NYMEX Natural Gas Future August 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 |
2.950 |
2.909 |
-0.041 |
-1.4% |
3.148 |
| High |
2.957 |
3.062 |
0.105 |
3.6% |
3.148 |
| Low |
2.866 |
2.891 |
0.025 |
0.9% |
2.764 |
| Close |
2.918 |
2.973 |
0.055 |
1.9% |
2.988 |
| Range |
0.091 |
0.171 |
0.080 |
87.9% |
0.384 |
| ATR |
0.139 |
0.141 |
0.002 |
1.6% |
0.000 |
| Volume |
22,899 |
19,213 |
-3,686 |
-16.1% |
66,137 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.488 |
3.402 |
3.067 |
|
| R3 |
3.317 |
3.231 |
3.020 |
|
| R2 |
3.146 |
3.146 |
3.004 |
|
| R1 |
3.060 |
3.060 |
2.989 |
3.103 |
| PP |
2.975 |
2.975 |
2.975 |
2.997 |
| S1 |
2.889 |
2.889 |
2.957 |
2.932 |
| S2 |
2.804 |
2.804 |
2.942 |
|
| S3 |
2.633 |
2.718 |
2.926 |
|
| S4 |
2.462 |
2.547 |
2.879 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.119 |
3.937 |
3.199 |
|
| R3 |
3.735 |
3.553 |
3.094 |
|
| R2 |
3.351 |
3.351 |
3.058 |
|
| R1 |
3.169 |
3.169 |
3.023 |
3.068 |
| PP |
2.967 |
2.967 |
2.967 |
2.916 |
| S1 |
2.785 |
2.785 |
2.953 |
2.684 |
| S2 |
2.583 |
2.583 |
2.918 |
|
| S3 |
2.199 |
2.401 |
2.882 |
|
| S4 |
1.815 |
2.017 |
2.777 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.109 |
2.866 |
0.243 |
8.2% |
0.135 |
4.5% |
44% |
False |
False |
19,180 |
| 10 |
3.148 |
2.764 |
0.384 |
12.9% |
0.145 |
4.9% |
54% |
False |
False |
15,699 |
| 20 |
3.148 |
2.666 |
0.482 |
16.2% |
0.145 |
4.9% |
64% |
False |
False |
12,496 |
| 40 |
3.560 |
2.666 |
0.894 |
30.1% |
0.112 |
3.8% |
34% |
False |
False |
7,681 |
| 60 |
3.927 |
2.666 |
1.261 |
42.4% |
0.101 |
3.4% |
24% |
False |
False |
6,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.789 |
|
2.618 |
3.510 |
|
1.618 |
3.339 |
|
1.000 |
3.233 |
|
0.618 |
3.168 |
|
HIGH |
3.062 |
|
0.618 |
2.997 |
|
0.500 |
2.977 |
|
0.382 |
2.956 |
|
LOW |
2.891 |
|
0.618 |
2.785 |
|
1.000 |
2.720 |
|
1.618 |
2.614 |
|
2.618 |
2.443 |
|
4.250 |
2.164 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.977 |
2.988 |
| PP |
2.975 |
2.983 |
| S1 |
2.974 |
2.978 |
|