NYMEX Natural Gas Future August 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 |
2.846 |
2.804 |
-0.042 |
-1.5% |
2.700 |
| High |
2.854 |
3.022 |
0.168 |
5.9% |
3.145 |
| Low |
2.764 |
2.790 |
0.026 |
0.9% |
2.694 |
| Close |
2.807 |
2.998 |
0.191 |
6.8% |
3.093 |
| Range |
0.090 |
0.232 |
0.142 |
157.8% |
0.451 |
| ATR |
0.137 |
0.144 |
0.007 |
5.0% |
0.000 |
| Volume |
11,587 |
19,928 |
8,341 |
72.0% |
58,746 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.633 |
3.547 |
3.126 |
|
| R3 |
3.401 |
3.315 |
3.062 |
|
| R2 |
3.169 |
3.169 |
3.041 |
|
| R1 |
3.083 |
3.083 |
3.019 |
3.126 |
| PP |
2.937 |
2.937 |
2.937 |
2.958 |
| S1 |
2.851 |
2.851 |
2.977 |
2.894 |
| S2 |
2.705 |
2.705 |
2.955 |
|
| S3 |
2.473 |
2.619 |
2.934 |
|
| S4 |
2.241 |
2.387 |
2.870 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.330 |
4.163 |
3.341 |
|
| R3 |
3.879 |
3.712 |
3.217 |
|
| R2 |
3.428 |
3.428 |
3.176 |
|
| R1 |
3.261 |
3.261 |
3.134 |
3.345 |
| PP |
2.977 |
2.977 |
2.977 |
3.019 |
| S1 |
2.810 |
2.810 |
3.052 |
2.894 |
| S2 |
2.526 |
2.526 |
3.010 |
|
| S3 |
2.075 |
2.359 |
2.969 |
|
| S4 |
1.624 |
1.908 |
2.845 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.008 |
|
2.618 |
3.629 |
|
1.618 |
3.397 |
|
1.000 |
3.254 |
|
0.618 |
3.165 |
|
HIGH |
3.022 |
|
0.618 |
2.933 |
|
0.500 |
2.906 |
|
0.382 |
2.879 |
|
LOW |
2.790 |
|
0.618 |
2.647 |
|
1.000 |
2.558 |
|
1.618 |
2.415 |
|
2.618 |
2.183 |
|
4.250 |
1.804 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.967 |
2.963 |
| PP |
2.937 |
2.928 |
| S1 |
2.906 |
2.893 |
|