0.442 |
| ATR |
0.154 |
0.155 |
0.001 |
0.6% |
0.000 |
| Volume |
61,949 |
63,441 |
1,492 |
2.4% |
395,053 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.181 |
3.071 |
2.720 |
|
| R3 |
3.014 |
2.904 |
2.674 |
|
| R2 |
2.847 |
2.847 |
2.659 |
|
| R1 |
2.737 |
2.737 |
2.643 |
2.709 |
| PP |
2.680 |
2.680 |
2.680 |
2.665 |
| S1 |
2.570 |
2.570 |
2.613 |
2.542 |
| S2 |
2.513 |
2.513 |
2.597 |
|
| S3 |
2.346 |
2.403 |
2.582 |
|
| S4 |
2.179 |
2.236 |
2.536 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.032 |
3.797 |
2.920 |
|
| R3 |
3.590 |
3.355 |
2.799 |
|
| R2 |
3.148 |
3.148 |
2.758 |
|
| R1 |
2.913 |
2.913 |
2.718 |
2.810 |
| PP |
2.706 |
2.706 |
2.706 |
2.655 |
| S1 |
2.471 |
2.471 |
2.636 |
2.368 |
| S2 |
2.264 |
2.264 |
2.596 |
|
| S3 |
1.822 |
2.029 |
2.555 |
|
| S4 |
1.380 |
1.587 |
2.434 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.789 |
2.500 |
0.289 |
11.0% |
0.152 |
5.8% |
44% |
True |
False |
76,727 |
| 10 |
2.942 |
2.500 |
0.442 |
16.8% |
0.167 |
6.4% |
29% |
False |
False |
81,634 |
| 20 |
3.147 |
2.438 |
0.709 |
27.0% |
0.161 |
6.1% |
27% |
False |
False |
72,020 |
| 40 |
3.523 |
2.438 |
1.085 |
41.3% |
0.127 |
4.8% |
18% |
False |
False |
51,146 |
| 60 |
3.785 |
2.438 |
1.347 |
51.3% |
0.118 |
4.5% |
14% |
False |
False |
42,501 |
| 80 |
4.092 |
2.438 |
1.654 |
62.9% |
0.114 |
4.3% |
11% |
False |
False |
36,813 |
| 100 |
4.405 |
2.438 |
1.967 |
74.8% |
0.107 |
4.1% |
10% |
False |
False |
32,452 |
| 120 |
4.500 |
2.438 |
2.062 |
78.5% |
0.105 |
4.0% |
9% |
False |
False |
28,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.499 |
|
2.618 |
3.226 |
|
1.618 |
3.059 |
|
1.000 |
2.956 |
|
0.618 |
2.892 |
|
HIGH |
2.789 |
|
0.618 |
2.725 |
|
0.500 |
2.706 |
|
0.382 |
2.686 |
|
LOW |
2.622 |
|
0.618 |
2.519 |
|
1.000 |
2.455 |
|
1.618 |
2.352 |
|
2.618 |
2.185 |
|
4.250 |
1.912 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.706 |
2.706 |
| PP |
2.680 |
2.680 |
| S1 |
2.654 |
2.654 |
|