NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 31-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
| Open |
4.957 |
5.090 |
0.133 |
2.7% |
4.922 |
| High |
5.092 |
5.180 |
0.088 |
1.7% |
5.092 |
| Low |
4.948 |
5.090 |
0.142 |
2.9% |
4.880 |
| Close |
5.072 |
5.165 |
0.093 |
1.8% |
5.072 |
| Range |
0.144 |
0.090 |
-0.054 |
-37.5% |
0.212 |
| ATR |
|
|
|
|
|
| Volume |
1,792 |
2,036 |
244 |
13.6% |
5,653 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.415 |
5.380 |
5.215 |
|
| R3 |
5.325 |
5.290 |
5.190 |
|
| R2 |
5.235 |
5.235 |
5.182 |
|
| R1 |
5.200 |
5.200 |
5.173 |
5.218 |
| PP |
5.145 |
5.145 |
5.145 |
5.154 |
| S1 |
5.110 |
5.110 |
5.157 |
5.128 |
| S2 |
5.055 |
5.055 |
5.149 |
|
| S3 |
4.965 |
5.020 |
5.140 |
|
| S4 |
4.875 |
4.930 |
5.116 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.651 |
5.573 |
5.189 |
|
| R3 |
5.439 |
5.361 |
5.130 |
|
| R2 |
5.227 |
5.227 |
5.111 |
|
| R1 |
5.149 |
5.149 |
5.091 |
5.188 |
| PP |
5.015 |
5.015 |
5.015 |
5.034 |
| S1 |
4.937 |
4.937 |
5.053 |
4.976 |
| S2 |
4.803 |
4.803 |
5.033 |
|
| S3 |
4.591 |
4.725 |
5.014 |
|
| S4 |
4.379 |
4.513 |
4.955 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.563 |
|
2.618 |
5.416 |
|
1.618 |
5.326 |
|
1.000 |
5.270 |
|
0.618 |
5.236 |
|
HIGH |
5.180 |
|
0.618 |
5.146 |
|
0.500 |
5.135 |
|
0.382 |
5.124 |
|
LOW |
5.090 |
|
0.618 |
5.034 |
|
1.000 |
5.000 |
|
1.618 |
4.944 |
|
2.618 |
4.854 |
|
4.250 |
4.708 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5.155 |
5.120 |
| PP |
5.145 |
5.075 |
| S1 |
5.135 |
5.030 |
|