NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 08-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
5.260 |
5.253 |
-0.007 |
-0.1% |
5.090 |
| High |
5.270 |
5.288 |
0.018 |
0.3% |
5.289 |
| Low |
5.211 |
5.220 |
0.009 |
0.2% |
5.090 |
| Close |
5.267 |
5.281 |
0.014 |
0.3% |
5.161 |
| Range |
0.059 |
0.068 |
0.009 |
15.3% |
0.199 |
| ATR |
0.108 |
0.105 |
-0.003 |
-2.6% |
0.000 |
| Volume |
1,792 |
1,072 |
-720 |
-40.2% |
8,606 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.467 |
5.442 |
5.318 |
|
| R3 |
5.399 |
5.374 |
5.300 |
|
| R2 |
5.331 |
5.331 |
5.293 |
|
| R1 |
5.306 |
5.306 |
5.287 |
5.319 |
| PP |
5.263 |
5.263 |
5.263 |
5.269 |
| S1 |
5.238 |
5.238 |
5.275 |
5.251 |
| S2 |
5.195 |
5.195 |
5.269 |
|
| S3 |
5.127 |
5.170 |
5.262 |
|
| S4 |
5.059 |
5.102 |
5.244 |
|
|
| 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 |
5.577 |
|
2.618 |
5.466 |
|
1.618 |
5.398 |
|
1.000 |
5.356 |
|
0.618 |
5.330 |
|
HIGH |
5.288 |
|
0.618 |
5.262 |
|
0.500 |
5.254 |
|
0.382 |
5.246 |
|
LOW |
5.220 |
|
0.618 |
5.178 |
|
1.000 |
5.152 |
|
1.618 |
5.110 |
|
2.618 |
5.042 |
|
4.250 |
4.931 |
|
|
| Fisher Pivots for day following 08-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5.272 |
5.266 |
| PP |
5.263 |
5.251 |
| S1 |
5.254 |
5.237 |
|