NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 02-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
5.169 |
5.146 |
-0.023 |
-0.4% |
4.922 |
| High |
5.173 |
5.289 |
0.116 |
2.2% |
5.092 |
| Low |
5.111 |
5.146 |
0.035 |
0.7% |
4.880 |
| Close |
5.138 |
5.230 |
0.092 |
1.8% |
5.072 |
| Range |
0.062 |
0.143 |
0.081 |
130.6% |
0.212 |
| ATR |
|
|
|
|
|
| Volume |
2,080 |
1,673 |
-407 |
-19.6% |
5,653 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.651 |
5.583 |
5.309 |
|
| R3 |
5.508 |
5.440 |
5.269 |
|
| R2 |
5.365 |
5.365 |
5.256 |
|
| R1 |
5.297 |
5.297 |
5.243 |
5.331 |
| PP |
5.222 |
5.222 |
5.222 |
5.239 |
| S1 |
5.154 |
5.154 |
5.217 |
5.188 |
| S2 |
5.079 |
5.079 |
5.204 |
|
| S3 |
4.936 |
5.011 |
5.191 |
|
| S4 |
4.793 |
4.868 |
5.151 |
|
|
| 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 |
5.897 |
|
2.618 |
5.663 |
|
1.618 |
5.520 |
|
1.000 |
5.432 |
|
0.618 |
5.377 |
|
HIGH |
5.289 |
|
0.618 |
5.234 |
|
0.500 |
5.218 |
|
0.382 |
5.201 |
|
LOW |
5.146 |
|
0.618 |
5.058 |
|
1.000 |
5.003 |
|
1.618 |
4.915 |
|
2.618 |
4.772 |
|
4.250 |
4.538 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5.226 |
5.217 |
| PP |
5.222 |
5.203 |
| S1 |
5.218 |
5.190 |
|