NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2.999 |
2.852 |
-0.147 |
-4.9% |
2.700 |
| High |
3.009 |
2.863 |
-0.146 |
-4.9% |
3.170 |
| Low |
2.865 |
2.773 |
-0.092 |
-3.2% |
2.698 |
| Close |
2.900 |
2.817 |
-0.083 |
-2.9% |
3.100 |
| Range |
0.144 |
0.090 |
-0.054 |
-37.5% |
0.472 |
| ATR |
0.141 |
0.140 |
-0.001 |
-0.7% |
0.000 |
| Volume |
5,345 |
9,422 |
4,077 |
76.3% |
50,524 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.088 |
3.042 |
2.867 |
|
| R3 |
2.998 |
2.952 |
2.842 |
|
| R2 |
2.908 |
2.908 |
2.834 |
|
| R1 |
2.862 |
2.862 |
2.825 |
2.840 |
| PP |
2.818 |
2.818 |
2.818 |
2.807 |
| S1 |
2.772 |
2.772 |
2.809 |
2.750 |
| S2 |
2.728 |
2.728 |
2.801 |
|
| S3 |
2.638 |
2.682 |
2.792 |
|
| S4 |
2.548 |
2.592 |
2.768 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.405 |
4.225 |
3.360 |
|
| R3 |
3.933 |
3.753 |
3.230 |
|
| R2 |
3.461 |
3.461 |
3.187 |
|
| R1 |
3.281 |
3.281 |
3.143 |
3.371 |
| PP |
2.989 |
2.989 |
2.989 |
3.035 |
| S1 |
2.809 |
2.809 |
3.057 |
2.899 |
| S2 |
2.517 |
2.517 |
3.013 |
|
| S3 |
2.045 |
2.337 |
2.970 |
|
| S4 |
1.573 |
1.865 |
2.840 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.246 |
|
2.618 |
3.099 |
|
1.618 |
3.009 |
|
1.000 |
2.953 |
|
0.618 |
2.919 |
|
HIGH |
2.863 |
|
0.618 |
2.829 |
|
0.500 |
2.818 |
|
0.382 |
2.807 |
|
LOW |
2.773 |
|
0.618 |
2.717 |
|
1.000 |
2.683 |
|
1.618 |
2.627 |
|
2.618 |
2.537 |
|
4.250 |
2.391 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.818 |
2.970 |
| PP |
2.818 |
2.919 |
| S1 |
2.817 |
2.868 |
|