NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 24-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.068 |
4.107 |
0.039 |
1.0% |
4.359 |
High |
4.142 |
4.108 |
-0.034 |
-0.8% |
4.450 |
Low |
4.046 |
4.043 |
-0.003 |
-0.1% |
4.133 |
Close |
4.084 |
4.059 |
-0.025 |
-0.6% |
4.137 |
Range |
0.096 |
0.065 |
-0.031 |
-32.3% |
0.317 |
ATR |
0.153 |
0.147 |
-0.006 |
-4.1% |
0.000 |
Volume |
38,612 |
53,339 |
14,727 |
38.1% |
319,161 |
|
Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.265 |
4.227 |
4.095 |
|
R3 |
4.200 |
4.162 |
4.077 |
|
R2 |
4.135 |
4.135 |
4.071 |
|
R1 |
4.097 |
4.097 |
4.065 |
4.084 |
PP |
4.070 |
4.070 |
4.070 |
4.063 |
S1 |
4.032 |
4.032 |
4.053 |
4.019 |
S2 |
4.005 |
4.005 |
4.047 |
|
S3 |
3.940 |
3.967 |
4.041 |
|
S4 |
3.875 |
3.902 |
4.023 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.191 |
4.981 |
4.311 |
|
R3 |
4.874 |
4.664 |
4.224 |
|
R2 |
4.557 |
4.557 |
4.195 |
|
R1 |
4.347 |
4.347 |
4.166 |
4.294 |
PP |
4.240 |
4.240 |
4.240 |
4.213 |
S1 |
4.030 |
4.030 |
4.108 |
3.977 |
S2 |
3.923 |
3.923 |
4.079 |
|
S3 |
3.606 |
3.713 |
4.050 |
|
S4 |
3.289 |
3.396 |
3.963 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.450 |
4.043 |
0.407 |
10.0% |
0.125 |
3.1% |
4% |
False |
True |
56,660 |
10 |
4.450 |
4.043 |
0.407 |
10.0% |
0.120 |
2.9% |
4% |
False |
True |
68,666 |
20 |
5.010 |
4.043 |
0.967 |
23.8% |
0.156 |
3.8% |
2% |
False |
True |
64,109 |
40 |
5.010 |
4.043 |
0.967 |
23.8% |
0.163 |
4.0% |
2% |
False |
True |
47,835 |
60 |
5.345 |
4.043 |
1.302 |
32.1% |
0.172 |
4.2% |
1% |
False |
True |
41,068 |
80 |
5.345 |
4.043 |
1.302 |
32.1% |
0.167 |
4.1% |
1% |
False |
True |
35,440 |
100 |
5.345 |
4.043 |
1.302 |
32.1% |
0.168 |
4.1% |
1% |
False |
True |
31,154 |
120 |
5.345 |
4.043 |
1.302 |
32.1% |
0.160 |
3.9% |
1% |
False |
True |
27,931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.384 |
2.618 |
4.278 |
1.618 |
4.213 |
1.000 |
4.173 |
0.618 |
4.148 |
HIGH |
4.108 |
0.618 |
4.083 |
0.500 |
4.076 |
0.382 |
4.068 |
LOW |
4.043 |
0.618 |
4.003 |
1.000 |
3.978 |
1.618 |
3.938 |
2.618 |
3.873 |
4.250 |
3.767 |
|
|
Fisher Pivots for day following 24-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.076 |
4.126 |
PP |
4.070 |
4.104 |
S1 |
4.065 |
4.081 |
|