NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 16-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.297 |
4.359 |
0.062 |
1.4% |
4.477 |
High |
4.363 |
4.368 |
0.005 |
0.1% |
4.538 |
Low |
4.290 |
4.206 |
-0.084 |
-2.0% |
4.263 |
Close |
4.350 |
4.249 |
-0.101 |
-2.3% |
4.350 |
Range |
0.073 |
0.162 |
0.089 |
121.9% |
0.275 |
ATR |
0.160 |
0.160 |
0.000 |
0.1% |
0.000 |
Volume |
84,524 |
58,944 |
-25,580 |
-30.3% |
460,729 |
|
Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.760 |
4.667 |
4.338 |
|
R3 |
4.598 |
4.505 |
4.294 |
|
R2 |
4.436 |
4.436 |
4.279 |
|
R1 |
4.343 |
4.343 |
4.264 |
4.309 |
PP |
4.274 |
4.274 |
4.274 |
4.257 |
S1 |
4.181 |
4.181 |
4.234 |
4.147 |
S2 |
4.112 |
4.112 |
4.219 |
|
S3 |
3.950 |
4.019 |
4.204 |
|
S4 |
3.788 |
3.857 |
4.160 |
|
|
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 |
4.390 |
4.206 |
0.184 |
4.3% |
0.107 |
2.5% |
23% |
False |
True |
90,029 |
10 |
4.850 |
4.206 |
0.644 |
15.2% |
0.154 |
3.6% |
7% |
False |
True |
73,231 |
20 |
5.010 |
4.206 |
0.804 |
18.9% |
0.158 |
3.7% |
5% |
False |
True |
54,749 |
40 |
5.310 |
4.206 |
1.104 |
26.0% |
0.171 |
4.0% |
4% |
False |
True |
42,151 |
60 |
5.345 |
4.206 |
1.139 |
26.8% |
0.173 |
4.1% |
4% |
False |
True |
36,814 |
80 |
5.345 |
4.115 |
1.230 |
28.9% |
0.171 |
4.0% |
11% |
False |
False |
32,150 |
100 |
5.345 |
4.115 |
1.230 |
28.9% |
0.170 |
4.0% |
11% |
False |
False |
28,469 |
120 |
5.345 |
4.115 |
1.230 |
28.9% |
0.160 |
3.8% |
11% |
False |
False |
25,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.057 |
2.618 |
4.792 |
1.618 |
4.630 |
1.000 |
4.530 |
0.618 |
4.468 |
HIGH |
4.368 |
0.618 |
4.306 |
0.500 |
4.287 |
0.382 |
4.268 |
LOW |
4.206 |
0.618 |
4.106 |
1.000 |
4.044 |
1.618 |
3.944 |
2.618 |
3.782 |
4.250 |
3.518 |
|
|
Fisher Pivots for day following 16-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.287 |
4.290 |
PP |
4.274 |
4.276 |
S1 |
4.262 |
4.263 |
|