NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 02-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.691 |
2.622 |
-0.069 |
-2.6% |
2.550 |
| High |
2.708 |
2.845 |
0.137 |
5.1% |
3.013 |
| Low |
2.609 |
2.610 |
0.001 |
0.0% |
2.527 |
| Close |
2.638 |
2.819 |
0.181 |
6.9% |
2.948 |
| Range |
0.099 |
0.235 |
0.136 |
137.4% |
0.486 |
| ATR |
0.146 |
0.153 |
0.006 |
4.3% |
0.000 |
| Volume |
54,090 |
38,833 |
-15,257 |
-28.2% |
244,099 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.463 |
3.376 |
2.948 |
|
| R3 |
3.228 |
3.141 |
2.884 |
|
| R2 |
2.993 |
2.993 |
2.862 |
|
| R1 |
2.906 |
2.906 |
2.841 |
2.950 |
| PP |
2.758 |
2.758 |
2.758 |
2.780 |
| S1 |
2.671 |
2.671 |
2.797 |
2.715 |
| S2 |
2.523 |
2.523 |
2.776 |
|
| S3 |
2.288 |
2.436 |
2.754 |
|
| S4 |
2.053 |
2.201 |
2.690 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.287 |
4.104 |
3.215 |
|
| R3 |
3.801 |
3.618 |
3.082 |
|
| R2 |
3.315 |
3.315 |
3.037 |
|
| R1 |
3.132 |
3.132 |
2.993 |
3.224 |
| PP |
2.829 |
2.829 |
2.829 |
2.875 |
| S1 |
2.646 |
2.646 |
2.903 |
2.738 |
| S2 |
2.343 |
2.343 |
2.859 |
|
| S3 |
1.857 |
2.160 |
2.814 |
|
| S4 |
1.371 |
1.674 |
2.681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.015 |
2.609 |
0.406 |
14.4% |
0.168 |
6.0% |
52% |
False |
False |
41,856 |
| 10 |
3.015 |
2.527 |
0.488 |
17.3% |
0.182 |
6.5% |
60% |
False |
False |
44,684 |
| 20 |
3.256 |
2.527 |
0.729 |
25.9% |
0.150 |
5.3% |
40% |
False |
False |
36,532 |
| 40 |
3.655 |
2.527 |
1.128 |
40.0% |
0.117 |
4.2% |
26% |
False |
False |
23,302 |
| 60 |
3.905 |
2.527 |
1.378 |
48.9% |
0.109 |
3.9% |
21% |
False |
False |
18,033 |
| 80 |
4.121 |
2.527 |
1.594 |
56.5% |
0.105 |
3.7% |
18% |
False |
False |
14,675 |
| 100 |
4.440 |
2.527 |
1.913 |
67.9% |
0.099 |
3.5% |
15% |
False |
False |
12,272 |
| 120 |
4.527 |
2.527 |
2.000 |
70.9% |
0.097 |
3.5% |
15% |
False |
False |
10,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.844 |
|
2.618 |
3.460 |
|
1.618 |
3.225 |
|
1.000 |
3.080 |
|
0.618 |
2.990 |
|
HIGH |
2.845 |
|
0.618 |
2.755 |
|
0.500 |
2.728 |
|
0.382 |
2.700 |
|
LOW |
2.610 |
|
0.618 |
2.465 |
|
1.000 |
2.375 |
|
1.618 |
2.230 |
|
2.618 |
1.995 |
|
4.250 |
1.611 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.789 |
2.793 |
| PP |
2.758 |
2.766 |
| S1 |
2.728 |
2.740 |
|