NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 10-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.745 |
4.601 |
-0.144 |
-3.0% |
5.150 |
High |
4.779 |
4.629 |
-0.150 |
-3.1% |
5.150 |
Low |
4.565 |
4.547 |
-0.018 |
-0.4% |
4.700 |
Close |
4.596 |
4.555 |
-0.041 |
-0.9% |
4.727 |
Range |
0.214 |
0.082 |
-0.132 |
-61.7% |
0.450 |
ATR |
0.152 |
0.147 |
-0.005 |
-3.3% |
0.000 |
Volume |
61,198 |
77,846 |
16,648 |
27.2% |
145,290 |
|
Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.823 |
4.771 |
4.600 |
|
R3 |
4.741 |
4.689 |
4.578 |
|
R2 |
4.659 |
4.659 |
4.570 |
|
R1 |
4.607 |
4.607 |
4.563 |
4.592 |
PP |
4.577 |
4.577 |
4.577 |
4.570 |
S1 |
4.525 |
4.525 |
4.547 |
4.510 |
S2 |
4.495 |
4.495 |
4.540 |
|
S3 |
4.413 |
4.443 |
4.532 |
|
S4 |
4.331 |
4.361 |
4.510 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.209 |
5.918 |
4.975 |
|
R3 |
5.759 |
5.468 |
4.851 |
|
R2 |
5.309 |
5.309 |
4.810 |
|
R1 |
5.018 |
5.018 |
4.768 |
4.939 |
PP |
4.859 |
4.859 |
4.859 |
4.819 |
S1 |
4.568 |
4.568 |
4.686 |
4.489 |
S2 |
4.409 |
4.409 |
4.645 |
|
S3 |
3.959 |
4.118 |
4.603 |
|
S4 |
3.509 |
3.668 |
4.480 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.965 |
4.547 |
0.418 |
9.2% |
0.145 |
3.2% |
2% |
False |
True |
46,942 |
10 |
5.150 |
4.547 |
0.603 |
13.2% |
0.159 |
3.5% |
1% |
False |
True |
36,383 |
20 |
5.150 |
4.547 |
0.603 |
13.2% |
0.139 |
3.1% |
1% |
False |
True |
25,827 |
40 |
5.534 |
4.547 |
0.987 |
21.7% |
0.148 |
3.3% |
1% |
False |
True |
18,714 |
60 |
5.534 |
4.547 |
0.987 |
21.7% |
0.149 |
3.3% |
1% |
False |
True |
14,845 |
80 |
5.534 |
4.547 |
0.987 |
21.7% |
0.142 |
3.1% |
1% |
False |
True |
12,131 |
100 |
5.534 |
4.547 |
0.987 |
21.7% |
0.141 |
3.1% |
1% |
False |
True |
10,259 |
120 |
5.810 |
4.547 |
1.263 |
27.7% |
0.134 |
2.9% |
1% |
False |
True |
8,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.978 |
2.618 |
4.844 |
1.618 |
4.762 |
1.000 |
4.711 |
0.618 |
4.680 |
HIGH |
4.629 |
0.618 |
4.598 |
0.500 |
4.588 |
0.382 |
4.578 |
LOW |
4.547 |
0.618 |
4.496 |
1.000 |
4.465 |
1.618 |
4.414 |
2.618 |
4.332 |
4.250 |
4.199 |
|
|
Fisher Pivots for day following 10-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.588 |
4.689 |
PP |
4.577 |
4.644 |
S1 |
4.566 |
4.600 |
|