NYMEX Natural Gas Future October 2010
| Trading Metrics calculated at close of trading on 31-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
3.746 |
3.861 |
0.115 |
3.1% |
4.068 |
| High |
3.878 |
3.877 |
-0.001 |
0.0% |
4.142 |
| Low |
3.693 |
3.727 |
0.034 |
0.9% |
3.697 |
| Close |
3.812 |
3.816 |
0.004 |
0.1% |
3.705 |
| Range |
0.185 |
0.150 |
-0.035 |
-18.9% |
0.445 |
| ATR |
0.155 |
0.154 |
0.000 |
-0.2% |
0.000 |
| Volume |
106,037 |
86,600 |
-19,437 |
-18.3% |
338,734 |
|
| Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.257 |
4.186 |
3.899 |
|
| R3 |
4.107 |
4.036 |
3.857 |
|
| R2 |
3.957 |
3.957 |
3.844 |
|
| R1 |
3.886 |
3.886 |
3.830 |
3.847 |
| PP |
3.807 |
3.807 |
3.807 |
3.787 |
| S1 |
3.736 |
3.736 |
3.802 |
3.697 |
| S2 |
3.657 |
3.657 |
3.789 |
|
| S3 |
3.507 |
3.586 |
3.775 |
|
| S4 |
3.357 |
3.436 |
3.734 |
|
|
| 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 |
4.074 |
3.693 |
0.381 |
10.0% |
0.173 |
4.5% |
32% |
False |
False |
87,884 |
| 10 |
4.450 |
3.693 |
0.757 |
19.8% |
0.149 |
3.9% |
16% |
False |
False |
72,272 |
| 20 |
4.850 |
3.693 |
1.157 |
30.3% |
0.149 |
3.9% |
11% |
False |
False |
73,595 |
| 40 |
5.010 |
3.693 |
1.317 |
34.5% |
0.156 |
4.1% |
9% |
False |
False |
55,191 |
| 60 |
5.345 |
3.693 |
1.652 |
43.3% |
0.167 |
4.4% |
7% |
False |
False |
45,611 |
| 80 |
5.345 |
3.693 |
1.652 |
43.3% |
0.170 |
4.4% |
7% |
False |
False |
40,055 |
| 100 |
5.345 |
3.693 |
1.652 |
43.3% |
0.167 |
4.4% |
7% |
False |
False |
34,719 |
| 120 |
5.345 |
3.693 |
1.652 |
43.3% |
0.163 |
4.3% |
7% |
False |
False |
31,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.515 |
|
2.618 |
4.270 |
|
1.618 |
4.120 |
|
1.000 |
4.027 |
|
0.618 |
3.970 |
|
HIGH |
3.877 |
|
0.618 |
3.820 |
|
0.500 |
3.802 |
|
0.382 |
3.784 |
|
LOW |
3.727 |
|
0.618 |
3.634 |
|
1.000 |
3.577 |
|
1.618 |
3.484 |
|
2.618 |
3.334 |
|
4.250 |
3.090 |
|
|
| Fisher Pivots for day following 31-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.811 |
3.807 |
| PP |
3.807 |
3.797 |
| S1 |
3.802 |
3.788 |
|