NYMEX Natural Gas Future January 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 |
5.095 |
5.050 |
-0.045 |
-0.9% |
5.232 |
High |
5.125 |
5.088 |
-0.037 |
-0.7% |
5.356 |
Low |
5.045 |
5.015 |
-0.030 |
-0.6% |
5.046 |
Close |
5.062 |
5.071 |
0.009 |
0.2% |
5.207 |
Range |
0.080 |
0.073 |
-0.007 |
-8.8% |
0.310 |
ATR |
0.120 |
0.117 |
-0.003 |
-2.8% |
0.000 |
Volume |
11,901 |
10,704 |
-1,197 |
-10.1% |
78,727 |
|
Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.277 |
5.247 |
5.111 |
|
R3 |
5.204 |
5.174 |
5.091 |
|
R2 |
5.131 |
5.131 |
5.084 |
|
R1 |
5.101 |
5.101 |
5.078 |
5.116 |
PP |
5.058 |
5.058 |
5.058 |
5.066 |
S1 |
5.028 |
5.028 |
5.064 |
5.043 |
S2 |
4.985 |
4.985 |
5.058 |
|
S3 |
4.912 |
4.955 |
5.051 |
|
S4 |
4.839 |
4.882 |
5.031 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.133 |
5.980 |
5.378 |
|
R3 |
5.823 |
5.670 |
5.292 |
|
R2 |
5.513 |
5.513 |
5.264 |
|
R1 |
5.360 |
5.360 |
5.235 |
5.282 |
PP |
5.203 |
5.203 |
5.203 |
5.164 |
S1 |
5.050 |
5.050 |
5.179 |
4.972 |
S2 |
4.893 |
4.893 |
5.150 |
|
S3 |
4.583 |
4.740 |
5.122 |
|
S4 |
4.273 |
4.430 |
5.037 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.398 |
2.618 |
5.279 |
1.618 |
5.206 |
1.000 |
5.161 |
0.618 |
5.133 |
HIGH |
5.088 |
0.618 |
5.060 |
0.500 |
5.052 |
0.382 |
5.043 |
LOW |
5.015 |
0.618 |
4.970 |
1.000 |
4.942 |
1.618 |
4.897 |
2.618 |
4.824 |
4.250 |
4.705 |
|
|
Fisher Pivots for day following 15-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
5.065 |
5.129 |
PP |
5.058 |
5.109 |
S1 |
5.052 |
5.090 |
|