NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 23-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
4.928 |
4.829 |
-0.099 |
-2.0% |
5.193 |
| High |
4.930 |
4.850 |
-0.080 |
-1.6% |
5.227 |
| Low |
4.830 |
4.688 |
-0.142 |
-2.9% |
4.840 |
| Close |
4.831 |
4.714 |
-0.117 |
-2.4% |
4.842 |
| Range |
0.100 |
0.162 |
0.062 |
62.0% |
0.387 |
| ATR |
0.107 |
0.111 |
0.004 |
3.7% |
0.000 |
| Volume |
1,165 |
1,055 |
-110 |
-9.4% |
8,817 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.237 |
5.137 |
4.803 |
|
| R3 |
5.075 |
4.975 |
4.759 |
|
| R2 |
4.913 |
4.913 |
4.744 |
|
| R1 |
4.813 |
4.813 |
4.729 |
4.782 |
| PP |
4.751 |
4.751 |
4.751 |
4.735 |
| S1 |
4.651 |
4.651 |
4.699 |
4.620 |
| S2 |
4.589 |
4.589 |
4.684 |
|
| S3 |
4.427 |
4.489 |
4.669 |
|
| S4 |
4.265 |
4.327 |
4.625 |
|
|
| 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 |
5.539 |
|
2.618 |
5.274 |
|
1.618 |
5.112 |
|
1.000 |
5.012 |
|
0.618 |
4.950 |
|
HIGH |
4.850 |
|
0.618 |
4.788 |
|
0.500 |
4.769 |
|
0.382 |
4.750 |
|
LOW |
4.688 |
|
0.618 |
4.588 |
|
1.000 |
4.526 |
|
1.618 |
4.426 |
|
2.618 |
4.264 |
|
4.250 |
4.000 |
|
|
| Fisher Pivots for day following 23-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.769 |
4.809 |
| PP |
4.751 |
4.777 |
| S1 |
4.732 |
4.746 |
|