NYMEX Natural Gas Future September 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 |
2.852 |
2.833 |
-0.019 |
-0.7% |
2.700 |
| High |
2.863 |
3.030 |
0.167 |
5.8% |
3.170 |
| Low |
2.773 |
2.803 |
0.030 |
1.1% |
2.698 |
| Close |
2.817 |
3.010 |
0.193 |
6.9% |
3.100 |
| Range |
0.090 |
0.227 |
0.137 |
152.2% |
0.472 |
| ATR |
0.140 |
0.146 |
0.006 |
4.5% |
0.000 |
| Volume |
9,422 |
13,912 |
4,490 |
47.7% |
50,524 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.629 |
3.546 |
3.135 |
|
| R3 |
3.402 |
3.319 |
3.072 |
|
| R2 |
3.175 |
3.175 |
3.052 |
|
| R1 |
3.092 |
3.092 |
3.031 |
3.134 |
| PP |
2.948 |
2.948 |
2.948 |
2.968 |
| S1 |
2.865 |
2.865 |
2.989 |
2.907 |
| S2 |
2.721 |
2.721 |
2.968 |
|
| S3 |
2.494 |
2.638 |
2.948 |
|
| S4 |
2.267 |
2.411 |
2.885 |
|
|
| 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 |
3.995 |
|
2.618 |
3.624 |
|
1.618 |
3.397 |
|
1.000 |
3.257 |
|
0.618 |
3.170 |
|
HIGH |
3.030 |
|
0.618 |
2.943 |
|
0.500 |
2.917 |
|
0.382 |
2.890 |
|
LOW |
2.803 |
|
0.618 |
2.663 |
|
1.000 |
2.576 |
|
1.618 |
2.436 |
|
2.618 |
2.209 |
|
4.250 |
1.838 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.979 |
2.974 |
| PP |
2.948 |
2.938 |
| S1 |
2.917 |
2.902 |
|