NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 07-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
5.204 |
5.260 |
0.056 |
1.1% |
5.090 |
| High |
5.271 |
5.270 |
-0.001 |
0.0% |
5.289 |
| Low |
5.185 |
5.211 |
0.026 |
0.5% |
5.090 |
| Close |
5.256 |
5.267 |
0.011 |
0.2% |
5.161 |
| Range |
0.086 |
0.059 |
-0.027 |
-31.4% |
0.199 |
| ATR |
0.112 |
0.108 |
-0.004 |
-3.4% |
0.000 |
| Volume |
1,391 |
1,792 |
401 |
28.8% |
8,606 |
|
| Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.426 |
5.406 |
5.299 |
|
| R3 |
5.367 |
5.347 |
5.283 |
|
| R2 |
5.308 |
5.308 |
5.278 |
|
| R1 |
5.288 |
5.288 |
5.272 |
5.298 |
| PP |
5.249 |
5.249 |
5.249 |
5.255 |
| S1 |
5.229 |
5.229 |
5.262 |
5.239 |
| S2 |
5.190 |
5.190 |
5.256 |
|
| S3 |
5.131 |
5.170 |
5.251 |
|
| S4 |
5.072 |
5.111 |
5.235 |
|
|
| 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 |
5.521 |
|
2.618 |
5.424 |
|
1.618 |
5.365 |
|
1.000 |
5.329 |
|
0.618 |
5.306 |
|
HIGH |
5.270 |
|
0.618 |
5.247 |
|
0.500 |
5.241 |
|
0.382 |
5.234 |
|
LOW |
5.211 |
|
0.618 |
5.175 |
|
1.000 |
5.152 |
|
1.618 |
5.116 |
|
2.618 |
5.057 |
|
4.250 |
4.960 |
|
|
| Fisher Pivots for day following 07-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5.258 |
5.247 |
| PP |
5.249 |
5.227 |
| S1 |
5.241 |
5.207 |
|