NYMEX Natural Gas Future July 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 |
2.915 |
2.883 |
-0.032 |
-1.1% |
3.119 |
| High |
2.915 |
3.029 |
0.114 |
3.9% |
3.124 |
| Low |
2.831 |
2.858 |
0.027 |
1.0% |
2.740 |
| Close |
2.884 |
2.940 |
0.056 |
1.9% |
2.954 |
| Range |
0.084 |
0.171 |
0.087 |
103.6% |
0.384 |
| ATR |
0.140 |
0.142 |
0.002 |
1.6% |
0.000 |
| Volume |
31,911 |
29,353 |
-2,558 |
-8.0% |
100,820 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.455 |
3.369 |
3.034 |
|
| R3 |
3.284 |
3.198 |
2.987 |
|
| R2 |
3.113 |
3.113 |
2.971 |
|
| R1 |
3.027 |
3.027 |
2.956 |
3.070 |
| PP |
2.942 |
2.942 |
2.942 |
2.964 |
| S1 |
2.856 |
2.856 |
2.924 |
2.899 |
| S2 |
2.771 |
2.771 |
2.909 |
|
| S3 |
2.600 |
2.685 |
2.893 |
|
| S4 |
2.429 |
2.514 |
2.846 |
|
|
| 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 |
3.073 |
2.831 |
0.242 |
8.2% |
0.131 |
4.5% |
45% |
False |
False |
26,010 |
| 10 |
3.124 |
2.740 |
0.384 |
13.1% |
0.145 |
4.9% |
52% |
False |
False |
22,254 |
| 20 |
3.128 |
2.643 |
0.485 |
16.5% |
0.147 |
5.0% |
61% |
False |
False |
20,415 |
| 40 |
3.537 |
2.643 |
0.894 |
30.4% |
0.117 |
4.0% |
33% |
False |
False |
12,611 |
| 60 |
3.901 |
2.643 |
1.258 |
42.8% |
0.106 |
3.6% |
24% |
False |
False |
9,540 |
| 80 |
4.201 |
2.643 |
1.558 |
53.0% |
0.101 |
3.4% |
19% |
False |
False |
7,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.756 |
|
2.618 |
3.477 |
|
1.618 |
3.306 |
|
1.000 |
3.200 |
|
0.618 |
3.135 |
|
HIGH |
3.029 |
|
0.618 |
2.964 |
|
0.500 |
2.944 |
|
0.382 |
2.923 |
|
LOW |
2.858 |
|
0.618 |
2.752 |
|
1.000 |
2.687 |
|
1.618 |
2.581 |
|
2.618 |
2.410 |
|
4.250 |
2.131 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.944 |
2.952 |
| PP |
2.942 |
2.948 |
| S1 |
2.941 |
2.944 |
|