NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 25-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.085 |
4.040 |
-0.045 |
-1.1% |
4.336 |
High |
4.091 |
4.056 |
-0.035 |
-0.9% |
4.375 |
Low |
4.027 |
3.838 |
-0.189 |
-4.7% |
4.109 |
Close |
4.039 |
3.871 |
-0.168 |
-4.2% |
4.133 |
Range |
0.064 |
0.218 |
0.154 |
240.6% |
0.266 |
ATR |
0.150 |
0.155 |
0.005 |
3.2% |
0.000 |
Volume |
50,081 |
77,557 |
27,476 |
54.9% |
420,401 |
|
Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.576 |
4.441 |
3.991 |
|
R3 |
4.358 |
4.223 |
3.931 |
|
R2 |
4.140 |
4.140 |
3.911 |
|
R1 |
4.005 |
4.005 |
3.891 |
3.964 |
PP |
3.922 |
3.922 |
3.922 |
3.901 |
S1 |
3.787 |
3.787 |
3.851 |
3.746 |
S2 |
3.704 |
3.704 |
3.831 |
|
S3 |
3.486 |
3.569 |
3.811 |
|
S4 |
3.268 |
3.351 |
3.751 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.004 |
4.834 |
4.279 |
|
R3 |
4.738 |
4.568 |
4.206 |
|
R2 |
4.472 |
4.472 |
4.182 |
|
R1 |
4.302 |
4.302 |
4.157 |
4.254 |
PP |
4.206 |
4.206 |
4.206 |
4.182 |
S1 |
4.036 |
4.036 |
4.109 |
3.988 |
S2 |
3.940 |
3.940 |
4.084 |
|
S3 |
3.674 |
3.770 |
4.060 |
|
S4 |
3.408 |
3.504 |
3.987 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.375 |
3.838 |
0.537 |
13.9% |
0.137 |
3.5% |
6% |
False |
True |
70,158 |
10 |
4.375 |
3.838 |
0.537 |
13.9% |
0.127 |
3.3% |
6% |
False |
True |
80,063 |
20 |
5.007 |
3.838 |
1.169 |
30.2% |
0.161 |
4.2% |
3% |
False |
True |
101,098 |
40 |
5.007 |
3.838 |
1.169 |
30.2% |
0.171 |
4.4% |
3% |
False |
True |
75,105 |
60 |
5.282 |
3.838 |
1.444 |
37.3% |
0.182 |
4.7% |
2% |
False |
True |
60,201 |
80 |
5.282 |
3.838 |
1.444 |
37.3% |
0.173 |
4.5% |
2% |
False |
True |
49,269 |
100 |
5.282 |
3.838 |
1.444 |
37.3% |
0.172 |
4.4% |
2% |
False |
True |
41,168 |
120 |
5.282 |
3.838 |
1.444 |
37.3% |
0.165 |
4.3% |
2% |
False |
True |
35,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.983 |
2.618 |
4.627 |
1.618 |
4.409 |
1.000 |
4.274 |
0.618 |
4.191 |
HIGH |
4.056 |
0.618 |
3.973 |
0.500 |
3.947 |
0.382 |
3.921 |
LOW |
3.838 |
0.618 |
3.703 |
1.000 |
3.620 |
1.618 |
3.485 |
2.618 |
3.267 |
4.250 |
2.912 |
|
|
Fisher Pivots for day following 25-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
3.947 |
3.984 |
PP |
3.922 |
3.946 |
S1 |
3.896 |
3.909 |
|