NYMEX Natural Gas Future October 2010
| Trading Metrics calculated at close of trading on 27-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
3.919 |
3.844 |
-0.075 |
-1.9% |
4.068 |
| High |
3.958 |
3.883 |
-0.075 |
-1.9% |
4.142 |
| Low |
3.825 |
3.697 |
-0.128 |
-3.3% |
3.697 |
| Close |
3.843 |
3.705 |
-0.138 |
-3.6% |
3.705 |
| Range |
0.133 |
0.186 |
0.053 |
39.8% |
0.445 |
| ATR |
0.150 |
0.152 |
0.003 |
1.7% |
0.000 |
| Volume |
93,327 |
101,003 |
7,676 |
8.2% |
338,734 |
|
| Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.320 |
4.198 |
3.807 |
|
| R3 |
4.134 |
4.012 |
3.756 |
|
| R2 |
3.948 |
3.948 |
3.739 |
|
| R1 |
3.826 |
3.826 |
3.722 |
3.794 |
| PP |
3.762 |
3.762 |
3.762 |
3.746 |
| S1 |
3.640 |
3.640 |
3.688 |
3.608 |
| S2 |
3.576 |
3.576 |
3.671 |
|
| S3 |
3.390 |
3.454 |
3.654 |
|
| S4 |
3.204 |
3.268 |
3.603 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.183 |
4.889 |
3.950 |
|
| R3 |
4.738 |
4.444 |
3.827 |
|
| R2 |
4.293 |
4.293 |
3.787 |
|
| R1 |
3.999 |
3.999 |
3.746 |
3.924 |
| PP |
3.848 |
3.848 |
3.848 |
3.810 |
| S1 |
3.554 |
3.554 |
3.664 |
3.479 |
| S2 |
3.403 |
3.403 |
3.623 |
|
| S3 |
2.958 |
3.109 |
3.583 |
|
| S4 |
2.513 |
2.664 |
3.460 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.142 |
3.697 |
0.445 |
12.0% |
0.138 |
3.7% |
2% |
False |
True |
67,746 |
| 10 |
4.450 |
3.697 |
0.753 |
20.3% |
0.145 |
3.9% |
1% |
False |
True |
65,789 |
| 20 |
5.010 |
3.697 |
1.313 |
35.4% |
0.157 |
4.2% |
1% |
False |
True |
68,565 |
| 40 |
5.010 |
3.697 |
1.313 |
35.4% |
0.159 |
4.3% |
1% |
False |
True |
52,033 |
| 60 |
5.345 |
3.697 |
1.648 |
44.5% |
0.171 |
4.6% |
0% |
False |
True |
44,045 |
| 80 |
5.345 |
3.697 |
1.648 |
44.5% |
0.170 |
4.6% |
0% |
False |
True |
38,062 |
| 100 |
5.345 |
3.697 |
1.648 |
44.5% |
0.167 |
4.5% |
0% |
False |
True |
33,047 |
| 120 |
5.345 |
3.697 |
1.648 |
44.5% |
0.162 |
4.4% |
0% |
False |
True |
29,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.674 |
|
2.618 |
4.370 |
|
1.618 |
4.184 |
|
1.000 |
4.069 |
|
0.618 |
3.998 |
|
HIGH |
3.883 |
|
0.618 |
3.812 |
|
0.500 |
3.790 |
|
0.382 |
3.768 |
|
LOW |
3.697 |
|
0.618 |
3.582 |
|
1.000 |
3.511 |
|
1.618 |
3.396 |
|
2.618 |
3.210 |
|
4.250 |
2.907 |
|
|
| Fisher Pivots for day following 27-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.790 |
3.886 |
| PP |
3.762 |
3.825 |
| S1 |
3.733 |
3.765 |
|