NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 03-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
5.146 |
5.183 |
0.037 |
0.7% |
5.090 |
| High |
5.289 |
5.238 |
-0.051 |
-1.0% |
5.289 |
| Low |
5.146 |
5.143 |
-0.003 |
-0.1% |
5.090 |
| Close |
5.230 |
5.161 |
-0.069 |
-1.3% |
5.161 |
| Range |
0.143 |
0.095 |
-0.048 |
-33.6% |
0.199 |
| ATR |
0.000 |
0.112 |
0.112 |
|
0.000 |
| Volume |
1,673 |
2,817 |
1,144 |
68.4% |
8,606 |
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.466 |
5.408 |
5.213 |
|
| R3 |
5.371 |
5.313 |
5.187 |
|
| R2 |
5.276 |
5.276 |
5.178 |
|
| R1 |
5.218 |
5.218 |
5.170 |
5.200 |
| PP |
5.181 |
5.181 |
5.181 |
5.171 |
| S1 |
5.123 |
5.123 |
5.152 |
5.105 |
| S2 |
5.086 |
5.086 |
5.144 |
|
| S3 |
4.991 |
5.028 |
5.135 |
|
| S4 |
4.896 |
4.933 |
5.109 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.777 |
5.668 |
5.270 |
|
| R3 |
5.578 |
5.469 |
5.216 |
|
| R2 |
5.379 |
5.379 |
5.197 |
|
| R1 |
5.270 |
5.270 |
5.179 |
5.325 |
| PP |
5.180 |
5.180 |
5.180 |
5.207 |
| S1 |
5.071 |
5.071 |
5.143 |
5.126 |
| S2 |
4.981 |
4.981 |
5.125 |
|
| S3 |
4.782 |
4.872 |
5.106 |
|
| S4 |
4.583 |
4.673 |
5.052 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.642 |
|
2.618 |
5.487 |
|
1.618 |
5.392 |
|
1.000 |
5.333 |
|
0.618 |
5.297 |
|
HIGH |
5.238 |
|
0.618 |
5.202 |
|
0.500 |
5.191 |
|
0.382 |
5.179 |
|
LOW |
5.143 |
|
0.618 |
5.084 |
|
1.000 |
5.048 |
|
1.618 |
4.989 |
|
2.618 |
4.894 |
|
4.250 |
4.739 |
|
|
| Fisher Pivots for day following 03-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5.191 |
5.200 |
| PP |
5.181 |
5.187 |
| S1 |
5.171 |
5.174 |
|