NYMEX Natural Gas Future September 2010
| Trading Metrics calculated at close of trading on 26-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
4.040 |
3.900 |
-0.140 |
-3.5% |
4.336 |
| High |
4.056 |
3.935 |
-0.121 |
-3.0% |
4.375 |
| Low |
3.838 |
3.791 |
-0.047 |
-1.2% |
4.109 |
| Close |
3.871 |
3.817 |
-0.054 |
-1.4% |
4.133 |
| Range |
0.218 |
0.144 |
-0.074 |
-33.9% |
0.266 |
| ATR |
0.155 |
0.154 |
-0.001 |
-0.5% |
0.000 |
| Volume |
77,557 |
50,927 |
-26,630 |
-34.3% |
420,401 |
|
| Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.280 |
4.192 |
3.896 |
|
| R3 |
4.136 |
4.048 |
3.857 |
|
| R2 |
3.992 |
3.992 |
3.843 |
|
| R1 |
3.904 |
3.904 |
3.830 |
3.876 |
| PP |
3.848 |
3.848 |
3.848 |
3.834 |
| S1 |
3.760 |
3.760 |
3.804 |
3.732 |
| S2 |
3.704 |
3.704 |
3.791 |
|
| S3 |
3.560 |
3.616 |
3.777 |
|
| S4 |
3.416 |
3.472 |
3.738 |
|
|
| 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 |
4.177 |
3.791 |
0.386 |
10.1% |
0.119 |
3.1% |
7% |
False |
True |
59,411 |
| 10 |
4.375 |
3.791 |
0.584 |
15.3% |
0.132 |
3.5% |
4% |
False |
True |
73,128 |
| 20 |
5.007 |
3.791 |
1.216 |
31.9% |
0.159 |
4.2% |
2% |
False |
True |
95,692 |
| 40 |
5.007 |
3.791 |
1.216 |
31.9% |
0.170 |
4.5% |
2% |
False |
True |
75,756 |
| 60 |
5.282 |
3.791 |
1.491 |
39.1% |
0.182 |
4.8% |
2% |
False |
True |
60,736 |
| 80 |
5.282 |
3.791 |
1.491 |
39.1% |
0.174 |
4.6% |
2% |
False |
True |
49,809 |
| 100 |
5.282 |
3.791 |
1.491 |
39.1% |
0.171 |
4.5% |
2% |
False |
True |
41,588 |
| 120 |
5.282 |
3.791 |
1.491 |
39.1% |
0.165 |
4.3% |
2% |
False |
True |
35,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.547 |
|
2.618 |
4.312 |
|
1.618 |
4.168 |
|
1.000 |
4.079 |
|
0.618 |
4.024 |
|
HIGH |
3.935 |
|
0.618 |
3.880 |
|
0.500 |
3.863 |
|
0.382 |
3.846 |
|
LOW |
3.791 |
|
0.618 |
3.702 |
|
1.000 |
3.647 |
|
1.618 |
3.558 |
|
2.618 |
3.414 |
|
4.250 |
3.179 |
|
|
| Fisher Pivots for day following 26-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.863 |
3.941 |
| PP |
3.848 |
3.900 |
| S1 |
3.832 |
3.858 |
|