NYMEX Natural Gas Future October 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 |
4.477 |
4.349 |
-0.128 |
-2.9% |
4.999 |
High |
4.538 |
4.390 |
-0.148 |
-3.3% |
5.010 |
Low |
4.290 |
4.294 |
0.004 |
0.1% |
4.483 |
Close |
4.332 |
4.304 |
-0.028 |
-0.6% |
4.494 |
Range |
0.248 |
0.096 |
-0.152 |
-61.3% |
0.527 |
ATR |
0.183 |
0.177 |
-0.006 |
-3.4% |
0.000 |
Volume |
69,526 |
115,650 |
46,124 |
66.3% |
252,682 |
|
Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.617 |
4.557 |
4.357 |
|
R3 |
4.521 |
4.461 |
4.330 |
|
R2 |
4.425 |
4.425 |
4.322 |
|
R1 |
4.365 |
4.365 |
4.313 |
4.347 |
PP |
4.329 |
4.329 |
4.329 |
4.321 |
S1 |
4.269 |
4.269 |
4.295 |
4.251 |
S2 |
4.233 |
4.233 |
4.286 |
|
S3 |
4.137 |
4.173 |
4.278 |
|
S4 |
4.041 |
4.077 |
4.251 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.243 |
5.896 |
4.784 |
|
R3 |
5.716 |
5.369 |
4.639 |
|
R2 |
5.189 |
5.189 |
4.591 |
|
R1 |
4.842 |
4.842 |
4.542 |
4.752 |
PP |
4.662 |
4.662 |
4.662 |
4.618 |
S1 |
4.315 |
4.315 |
4.446 |
4.225 |
S2 |
4.135 |
4.135 |
4.397 |
|
S3 |
3.608 |
3.788 |
4.349 |
|
S4 |
3.081 |
3.261 |
4.204 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.850 |
4.290 |
0.560 |
13.0% |
0.183 |
4.2% |
3% |
False |
False |
69,163 |
10 |
5.010 |
4.290 |
0.720 |
16.7% |
0.193 |
4.5% |
2% |
False |
False |
59,551 |
20 |
5.010 |
4.290 |
0.720 |
16.7% |
0.169 |
3.9% |
2% |
False |
False |
45,797 |
40 |
5.345 |
4.290 |
1.055 |
24.5% |
0.178 |
4.1% |
1% |
False |
False |
36,637 |
60 |
5.345 |
4.115 |
1.230 |
28.6% |
0.181 |
4.2% |
15% |
False |
False |
32,867 |
80 |
5.345 |
4.115 |
1.230 |
28.6% |
0.172 |
4.0% |
15% |
False |
False |
28,410 |
100 |
5.345 |
4.115 |
1.230 |
28.6% |
0.169 |
3.9% |
15% |
False |
False |
25,710 |
120 |
5.520 |
4.115 |
1.405 |
32.6% |
0.160 |
3.7% |
13% |
False |
False |
22,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.798 |
2.618 |
4.641 |
1.618 |
4.545 |
1.000 |
4.486 |
0.618 |
4.449 |
HIGH |
4.390 |
0.618 |
4.353 |
0.500 |
4.342 |
0.382 |
4.331 |
LOW |
4.294 |
0.618 |
4.235 |
1.000 |
4.198 |
1.618 |
4.139 |
2.618 |
4.043 |
4.250 |
3.886 |
|
|
Fisher Pivots for day following 10-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.342 |
4.477 |
PP |
4.329 |
4.419 |
S1 |
4.317 |
4.362 |
|