NYMEX Natural Gas Future October 2010
| Trading Metrics calculated at close of trading on 26-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
4.057 |
3.919 |
-0.138 |
-3.4% |
4.359 |
| High |
4.074 |
3.958 |
-0.116 |
-2.8% |
4.450 |
| Low |
3.864 |
3.825 |
-0.039 |
-1.0% |
4.133 |
| Close |
3.896 |
3.843 |
-0.053 |
-1.4% |
4.137 |
| Range |
0.210 |
0.133 |
-0.077 |
-36.7% |
0.317 |
| ATR |
0.151 |
0.150 |
-0.001 |
-0.9% |
0.000 |
| Volume |
52,453 |
93,327 |
40,874 |
77.9% |
319,161 |
|
| Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.274 |
4.192 |
3.916 |
|
| R3 |
4.141 |
4.059 |
3.880 |
|
| R2 |
4.008 |
4.008 |
3.867 |
|
| R1 |
3.926 |
3.926 |
3.855 |
3.901 |
| PP |
3.875 |
3.875 |
3.875 |
3.863 |
| S1 |
3.793 |
3.793 |
3.831 |
3.768 |
| S2 |
3.742 |
3.742 |
3.819 |
|
| S3 |
3.609 |
3.660 |
3.806 |
|
| S4 |
3.476 |
3.527 |
3.770 |
|
|
| 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 |
4.209 |
3.825 |
0.384 |
10.0% |
0.116 |
3.0% |
5% |
False |
True |
60,078 |
| 10 |
4.450 |
3.825 |
0.625 |
16.3% |
0.134 |
3.5% |
3% |
False |
True |
64,141 |
| 20 |
5.010 |
3.825 |
1.185 |
30.8% |
0.154 |
4.0% |
2% |
False |
True |
66,782 |
| 40 |
5.010 |
3.825 |
1.185 |
30.8% |
0.163 |
4.2% |
2% |
False |
True |
50,362 |
| 60 |
5.345 |
3.825 |
1.520 |
39.6% |
0.172 |
4.5% |
1% |
False |
True |
42,838 |
| 80 |
5.345 |
3.825 |
1.520 |
39.6% |
0.169 |
4.4% |
1% |
False |
True |
36,942 |
| 100 |
5.345 |
3.825 |
1.520 |
39.6% |
0.166 |
4.3% |
1% |
False |
True |
32,206 |
| 120 |
5.345 |
3.825 |
1.520 |
39.6% |
0.162 |
4.2% |
1% |
False |
True |
28,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.523 |
|
2.618 |
4.306 |
|
1.618 |
4.173 |
|
1.000 |
4.091 |
|
0.618 |
4.040 |
|
HIGH |
3.958 |
|
0.618 |
3.907 |
|
0.500 |
3.892 |
|
0.382 |
3.876 |
|
LOW |
3.825 |
|
0.618 |
3.743 |
|
1.000 |
3.692 |
|
1.618 |
3.610 |
|
2.618 |
3.477 |
|
4.250 |
3.260 |
|
|
| Fisher Pivots for day following 26-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.892 |
3.967 |
| PP |
3.875 |
3.925 |
| S1 |
3.859 |
3.884 |
|