NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 10-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.452 |
4.330 |
-0.122 |
-2.7% |
4.988 |
High |
4.548 |
4.370 |
-0.178 |
-3.9% |
5.007 |
Low |
4.263 |
4.276 |
0.013 |
0.3% |
4.456 |
Close |
4.309 |
4.297 |
-0.012 |
-0.3% |
4.467 |
Range |
0.285 |
0.094 |
-0.191 |
-67.0% |
0.551 |
ATR |
0.195 |
0.187 |
-0.007 |
-3.7% |
0.000 |
Volume |
157,735 |
126,966 |
-30,769 |
-19.5% |
537,317 |
|
Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.596 |
4.541 |
4.349 |
|
R3 |
4.502 |
4.447 |
4.323 |
|
R2 |
4.408 |
4.408 |
4.314 |
|
R1 |
4.353 |
4.353 |
4.306 |
4.334 |
PP |
4.314 |
4.314 |
4.314 |
4.305 |
S1 |
4.259 |
4.259 |
4.288 |
4.240 |
S2 |
4.220 |
4.220 |
4.280 |
|
S3 |
4.126 |
4.165 |
4.271 |
|
S4 |
4.032 |
4.071 |
4.245 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.296 |
5.933 |
4.770 |
|
R3 |
5.745 |
5.382 |
4.619 |
|
R2 |
5.194 |
5.194 |
4.568 |
|
R1 |
4.831 |
4.831 |
4.518 |
4.737 |
PP |
4.643 |
4.643 |
4.643 |
4.597 |
S1 |
4.280 |
4.280 |
4.416 |
4.186 |
S2 |
4.092 |
4.092 |
4.366 |
|
S3 |
3.541 |
3.729 |
4.315 |
|
S4 |
2.990 |
3.178 |
4.164 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.825 |
4.263 |
0.562 |
13.1% |
0.192 |
4.5% |
6% |
False |
False |
123,131 |
10 |
5.007 |
4.263 |
0.744 |
17.3% |
0.205 |
4.8% |
5% |
False |
False |
118,631 |
20 |
5.007 |
4.263 |
0.744 |
17.3% |
0.179 |
4.2% |
5% |
False |
False |
89,802 |
40 |
5.282 |
4.263 |
1.019 |
23.7% |
0.190 |
4.4% |
3% |
False |
False |
57,992 |
60 |
5.282 |
4.168 |
1.114 |
25.9% |
0.186 |
4.3% |
12% |
False |
False |
47,961 |
80 |
5.282 |
4.140 |
1.142 |
26.6% |
0.178 |
4.1% |
14% |
False |
False |
39,075 |
100 |
5.282 |
4.140 |
1.142 |
26.6% |
0.174 |
4.1% |
14% |
False |
False |
32,792 |
120 |
5.419 |
4.140 |
1.279 |
29.8% |
0.164 |
3.8% |
12% |
False |
False |
28,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.770 |
2.618 |
4.616 |
1.618 |
4.522 |
1.000 |
4.464 |
0.618 |
4.428 |
HIGH |
4.370 |
0.618 |
4.334 |
0.500 |
4.323 |
0.382 |
4.312 |
LOW |
4.276 |
0.618 |
4.218 |
1.000 |
4.182 |
1.618 |
4.124 |
2.618 |
4.030 |
4.250 |
3.877 |
|
|
Fisher Pivots for day following 10-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.323 |
4.455 |
PP |
4.314 |
4.402 |
S1 |
4.306 |
4.350 |
|