NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 27-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
4.706 |
4.689 |
-0.017 |
-0.4% |
4.822 |
| High |
4.762 |
4.745 |
-0.017 |
-0.4% |
4.930 |
| Low |
4.696 |
4.689 |
-0.007 |
-0.1% |
4.688 |
| Close |
4.744 |
4.740 |
-0.004 |
-0.1% |
4.744 |
| Range |
0.066 |
0.056 |
-0.010 |
-15.2% |
0.242 |
| ATR |
0.107 |
0.104 |
-0.004 |
-3.4% |
0.000 |
| Volume |
1,710 |
772 |
-938 |
-54.9% |
6,996 |
|
| Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.893 |
4.872 |
4.771 |
|
| R3 |
4.837 |
4.816 |
4.755 |
|
| R2 |
4.781 |
4.781 |
4.750 |
|
| R1 |
4.760 |
4.760 |
4.745 |
4.771 |
| PP |
4.725 |
4.725 |
4.725 |
4.730 |
| S1 |
4.704 |
4.704 |
4.735 |
4.715 |
| S2 |
4.669 |
4.669 |
4.730 |
|
| S3 |
4.613 |
4.648 |
4.725 |
|
| S4 |
4.557 |
4.592 |
4.709 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.513 |
5.371 |
4.877 |
|
| R3 |
5.271 |
5.129 |
4.811 |
|
| R2 |
5.029 |
5.029 |
4.788 |
|
| R1 |
4.887 |
4.887 |
4.766 |
4.837 |
| PP |
4.787 |
4.787 |
4.787 |
4.763 |
| S1 |
4.645 |
4.645 |
4.722 |
4.595 |
| S2 |
4.545 |
4.545 |
4.700 |
|
| S3 |
4.303 |
4.403 |
4.677 |
|
| S4 |
4.061 |
4.161 |
4.611 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.983 |
|
2.618 |
4.892 |
|
1.618 |
4.836 |
|
1.000 |
4.801 |
|
0.618 |
4.780 |
|
HIGH |
4.745 |
|
0.618 |
4.724 |
|
0.500 |
4.717 |
|
0.382 |
4.710 |
|
LOW |
4.689 |
|
0.618 |
4.654 |
|
1.000 |
4.633 |
|
1.618 |
4.598 |
|
2.618 |
4.542 |
|
4.250 |
4.451 |
|
|
| Fisher Pivots for day following 27-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.732 |
4.769 |
| PP |
4.725 |
4.759 |
| S1 |
4.717 |
4.750 |
|