NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 09-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.638 |
2.606 |
-0.032 |
-1.2% |
2.912 |
| High |
2.649 |
2.734 |
0.085 |
3.2% |
2.942 |
| Low |
2.547 |
2.556 |
0.009 |
0.4% |
2.500 |
| Close |
2.598 |
2.636 |
0.038 |
1.5% |
2.677 |
| Range |
0.102 |
0.178 |
0.076 |
74.5% |
0.442 |
| ATR |
0.151 |
0.153 |
0.002 |
1.3% |
0.000 |
| Volume |
112,936 |
85,336 |
-27,600 |
-24.4% |
395,053 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.176 |
3.084 |
2.734 |
|
| R3 |
2.998 |
2.906 |
2.685 |
|
| R2 |
2.820 |
2.820 |
2.669 |
|
| R1 |
2.728 |
2.728 |
2.652 |
2.774 |
| PP |
2.642 |
2.642 |
2.642 |
2.665 |
| S1 |
2.550 |
2.550 |
2.620 |
2.596 |
| S2 |
2.464 |
2.464 |
2.603 |
|
| S3 |
2.286 |
2.372 |
2.587 |
|
| S4 |
2.108 |
2.194 |
2.538 |
|
|
| 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 |
2.547 |
0.242 |
9.2% |
0.137 |
5.2% |
37% |
False |
False |
82,727 |
| 10 |
2.942 |
2.500 |
0.442 |
16.8% |
0.158 |
6.0% |
31% |
False |
False |
80,804 |
| 20 |
2.942 |
2.438 |
0.504 |
19.1% |
0.159 |
6.0% |
39% |
False |
False |
77,311 |
| 40 |
3.402 |
2.438 |
0.964 |
36.6% |
0.129 |
4.9% |
21% |
False |
False |
53,990 |
| 60 |
3.765 |
2.438 |
1.327 |
50.3% |
0.120 |
4.6% |
15% |
False |
False |
45,158 |
| 80 |
4.092 |
2.438 |
1.654 |
62.7% |
0.114 |
4.3% |
12% |
False |
False |
38,886 |
| 100 |
4.315 |
2.438 |
1.877 |
71.2% |
0.107 |
4.1% |
11% |
False |
False |
34,094 |
| 120 |
4.500 |
2.438 |
2.062 |
78.2% |
0.106 |
4.0% |
10% |
False |
False |
30,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.491 |
|
2.618 |
3.200 |
|
1.618 |
3.022 |
|
1.000 |
2.912 |
|
0.618 |
2.844 |
|
HIGH |
2.734 |
|
0.618 |
2.666 |
|
0.500 |
2.645 |
|
0.382 |
2.624 |
|
LOW |
2.556 |
|
0.618 |
2.446 |
|
1.000 |
2.378 |
|
1.618 |
2.268 |
|
2.618 |
2.090 |
|
4.250 |
1.800 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.645 |
2.668 |
| PP |
2.642 |
2.657 |
| S1 |
2.639 |
2.647 |
|