NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 25-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.107 |
4.057 |
-0.050 |
-1.2% |
4.359 |
High |
4.108 |
4.074 |
-0.034 |
-0.8% |
4.450 |
Low |
4.043 |
3.864 |
-0.179 |
-4.4% |
4.133 |
Close |
4.059 |
3.896 |
-0.163 |
-4.0% |
4.137 |
Range |
0.065 |
0.210 |
0.145 |
223.1% |
0.317 |
ATR |
0.147 |
0.151 |
0.005 |
3.1% |
0.000 |
Volume |
53,339 |
52,453 |
-886 |
-1.7% |
319,161 |
|
Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.575 |
4.445 |
4.012 |
|
R3 |
4.365 |
4.235 |
3.954 |
|
R2 |
4.155 |
4.155 |
3.935 |
|
R1 |
4.025 |
4.025 |
3.915 |
3.985 |
PP |
3.945 |
3.945 |
3.945 |
3.925 |
S1 |
3.815 |
3.815 |
3.877 |
3.775 |
S2 |
3.735 |
3.735 |
3.858 |
|
S3 |
3.525 |
3.605 |
3.838 |
|
S4 |
3.315 |
3.395 |
3.781 |
|
|
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 |
3.864 |
0.586 |
15.0% |
0.145 |
3.7% |
5% |
False |
True |
53,228 |
10 |
4.450 |
3.864 |
0.586 |
15.0% |
0.129 |
3.3% |
5% |
False |
True |
63,479 |
20 |
5.010 |
3.864 |
1.146 |
29.4% |
0.157 |
4.0% |
3% |
False |
True |
65,295 |
40 |
5.010 |
3.864 |
1.146 |
29.4% |
0.163 |
4.2% |
3% |
False |
True |
48,768 |
60 |
5.345 |
3.864 |
1.481 |
38.0% |
0.173 |
4.4% |
2% |
False |
True |
41,594 |
80 |
5.345 |
3.864 |
1.481 |
38.0% |
0.168 |
4.3% |
2% |
False |
True |
35,917 |
100 |
5.345 |
3.864 |
1.481 |
38.0% |
0.167 |
4.3% |
2% |
False |
True |
31,433 |
120 |
5.345 |
3.864 |
1.481 |
38.0% |
0.161 |
4.1% |
2% |
False |
True |
28,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.967 |
2.618 |
4.624 |
1.618 |
4.414 |
1.000 |
4.284 |
0.618 |
4.204 |
HIGH |
4.074 |
0.618 |
3.994 |
0.500 |
3.969 |
0.382 |
3.944 |
LOW |
3.864 |
0.618 |
3.734 |
1.000 |
3.654 |
1.618 |
3.524 |
2.618 |
3.314 |
4.250 |
2.972 |
|
|
Fisher Pivots for day following 25-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
3.969 |
4.003 |
PP |
3.945 |
3.967 |
S1 |
3.920 |
3.932 |
|