NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 12-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.308 |
4.317 |
0.009 |
0.2% |
4.988 |
High |
4.376 |
4.363 |
-0.013 |
-0.3% |
5.007 |
Low |
4.257 |
4.264 |
0.007 |
0.2% |
4.456 |
Close |
4.326 |
4.296 |
-0.030 |
-0.7% |
4.467 |
Range |
0.119 |
0.099 |
-0.020 |
-16.8% |
0.551 |
ATR |
0.182 |
0.176 |
-0.006 |
-3.3% |
0.000 |
Volume |
110,624 |
120,281 |
9,657 |
8.7% |
537,317 |
|
Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.605 |
4.549 |
4.350 |
|
R3 |
4.506 |
4.450 |
4.323 |
|
R2 |
4.407 |
4.407 |
4.314 |
|
R1 |
4.351 |
4.351 |
4.305 |
4.330 |
PP |
4.308 |
4.308 |
4.308 |
4.297 |
S1 |
4.252 |
4.252 |
4.287 |
4.231 |
S2 |
4.209 |
4.209 |
4.278 |
|
S3 |
4.110 |
4.153 |
4.269 |
|
S4 |
4.011 |
4.054 |
4.242 |
|
|
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 |
4.646 |
4.257 |
0.389 |
9.1% |
0.157 |
3.7% |
10% |
False |
False |
123,784 |
10 |
5.007 |
4.257 |
0.750 |
17.5% |
0.186 |
4.3% |
5% |
False |
False |
118,256 |
20 |
5.007 |
4.257 |
0.750 |
17.5% |
0.170 |
3.9% |
5% |
False |
False |
95,650 |
40 |
5.269 |
4.257 |
1.012 |
23.6% |
0.185 |
4.3% |
4% |
False |
False |
62,450 |
60 |
5.282 |
4.168 |
1.114 |
25.9% |
0.185 |
4.3% |
11% |
False |
False |
51,190 |
80 |
5.282 |
4.140 |
1.142 |
26.6% |
0.177 |
4.1% |
14% |
False |
False |
41,773 |
100 |
5.282 |
4.140 |
1.142 |
26.6% |
0.174 |
4.1% |
14% |
False |
False |
34,979 |
120 |
5.282 |
4.140 |
1.142 |
26.6% |
0.163 |
3.8% |
14% |
False |
False |
29,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.784 |
2.618 |
4.622 |
1.618 |
4.523 |
1.000 |
4.462 |
0.618 |
4.424 |
HIGH |
4.363 |
0.618 |
4.325 |
0.500 |
4.314 |
0.382 |
4.302 |
LOW |
4.264 |
0.618 |
4.203 |
1.000 |
4.165 |
1.618 |
4.104 |
2.618 |
4.005 |
4.250 |
3.843 |
|
|
Fisher Pivots for day following 12-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.314 |
4.317 |
PP |
4.308 |
4.310 |
S1 |
4.302 |
4.303 |
|