NYMEX Natural Gas Future January 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 |
5.050 |
5.065 |
0.015 |
0.3% |
5.232 |
High |
5.088 |
5.079 |
-0.009 |
-0.2% |
5.356 |
Low |
5.015 |
4.940 |
-0.075 |
-1.5% |
5.046 |
Close |
5.071 |
4.942 |
-0.129 |
-2.5% |
5.207 |
Range |
0.073 |
0.139 |
0.066 |
90.4% |
0.310 |
ATR |
0.117 |
0.118 |
0.002 |
1.4% |
0.000 |
Volume |
10,704 |
10,210 |
-494 |
-4.6% |
78,727 |
|
Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.404 |
5.312 |
5.018 |
|
R3 |
5.265 |
5.173 |
4.980 |
|
R2 |
5.126 |
5.126 |
4.967 |
|
R1 |
5.034 |
5.034 |
4.955 |
5.011 |
PP |
4.987 |
4.987 |
4.987 |
4.975 |
S1 |
4.895 |
4.895 |
4.929 |
4.872 |
S2 |
4.848 |
4.848 |
4.917 |
|
S3 |
4.709 |
4.756 |
4.904 |
|
S4 |
4.570 |
4.617 |
4.866 |
|
|
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 |
5.670 |
2.618 |
5.443 |
1.618 |
5.304 |
1.000 |
5.218 |
0.618 |
5.165 |
HIGH |
5.079 |
0.618 |
5.026 |
0.500 |
5.010 |
0.382 |
4.993 |
LOW |
4.940 |
0.618 |
4.854 |
1.000 |
4.801 |
1.618 |
4.715 |
2.618 |
4.576 |
4.250 |
4.349 |
|
|
Fisher Pivots for day following 16-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
5.010 |
5.033 |
PP |
4.987 |
5.002 |
S1 |
4.965 |
4.972 |
|