NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.801 |
2.961 |
0.160 |
5.7% |
3.119 |
| High |
2.981 |
2.996 |
0.015 |
0.5% |
3.124 |
| Low |
2.759 |
2.890 |
0.131 |
4.7% |
2.740 |
| Close |
2.967 |
2.954 |
-0.013 |
-0.4% |
2.954 |
| Range |
0.222 |
0.106 |
-0.116 |
-52.3% |
0.384 |
| ATR |
0.146 |
0.144 |
-0.003 |
-2.0% |
0.000 |
| Volume |
26,018 |
24,000 |
-2,018 |
-7.8% |
100,820 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.265 |
3.215 |
3.012 |
|
| R3 |
3.159 |
3.109 |
2.983 |
|
| R2 |
3.053 |
3.053 |
2.973 |
|
| R1 |
3.003 |
3.003 |
2.964 |
2.975 |
| PP |
2.947 |
2.947 |
2.947 |
2.933 |
| S1 |
2.897 |
2.897 |
2.944 |
2.869 |
| S2 |
2.841 |
2.841 |
2.935 |
|
| S3 |
2.735 |
2.791 |
2.925 |
|
| S4 |
2.629 |
2.685 |
2.896 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.091 |
3.907 |
3.165 |
|
| R3 |
3.707 |
3.523 |
3.060 |
|
| R2 |
3.323 |
3.323 |
3.024 |
|
| R1 |
3.139 |
3.139 |
2.989 |
3.039 |
| PP |
2.939 |
2.939 |
2.939 |
2.890 |
| S1 |
2.755 |
2.755 |
2.919 |
2.655 |
| S2 |
2.555 |
2.555 |
2.884 |
|
| S3 |
2.171 |
2.371 |
2.848 |
|
| S4 |
1.787 |
1.987 |
2.743 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.124 |
2.740 |
0.384 |
13.0% |
0.150 |
5.1% |
56% |
False |
False |
20,164 |
| 10 |
3.128 |
2.663 |
0.465 |
15.7% |
0.175 |
5.9% |
63% |
False |
False |
20,071 |
| 20 |
3.327 |
2.643 |
0.684 |
23.2% |
0.142 |
4.8% |
45% |
False |
False |
17,066 |
| 40 |
3.752 |
2.643 |
1.109 |
37.5% |
0.112 |
3.8% |
28% |
False |
False |
10,464 |
| 60 |
3.969 |
2.643 |
1.326 |
44.9% |
0.103 |
3.5% |
23% |
False |
False |
7,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.447 |
|
2.618 |
3.274 |
|
1.618 |
3.168 |
|
1.000 |
3.102 |
|
0.618 |
3.062 |
|
HIGH |
2.996 |
|
0.618 |
2.956 |
|
0.500 |
2.943 |
|
0.382 |
2.930 |
|
LOW |
2.890 |
|
0.618 |
2.824 |
|
1.000 |
2.784 |
|
1.618 |
2.718 |
|
2.618 |
2.612 |
|
4.250 |
2.440 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.950 |
2.925 |
| PP |
2.947 |
2.897 |
| S1 |
2.943 |
2.868 |
|