NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 06-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
5.183 |
5.204 |
0.021 |
0.4% |
5.090 |
| High |
5.238 |
5.271 |
0.033 |
0.6% |
5.289 |
| Low |
5.143 |
5.185 |
0.042 |
0.8% |
5.090 |
| Close |
5.161 |
5.256 |
0.095 |
1.8% |
5.161 |
| Range |
0.095 |
0.086 |
-0.009 |
-9.5% |
0.199 |
| ATR |
0.112 |
0.112 |
0.000 |
-0.1% |
0.000 |
| Volume |
2,817 |
1,391 |
-1,426 |
-50.6% |
8,606 |
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.495 |
5.462 |
5.303 |
|
| R3 |
5.409 |
5.376 |
5.280 |
|
| R2 |
5.323 |
5.323 |
5.272 |
|
| R1 |
5.290 |
5.290 |
5.264 |
5.307 |
| PP |
5.237 |
5.237 |
5.237 |
5.246 |
| S1 |
5.204 |
5.204 |
5.248 |
5.221 |
| S2 |
5.151 |
5.151 |
5.240 |
|
| S3 |
5.065 |
5.118 |
5.232 |
|
| S4 |
4.979 |
5.032 |
5.209 |
|
|
| 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 |
5.637 |
|
2.618 |
5.496 |
|
1.618 |
5.410 |
|
1.000 |
5.357 |
|
0.618 |
5.324 |
|
HIGH |
5.271 |
|
0.618 |
5.238 |
|
0.500 |
5.228 |
|
0.382 |
5.218 |
|
LOW |
5.185 |
|
0.618 |
5.132 |
|
1.000 |
5.099 |
|
1.618 |
5.046 |
|
2.618 |
4.960 |
|
4.250 |
4.820 |
|
|
| Fisher Pivots for day following 06-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5.247 |
5.243 |
| PP |
5.237 |
5.229 |
| S1 |
5.228 |
5.216 |
|