NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 13-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.329 |
4.297 |
-0.032 |
-0.7% |
4.477 |
High |
4.374 |
4.363 |
-0.011 |
-0.3% |
4.538 |
Low |
4.283 |
4.290 |
0.007 |
0.2% |
4.263 |
Close |
4.315 |
4.350 |
0.035 |
0.8% |
4.350 |
Range |
0.091 |
0.073 |
-0.018 |
-19.8% |
0.275 |
ATR |
0.167 |
0.160 |
-0.007 |
-4.0% |
0.000 |
Volume |
86,708 |
84,524 |
-2,184 |
-2.5% |
460,729 |
|
Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.553 |
4.525 |
4.390 |
|
R3 |
4.480 |
4.452 |
4.370 |
|
R2 |
4.407 |
4.407 |
4.363 |
|
R1 |
4.379 |
4.379 |
4.357 |
4.393 |
PP |
4.334 |
4.334 |
4.334 |
4.342 |
S1 |
4.306 |
4.306 |
4.343 |
4.320 |
S2 |
4.261 |
4.261 |
4.337 |
|
S3 |
4.188 |
4.233 |
4.330 |
|
S4 |
4.115 |
4.160 |
4.310 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.209 |
5.054 |
4.501 |
|
R3 |
4.934 |
4.779 |
4.426 |
|
R2 |
4.659 |
4.659 |
4.400 |
|
R1 |
4.504 |
4.504 |
4.375 |
4.444 |
PP |
4.384 |
4.384 |
4.384 |
4.354 |
S1 |
4.229 |
4.229 |
4.325 |
4.169 |
S2 |
4.109 |
4.109 |
4.300 |
|
S3 |
3.834 |
3.954 |
4.274 |
|
S4 |
3.559 |
3.679 |
4.199 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.538 |
4.263 |
0.275 |
6.3% |
0.124 |
2.8% |
32% |
False |
False |
92,145 |
10 |
5.010 |
4.263 |
0.747 |
17.2% |
0.168 |
3.9% |
12% |
False |
False |
71,341 |
20 |
5.010 |
4.263 |
0.747 |
17.2% |
0.154 |
3.5% |
12% |
False |
False |
53,221 |
40 |
5.310 |
4.263 |
1.047 |
24.1% |
0.171 |
3.9% |
8% |
False |
False |
41,381 |
60 |
5.345 |
4.115 |
1.230 |
28.3% |
0.177 |
4.1% |
19% |
False |
False |
36,158 |
80 |
5.345 |
4.115 |
1.230 |
28.3% |
0.171 |
3.9% |
19% |
False |
False |
31,499 |
100 |
5.345 |
4.115 |
1.230 |
28.3% |
0.169 |
3.9% |
19% |
False |
False |
27,994 |
120 |
5.345 |
4.115 |
1.230 |
28.3% |
0.160 |
3.7% |
19% |
False |
False |
25,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.673 |
2.618 |
4.554 |
1.618 |
4.481 |
1.000 |
4.436 |
0.618 |
4.408 |
HIGH |
4.363 |
0.618 |
4.335 |
0.500 |
4.327 |
0.382 |
4.318 |
LOW |
4.290 |
0.618 |
4.245 |
1.000 |
4.217 |
1.618 |
4.172 |
2.618 |
4.099 |
4.250 |
3.980 |
|
|
Fisher Pivots for day following 13-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.342 |
4.340 |
PP |
4.334 |
4.329 |
S1 |
4.327 |
4.319 |
|