NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 12-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
4.580 |
4.550 |
-0.030 |
-0.7% |
5.150 |
High |
4.585 |
4.604 |
0.019 |
0.4% |
5.150 |
Low |
4.495 |
4.535 |
0.040 |
0.9% |
4.700 |
Close |
4.546 |
4.573 |
0.027 |
0.6% |
4.727 |
Range |
0.090 |
0.069 |
-0.021 |
-23.3% |
0.450 |
ATR |
0.143 |
0.137 |
-0.005 |
-3.7% |
0.000 |
Volume |
68,019 |
62,395 |
-5,624 |
-8.3% |
145,290 |
|
Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.778 |
4.744 |
4.611 |
|
R3 |
4.709 |
4.675 |
4.592 |
|
R2 |
4.640 |
4.640 |
4.586 |
|
R1 |
4.606 |
4.606 |
4.579 |
4.623 |
PP |
4.571 |
4.571 |
4.571 |
4.579 |
S1 |
4.537 |
4.537 |
4.567 |
4.554 |
S2 |
4.502 |
4.502 |
4.560 |
|
S3 |
4.433 |
4.468 |
4.554 |
|
S4 |
4.364 |
4.399 |
4.535 |
|
|
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 |
4.831 |
4.495 |
0.336 |
7.3% |
0.117 |
2.6% |
23% |
False |
False |
60,563 |
10 |
5.150 |
4.495 |
0.655 |
14.3% |
0.142 |
3.1% |
12% |
False |
False |
44,646 |
20 |
5.150 |
4.495 |
0.655 |
14.3% |
0.130 |
2.8% |
12% |
False |
False |
30,442 |
40 |
5.510 |
4.495 |
1.015 |
22.2% |
0.146 |
3.2% |
8% |
False |
False |
21,323 |
60 |
5.534 |
4.495 |
1.039 |
22.7% |
0.147 |
3.2% |
8% |
False |
False |
16,828 |
80 |
5.534 |
4.495 |
1.039 |
22.7% |
0.141 |
3.1% |
8% |
False |
False |
13,706 |
100 |
5.534 |
4.495 |
1.039 |
22.7% |
0.141 |
3.1% |
8% |
False |
False |
11,495 |
120 |
5.631 |
4.495 |
1.136 |
24.8% |
0.133 |
2.9% |
7% |
False |
False |
9,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.897 |
2.618 |
4.785 |
1.618 |
4.716 |
1.000 |
4.673 |
0.618 |
4.647 |
HIGH |
4.604 |
0.618 |
4.578 |
0.500 |
4.570 |
0.382 |
4.561 |
LOW |
4.535 |
0.618 |
4.492 |
1.000 |
4.466 |
1.618 |
4.423 |
2.618 |
4.354 |
4.250 |
4.242 |
|
|
Fisher Pivots for day following 12-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
4.572 |
4.569 |
PP |
4.571 |
4.566 |
S1 |
4.570 |
4.562 |
|