NYMEX Natural Gas Future June 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 |
2.857 |
2.968 |
0.111 |
3.9% |
3.065 |
| High |
2.978 |
2.989 |
0.011 |
0.4% |
3.077 |
| Low |
2.845 |
2.827 |
-0.018 |
-0.6% |
2.680 |
| Close |
2.952 |
2.832 |
-0.120 |
-4.1% |
2.879 |
| Range |
0.133 |
0.162 |
0.029 |
21.8% |
0.397 |
| ATR |
0.145 |
0.147 |
0.001 |
0.8% |
0.000 |
| Volume |
26,019 |
22,136 |
-3,883 |
-14.9% |
129,002 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.369 |
3.262 |
2.921 |
|
| R3 |
3.207 |
3.100 |
2.877 |
|
| R2 |
3.045 |
3.045 |
2.862 |
|
| R1 |
2.938 |
2.938 |
2.847 |
2.911 |
| PP |
2.883 |
2.883 |
2.883 |
2.869 |
| S1 |
2.776 |
2.776 |
2.817 |
2.749 |
| S2 |
2.721 |
2.721 |
2.802 |
|
| S3 |
2.559 |
2.614 |
2.787 |
|
| S4 |
2.397 |
2.452 |
2.743 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.070 |
3.871 |
3.097 |
|
| R3 |
3.673 |
3.474 |
2.988 |
|
| R2 |
3.276 |
3.276 |
2.952 |
|
| R1 |
3.077 |
3.077 |
2.915 |
2.978 |
| PP |
2.879 |
2.879 |
2.879 |
2.829 |
| S1 |
2.680 |
2.680 |
2.843 |
2.581 |
| S2 |
2.482 |
2.482 |
2.806 |
|
| S3 |
2.085 |
2.283 |
2.770 |
|
| S4 |
1.688 |
1.886 |
2.661 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.989 |
2.680 |
0.309 |
10.9% |
0.146 |
5.2% |
49% |
True |
False |
26,640 |
| 10 |
3.077 |
2.680 |
0.397 |
14.0% |
0.156 |
5.5% |
38% |
False |
False |
25,841 |
| 20 |
3.253 |
2.590 |
0.663 |
23.4% |
0.153 |
5.4% |
37% |
False |
False |
23,212 |
| 40 |
3.606 |
2.590 |
1.016 |
35.9% |
0.118 |
4.2% |
24% |
False |
False |
14,362 |
| 60 |
3.859 |
2.590 |
1.269 |
44.8% |
0.108 |
3.8% |
19% |
False |
False |
11,027 |
| 80 |
4.157 |
2.590 |
1.567 |
55.3% |
0.104 |
3.7% |
15% |
False |
False |
8,798 |
| 100 |
4.472 |
2.590 |
1.882 |
66.5% |
0.097 |
3.4% |
13% |
False |
False |
7,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.678 |
|
2.618 |
3.413 |
|
1.618 |
3.251 |
|
1.000 |
3.151 |
|
0.618 |
3.089 |
|
HIGH |
2.989 |
|
0.618 |
2.927 |
|
0.500 |
2.908 |
|
0.382 |
2.889 |
|
LOW |
2.827 |
|
0.618 |
2.727 |
|
1.000 |
2.665 |
|
1.618 |
2.565 |
|
2.618 |
2.403 |
|
4.250 |
2.139 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.908 |
2.905 |
| PP |
2.883 |
2.880 |
| S1 |
2.857 |
2.856 |
|