NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 11-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.601 |
4.580 |
-0.021 |
-0.5% |
5.150 |
High |
4.629 |
4.585 |
-0.044 |
-1.0% |
5.150 |
Low |
4.547 |
4.495 |
-0.052 |
-1.1% |
4.700 |
Close |
4.555 |
4.546 |
-0.009 |
-0.2% |
4.727 |
Range |
0.082 |
0.090 |
0.008 |
9.8% |
0.450 |
ATR |
0.147 |
0.143 |
-0.004 |
-2.8% |
0.000 |
Volume |
77,846 |
68,019 |
-9,827 |
-12.6% |
145,290 |
|
Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.812 |
4.769 |
4.596 |
|
R3 |
4.722 |
4.679 |
4.571 |
|
R2 |
4.632 |
4.632 |
4.563 |
|
R1 |
4.589 |
4.589 |
4.554 |
4.566 |
PP |
4.542 |
4.542 |
4.542 |
4.530 |
S1 |
4.499 |
4.499 |
4.538 |
4.476 |
S2 |
4.452 |
4.452 |
4.530 |
|
S3 |
4.362 |
4.409 |
4.521 |
|
S4 |
4.272 |
4.319 |
4.497 |
|
|
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 |
4.495 |
0.470 |
10.3% |
0.145 |
3.2% |
11% |
False |
True |
53,817 |
10 |
5.150 |
4.495 |
0.655 |
14.4% |
0.150 |
3.3% |
8% |
False |
True |
41,652 |
20 |
5.150 |
4.495 |
0.655 |
14.4% |
0.140 |
3.1% |
8% |
False |
True |
27,949 |
40 |
5.511 |
4.495 |
1.016 |
22.3% |
0.148 |
3.2% |
5% |
False |
True |
20,073 |
60 |
5.534 |
4.495 |
1.039 |
22.9% |
0.148 |
3.3% |
5% |
False |
True |
15,872 |
80 |
5.534 |
4.495 |
1.039 |
22.9% |
0.141 |
3.1% |
5% |
False |
True |
12,958 |
100 |
5.534 |
4.495 |
1.039 |
22.9% |
0.141 |
3.1% |
5% |
False |
True |
10,901 |
120 |
5.680 |
4.495 |
1.185 |
26.1% |
0.134 |
2.9% |
4% |
False |
True |
9,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.968 |
2.618 |
4.821 |
1.618 |
4.731 |
1.000 |
4.675 |
0.618 |
4.641 |
HIGH |
4.585 |
0.618 |
4.551 |
0.500 |
4.540 |
0.382 |
4.529 |
LOW |
4.495 |
0.618 |
4.439 |
1.000 |
4.405 |
1.618 |
4.349 |
2.618 |
4.259 |
4.250 |
4.113 |
|
|
Fisher Pivots for day following 11-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.544 |
4.637 |
PP |
4.542 |
4.607 |
S1 |
4.540 |
4.576 |
|