NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 18-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.245 |
4.290 |
0.045 |
1.1% |
4.477 |
High |
4.333 |
4.324 |
-0.009 |
-0.2% |
4.538 |
Low |
4.200 |
4.216 |
0.016 |
0.4% |
4.263 |
Close |
4.283 |
4.266 |
-0.017 |
-0.4% |
4.350 |
Range |
0.133 |
0.108 |
-0.025 |
-18.8% |
0.275 |
ATR |
0.158 |
0.154 |
-0.004 |
-2.3% |
0.000 |
Volume |
68,866 |
69,613 |
747 |
1.1% |
460,729 |
|
Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.593 |
4.537 |
4.325 |
|
R3 |
4.485 |
4.429 |
4.296 |
|
R2 |
4.377 |
4.377 |
4.286 |
|
R1 |
4.321 |
4.321 |
4.276 |
4.295 |
PP |
4.269 |
4.269 |
4.269 |
4.256 |
S1 |
4.213 |
4.213 |
4.256 |
4.187 |
S2 |
4.161 |
4.161 |
4.246 |
|
S3 |
4.053 |
4.105 |
4.236 |
|
S4 |
3.945 |
3.997 |
4.207 |
|
|
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 |
4.374 |
4.200 |
0.174 |
4.1% |
0.113 |
2.7% |
38% |
False |
False |
73,731 |
10 |
4.850 |
4.200 |
0.650 |
15.2% |
0.148 |
3.5% |
10% |
False |
False |
77,138 |
20 |
5.010 |
4.200 |
0.810 |
19.0% |
0.156 |
3.6% |
8% |
False |
False |
58,780 |
40 |
5.028 |
4.200 |
0.828 |
19.4% |
0.163 |
3.8% |
8% |
False |
False |
44,358 |
60 |
5.345 |
4.200 |
1.145 |
26.8% |
0.173 |
4.1% |
6% |
False |
False |
38,588 |
80 |
5.345 |
4.115 |
1.230 |
28.8% |
0.170 |
4.0% |
12% |
False |
False |
33,536 |
100 |
5.345 |
4.115 |
1.230 |
28.8% |
0.170 |
4.0% |
12% |
False |
False |
29,565 |
120 |
5.345 |
4.115 |
1.230 |
28.8% |
0.161 |
3.8% |
12% |
False |
False |
26,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.783 |
2.618 |
4.607 |
1.618 |
4.499 |
1.000 |
4.432 |
0.618 |
4.391 |
HIGH |
4.324 |
0.618 |
4.283 |
0.500 |
4.270 |
0.382 |
4.257 |
LOW |
4.216 |
0.618 |
4.149 |
1.000 |
4.108 |
1.618 |
4.041 |
2.618 |
3.933 |
4.250 |
3.757 |
|
|
Fisher Pivots for day following 18-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.270 |
4.284 |
PP |
4.269 |
4.278 |
S1 |
4.267 |
4.272 |
|