NYMEX Natural Gas Future June 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 |
2.765 |
2.726 |
-0.039 |
-1.4% |
2.630 |
| High |
2.778 |
2.925 |
0.147 |
5.3% |
3.076 |
| Low |
2.680 |
2.690 |
0.010 |
0.4% |
2.605 |
| Close |
2.714 |
2.900 |
0.186 |
6.9% |
3.012 |
| Range |
0.098 |
0.235 |
0.137 |
139.8% |
0.471 |
| ATR |
0.143 |
0.150 |
0.007 |
4.6% |
0.000 |
| Volume |
32,408 |
24,490 |
-7,918 |
-24.4% |
140,540 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.543 |
3.457 |
3.029 |
|
| R3 |
3.308 |
3.222 |
2.965 |
|
| R2 |
3.073 |
3.073 |
2.943 |
|
| R1 |
2.987 |
2.987 |
2.922 |
3.030 |
| PP |
2.838 |
2.838 |
2.838 |
2.860 |
| S1 |
2.752 |
2.752 |
2.878 |
2.795 |
| S2 |
2.603 |
2.603 |
2.857 |
|
| S3 |
2.368 |
2.517 |
2.835 |
|
| S4 |
2.133 |
2.282 |
2.771 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.311 |
4.132 |
3.271 |
|
| R3 |
3.840 |
3.661 |
3.142 |
|
| R2 |
3.369 |
3.369 |
3.098 |
|
| R1 |
3.190 |
3.190 |
3.055 |
3.280 |
| PP |
2.898 |
2.898 |
2.898 |
2.942 |
| S1 |
2.719 |
2.719 |
2.969 |
2.809 |
| S2 |
2.427 |
2.427 |
2.926 |
|
| S3 |
1.956 |
2.248 |
2.882 |
|
| S4 |
1.485 |
1.777 |
2.753 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.077 |
2.680 |
0.397 |
13.7% |
0.163 |
5.6% |
55% |
False |
False |
26,206 |
| 10 |
3.077 |
2.590 |
0.487 |
16.8% |
0.179 |
6.2% |
64% |
False |
False |
26,313 |
| 20 |
3.309 |
2.590 |
0.719 |
24.8% |
0.146 |
5.0% |
43% |
False |
False |
20,844 |
| 40 |
3.686 |
2.590 |
1.096 |
37.8% |
0.115 |
4.0% |
28% |
False |
False |
12,845 |
| 60 |
3.943 |
2.590 |
1.353 |
46.7% |
0.106 |
3.7% |
23% |
False |
False |
9,884 |
| 80 |
4.157 |
2.590 |
1.567 |
54.0% |
0.101 |
3.5% |
20% |
False |
False |
7,901 |
| 100 |
4.478 |
2.590 |
1.888 |
65.1% |
0.096 |
3.3% |
16% |
False |
False |
6,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.924 |
|
2.618 |
3.540 |
|
1.618 |
3.305 |
|
1.000 |
3.160 |
|
0.618 |
3.070 |
|
HIGH |
2.925 |
|
0.618 |
2.835 |
|
0.500 |
2.808 |
|
0.382 |
2.780 |
|
LOW |
2.690 |
|
0.618 |
2.545 |
|
1.000 |
2.455 |
|
1.618 |
2.310 |
|
2.618 |
2.075 |
|
4.250 |
1.691 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.869 |
2.868 |
| PP |
2.838 |
2.835 |
| S1 |
2.808 |
2.803 |
|