NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 13-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
5.144 |
5.193 |
0.049 |
1.0% |
5.204 |
| High |
5.201 |
5.227 |
0.026 |
0.5% |
5.330 |
| Low |
5.134 |
5.056 |
-0.078 |
-1.5% |
5.099 |
| Close |
5.192 |
5.101 |
-0.091 |
-1.8% |
5.192 |
| Range |
0.067 |
0.171 |
0.104 |
155.2% |
0.231 |
| ATR |
0.112 |
0.116 |
0.004 |
3.8% |
0.000 |
| Volume |
6,305 |
1,394 |
-4,911 |
-77.9% |
12,206 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.641 |
5.542 |
5.195 |
|
| R3 |
5.470 |
5.371 |
5.148 |
|
| R2 |
5.299 |
5.299 |
5.132 |
|
| R1 |
5.200 |
5.200 |
5.117 |
5.164 |
| PP |
5.128 |
5.128 |
5.128 |
5.110 |
| S1 |
5.029 |
5.029 |
5.085 |
4.993 |
| S2 |
4.957 |
4.957 |
5.070 |
|
| S3 |
4.786 |
4.858 |
5.054 |
|
| S4 |
4.615 |
4.687 |
5.007 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.900 |
5.777 |
5.319 |
|
| R3 |
5.669 |
5.546 |
5.256 |
|
| R2 |
5.438 |
5.438 |
5.234 |
|
| R1 |
5.315 |
5.315 |
5.213 |
5.261 |
| PP |
5.207 |
5.207 |
5.207 |
5.180 |
| S1 |
5.084 |
5.084 |
5.171 |
5.030 |
| S2 |
4.976 |
4.976 |
5.150 |
|
| S3 |
4.745 |
4.853 |
5.128 |
|
| S4 |
4.514 |
4.622 |
5.065 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.954 |
|
2.618 |
5.675 |
|
1.618 |
5.504 |
|
1.000 |
5.398 |
|
0.618 |
5.333 |
|
HIGH |
5.227 |
|
0.618 |
5.162 |
|
0.500 |
5.142 |
|
0.382 |
5.121 |
|
LOW |
5.056 |
|
0.618 |
4.950 |
|
1.000 |
4.885 |
|
1.618 |
4.779 |
|
2.618 |
4.608 |
|
4.250 |
4.329 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5.142 |
5.193 |
| PP |
5.128 |
5.162 |
| S1 |
5.115 |
5.132 |
|