NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 15-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
5.097 |
5.035 |
-0.062 |
-1.2% |
5.204 |
| High |
5.115 |
5.074 |
-0.041 |
-0.8% |
5.330 |
| Low |
5.032 |
5.009 |
-0.023 |
-0.5% |
5.099 |
| Close |
5.050 |
5.059 |
0.009 |
0.2% |
5.192 |
| Range |
0.083 |
0.065 |
-0.018 |
-21.7% |
0.231 |
| ATR |
0.113 |
0.110 |
-0.003 |
-3.1% |
0.000 |
| Volume |
1,357 |
1,996 |
639 |
47.1% |
12,206 |
|
| Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.242 |
5.216 |
5.095 |
|
| R3 |
5.177 |
5.151 |
5.077 |
|
| R2 |
5.112 |
5.112 |
5.071 |
|
| R1 |
5.086 |
5.086 |
5.065 |
5.099 |
| PP |
5.047 |
5.047 |
5.047 |
5.054 |
| S1 |
5.021 |
5.021 |
5.053 |
5.034 |
| S2 |
4.982 |
4.982 |
5.047 |
|
| S3 |
4.917 |
4.956 |
5.041 |
|
| S4 |
4.852 |
4.891 |
5.023 |
|
|
| 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 |
5.350 |
|
2.618 |
5.244 |
|
1.618 |
5.179 |
|
1.000 |
5.139 |
|
0.618 |
5.114 |
|
HIGH |
5.074 |
|
0.618 |
5.049 |
|
0.500 |
5.042 |
|
0.382 |
5.034 |
|
LOW |
5.009 |
|
0.618 |
4.969 |
|
1.000 |
4.944 |
|
1.618 |
4.904 |
|
2.618 |
4.839 |
|
4.250 |
4.733 |
|
|
| Fisher Pivots for day following 15-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5.053 |
5.118 |
| PP |
5.047 |
5.098 |
| S1 |
5.042 |
5.079 |
|