NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 14-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
5.193 |
5.097 |
-0.096 |
-1.8% |
5.204 |
| High |
5.227 |
5.115 |
-0.112 |
-2.1% |
5.330 |
| Low |
5.056 |
5.032 |
-0.024 |
-0.5% |
5.099 |
| Close |
5.101 |
5.050 |
-0.051 |
-1.0% |
5.192 |
| Range |
0.171 |
0.083 |
-0.088 |
-51.5% |
0.231 |
| ATR |
0.116 |
0.113 |
-0.002 |
-2.0% |
0.000 |
| Volume |
1,394 |
1,357 |
-37 |
-2.7% |
12,206 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.315 |
5.265 |
5.096 |
|
| R3 |
5.232 |
5.182 |
5.073 |
|
| R2 |
5.149 |
5.149 |
5.065 |
|
| R1 |
5.099 |
5.099 |
5.058 |
5.083 |
| PP |
5.066 |
5.066 |
5.066 |
5.057 |
| S1 |
5.016 |
5.016 |
5.042 |
5.000 |
| S2 |
4.983 |
4.983 |
5.035 |
|
| S3 |
4.900 |
4.933 |
5.027 |
|
| S4 |
4.817 |
4.850 |
5.004 |
|
|
| 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 |
5.468 |
|
2.618 |
5.332 |
|
1.618 |
5.249 |
|
1.000 |
5.198 |
|
0.618 |
5.166 |
|
HIGH |
5.115 |
|
0.618 |
5.083 |
|
0.500 |
5.074 |
|
0.382 |
5.064 |
|
LOW |
5.032 |
|
0.618 |
4.981 |
|
1.000 |
4.949 |
|
1.618 |
4.898 |
|
2.618 |
4.815 |
|
4.250 |
4.679 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5.074 |
5.130 |
| PP |
5.066 |
5.103 |
| S1 |
5.058 |
5.077 |
|