NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
5.035 |
5.046 |
0.011 |
0.2% |
5.204 |
| High |
5.074 |
5.064 |
-0.010 |
-0.2% |
5.330 |
| Low |
5.009 |
4.930 |
-0.079 |
-1.6% |
5.099 |
| Close |
5.059 |
4.932 |
-0.127 |
-2.5% |
5.192 |
| Range |
0.065 |
0.134 |
0.069 |
106.2% |
0.231 |
| ATR |
0.110 |
0.112 |
0.002 |
1.6% |
0.000 |
| Volume |
1,996 |
1,713 |
-283 |
-14.2% |
12,206 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.377 |
5.289 |
5.006 |
|
| R3 |
5.243 |
5.155 |
4.969 |
|
| R2 |
5.109 |
5.109 |
4.957 |
|
| R1 |
5.021 |
5.021 |
4.944 |
4.998 |
| PP |
4.975 |
4.975 |
4.975 |
4.964 |
| S1 |
4.887 |
4.887 |
4.920 |
4.864 |
| S2 |
4.841 |
4.841 |
4.907 |
|
| S3 |
4.707 |
4.753 |
4.895 |
|
| S4 |
4.573 |
4.619 |
4.858 |
|
|
| 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 |
5.634 |
|
2.618 |
5.415 |
|
1.618 |
5.281 |
|
1.000 |
5.198 |
|
0.618 |
5.147 |
|
HIGH |
5.064 |
|
0.618 |
5.013 |
|
0.500 |
4.997 |
|
0.382 |
4.981 |
|
LOW |
4.930 |
|
0.618 |
4.847 |
|
1.000 |
4.796 |
|
1.618 |
4.713 |
|
2.618 |
4.579 |
|
4.250 |
4.361 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.997 |
5.023 |
| PP |
4.975 |
4.992 |
| S1 |
4.954 |
4.962 |
|