NYMEX Natural Gas Future January 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 |
4.925 |
4.850 |
-0.075 |
-1.5% |
5.225 |
High |
4.942 |
4.858 |
-0.084 |
-1.7% |
5.242 |
Low |
4.839 |
4.697 |
-0.142 |
-2.9% |
4.851 |
Close |
4.840 |
4.720 |
-0.120 |
-2.5% |
4.853 |
Range |
0.103 |
0.161 |
0.058 |
56.3% |
0.391 |
ATR |
0.112 |
0.116 |
0.003 |
3.1% |
0.000 |
Volume |
9,830 |
10,630 |
800 |
8.1% |
59,117 |
|
Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.241 |
5.142 |
4.809 |
|
R3 |
5.080 |
4.981 |
4.764 |
|
R2 |
4.919 |
4.919 |
4.750 |
|
R1 |
4.820 |
4.820 |
4.735 |
4.789 |
PP |
4.758 |
4.758 |
4.758 |
4.743 |
S1 |
4.659 |
4.659 |
4.705 |
4.628 |
S2 |
4.597 |
4.597 |
4.690 |
|
S3 |
4.436 |
4.498 |
4.676 |
|
S4 |
4.275 |
4.337 |
4.631 |
|
|
Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.155 |
5.895 |
5.068 |
|
R3 |
5.764 |
5.504 |
4.961 |
|
R2 |
5.373 |
5.373 |
4.925 |
|
R1 |
5.113 |
5.113 |
4.889 |
5.048 |
PP |
4.982 |
4.982 |
4.982 |
4.949 |
S1 |
4.722 |
4.722 |
4.817 |
4.657 |
S2 |
4.591 |
4.591 |
4.781 |
|
S3 |
4.200 |
4.331 |
4.745 |
|
S4 |
3.809 |
3.940 |
4.638 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.542 |
2.618 |
5.279 |
1.618 |
5.118 |
1.000 |
5.019 |
0.618 |
4.957 |
HIGH |
4.858 |
0.618 |
4.796 |
0.500 |
4.778 |
0.382 |
4.759 |
LOW |
4.697 |
0.618 |
4.598 |
1.000 |
4.536 |
1.618 |
4.437 |
2.618 |
4.276 |
4.250 |
4.013 |
|
|
Fisher Pivots for day following 23-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
4.778 |
4.820 |
PP |
4.758 |
4.786 |
S1 |
4.739 |
4.753 |
|