NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 17-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
5.046 |
4.914 |
-0.132 |
-2.6% |
5.193 |
| High |
5.064 |
4.950 |
-0.114 |
-2.3% |
5.227 |
| Low |
4.930 |
4.840 |
-0.090 |
-1.8% |
4.840 |
| Close |
4.932 |
4.842 |
-0.090 |
-1.8% |
4.842 |
| Range |
0.134 |
0.110 |
-0.024 |
-17.9% |
0.387 |
| ATR |
0.112 |
0.112 |
0.000 |
-0.1% |
0.000 |
| Volume |
1,713 |
2,357 |
644 |
37.6% |
8,817 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.207 |
5.135 |
4.903 |
|
| R3 |
5.097 |
5.025 |
4.872 |
|
| R2 |
4.987 |
4.987 |
4.862 |
|
| R1 |
4.915 |
4.915 |
4.852 |
4.896 |
| PP |
4.877 |
4.877 |
4.877 |
4.868 |
| S1 |
4.805 |
4.805 |
4.832 |
4.786 |
| S2 |
4.767 |
4.767 |
4.822 |
|
| S3 |
4.657 |
4.695 |
4.812 |
|
| S4 |
4.547 |
4.585 |
4.782 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.131 |
5.873 |
5.055 |
|
| R3 |
5.744 |
5.486 |
4.948 |
|
| R2 |
5.357 |
5.357 |
4.913 |
|
| R1 |
5.099 |
5.099 |
4.877 |
5.035 |
| PP |
4.970 |
4.970 |
4.970 |
4.937 |
| S1 |
4.712 |
4.712 |
4.807 |
4.648 |
| S2 |
4.583 |
4.583 |
4.771 |
|
| S3 |
4.196 |
4.325 |
4.736 |
|
| S4 |
3.809 |
3.938 |
4.629 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.418 |
|
2.618 |
5.238 |
|
1.618 |
5.128 |
|
1.000 |
5.060 |
|
0.618 |
5.018 |
|
HIGH |
4.950 |
|
0.618 |
4.908 |
|
0.500 |
4.895 |
|
0.382 |
4.882 |
|
LOW |
4.840 |
|
0.618 |
4.772 |
|
1.000 |
4.730 |
|
1.618 |
4.662 |
|
2.618 |
4.552 |
|
4.250 |
4.373 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.895 |
4.957 |
| PP |
4.877 |
4.919 |
| S1 |
4.860 |
4.880 |
|